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Risk Management: Credit Risk for Banks
When:
June 16, 2023 @ 10:14 am – 11:14 am
2023-06-16T10:14:00+02:00
2023-06-16T11:14:00+02:00

Topic:     Risk Management: Credit Risk for Banks
Date:       11-12-13 September 2023
Trainer: Davy Reinard

Description

Introduction

Credit risk is the oldest form of financial risk. Although credit risk has existed since antiquity, we still have not perfected the way in which we manage it, as witnessed by the high-profile losses that are often reported in the press. This course provides participants with a good understanding of credit risk and the methods for managing it effectively.

Objectives

  • Understand the fundamental concepts of credit risk.
  • Evaluate and understand internal and external credit ratings.
  • Understand value at risk (VaR) and its use in measuring credit risk.
  • Explain the counterparty risk for derivatives, particularly over-the-counter derivatives.
  • Describe different credit risk models according to the recommendations of the Basel Committee.

Click here for more information about the course.

Please note:  If you are a bank employee, please contact the bank’s human resources department for information and registration.