Credit Risk Rating and Underwriting to Manage NPLs under IFRS 9
Credit extension is where banks earn — and where they fail. Rating, underwriting and IFRS 9 provisioning discipline that keeps non-performing loans from setting the agenda.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
The extension of credit is most commercial banks’ primary source of revenue and, simultaneously, the greatest risk to earnings and capital — flawed credit risk management remains the leading cause of bank failure. For decades credit professionals have leaned on trailing indicators of loan quality, approving carefully and monitoring after the fact; that is no longer enough. This intensive two-day programme builds a cohesive credit risk framework for the whole lifecycle: rating and underwriting, identifying and controlling emerging risk, managing collections and problem loans, and provisioning for NPLs under IFRS 9. The cohort also works through portfolio optimisation with credit derivatives and securitisation, concentration risk, stress testing, and the constraints Basel III places on credit portfolios.
What you will do
Who attends
- Board members and senior management
- Heads and managers in credit administration
- Credit risk officers and relationship managers
- Team leaders in credit monitoring
Programme agenda
Built for the decisions no textbook prepares you for
I.The credit risk framework
- Why credit failure remains the leading cause of bank failure
- An end-to-end framework for managing credit risk in a bank
- How customer set and product offering drive the credit process
II.Rating, underwriting and emerging risk
- The most commonly used models for assessing exposure
- Identifying, measuring, monitoring and controlling emerging credit risk
- Practical exercises and case studies from real market situations
III.NPL management and IFRS 9
- Managing non-performing loans
- Organisational design for collections and problem loans
- IFRS 9 provisioning for NPLs
IV.Portfolio optimisation and regulation
- Credit derivatives and securitisation
- Concentration risk — hedging and portfolio management
- Basel III and other regulatory constraints; stress testing and scenario analysis
Frequently asked
What does the credit risk rating and NPL management course cover?
This intensive two-day programme builds a cohesive credit risk framework for the whole lifecycle: rating and underwriting, identifying and controlling emerging risk, managing collections and problem loans, and provisioning for non-performing loans under IFRS 9 — plus portfolio optimisation with credit derivatives and securitisation, concentration risk and stress testing.
How is IFRS 9 handled in the training?
IFRS 9 provisioning for non-performing loans is worked through alongside the organisational design of collections and problem-loan management, so provisioning is treated as part of the credit lifecycle rather than an accounting bolt-on. The programme also uses stress testing and scenario analysis as forward-looking discipline instead of relying on trailing indicators of loan quality.
Who should attend, and can the course run in-house?
The programme is designed for board members and senior management, heads and managers in credit administration, credit risk officers, relationship managers and team leaders in credit monitoring. An in-house edition tailored to your loan book is available, delivered in English or French; dates follow a rolling calendar and fees are provided on enquiry.
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In their words
Knowledge transfer, emphasised throughout
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One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.