Course description
Credit Risk Modelling Masterclass
Over this four-day interactive, virtual course, participants will expand their knowledge on effective model risk governance, application of stress testing in credit portfolios and validation frameworks for credit risk modelling.
Expert led course will allow participants to develop their understanding on IFRS 9 modelling and how the pandemic has impacted credit risk modelling. Sessions will explore how to address the challenges that have emerged, changes in policies and mitigate the risks.
Key sessions will deep dive into the application of AI/ML to improve credit risk modelling accuracy and efficiency as well as how to integrate climate change into credit risk assessments.
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Suitability - Who should attend?
Who should attend?
Relevant departments may include but are not limited to:
- Credit risk
- Risk modelling
- Risk management
- Model risk management
- Climate risk
- Machine learning
- Stress testing
Outcome / Qualification etc.
What will you learn?
- Understand the general principles of forecasting models and model design
- Approaches for building and maintaining a framework to validate credit risk portfolio models
- Best practises for modelling macroeconomic drivers for IFRS 9
- Understand the impact of policy updates in credit risk models and capital release
- Develop effective strategies for managing model performance under stress
- How to successfully include climate risk in your credit risk assessment
Training Course Content
Sessions include
- Model risk management and governance for credit risk
- Stress testing credit risk portfolios
- Credit risk model validation
- Credit risk modelling post IFRS9
- Covid-19 impact on credit risk modelling
- Developments for credit risk modelling
- Application of AI/ML in credit risk modelling
- Integrating climate risk and credit risk
Course delivery details
Live Virtual training courses
Our live virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:
- Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days
- Facilitated collaboration including Q&A, interactive polling and group workshops
- Live interaction with subject matter experts – get your questions answered in real time
- Receive comprehensive course materials and supporting content from Risk.net to reinforce your learning
- Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants
Why choose Risk Training
5,000+ Attendee's per year
500+ Companies per year
95% Satisfaction rate
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Expenses
Course pricing structure
- Early bird rate (by May 28, 2021): USD $1299 / person
- Standard rate (from May 29, 2021): USD $1799 / person
- Group rate 3for2 (based on Standard rate): USD $1199 / person