Credit Risk Management Masterclass
Drivers, models and management of credit risk — from single-obligor assessment to portfolio control, built on post-crisis regulatory expectations for robust modelling.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Since the crisis, legacy credit risk techniques have been under universal re-examination — regulators and the Basel Committee on Banking Supervision now demand more robust methods of modelling financial stress and the kind of credit market deterioration the crisis exposed. And the discipline is no longer banking’s alone: disclosure requirements and competition have pushed credit assessment onto non-financial institutions too. This masterclass covers the drivers of credit risk, the modelling tools used to measure it, and current best practice in managing it — at individual loan level and across the portfolio. The cohort designs credit risk models, works the data requirements behind them, integrates modelling with pricing, and builds simple working models in spreadsheets.
What you will do
Who attends
- Credit heads, corporate credit analysts and loan originators
- Credit risk specialists, model validation and credit risk audit
- Financial risk managers and financial industry regulators
- Balance-sheet management, controllership, internal audit and financial reporting
Programme agenda
Built for the decisions no textbook prepares you for
I.Drivers of credit risk
- Key concepts and methodologies behind credit risk
- Risk management functions and portfolio processes
- Post-crisis regulatory emphasis on robust stress modelling
II.Modelling and measurement
- Approaches to credit risk modelling, including PD, LGD and EAD
- Data requirements for credit risk models
- Regulatory requirements for modelling; Basel capital context
- Designing simple models in spreadsheets
III.Portfolio and mitigation
- Managing concentration risk
- Usage and risks of credit derivatives
- Collateral management techniques for derivatives exposures
- Integrating modelling with pricing
IV.Reporting and stress
- Characteristics of effective credit risk reports
- Requirements for reporting credit risk
- Corporate credit risk under stress — the Covid-19 case
Frequently asked
Do these programmes cover the Basel III final reforms and the ICAAP/ILAAP cycle?
Yes. The BIZENIUS banking curriculum is built around the Basel III endgame, ICAAP, ILAAP, IRRBB, IFRS 9 provisioning, stress testing and BCBS 239. Participants leave able to quantify the output floor on their own portfolios, write capital and liquidity documents that withstand supervisory review, and defend the numbers to their board.
Are the programmes adapted to regional supervisors such as SAMA, CBUAE or BCEAO?
Casework is built around supervisory documents rather than textbook theory, and faculty include former practitioners who have sat on both sides of an examination. Programmes address the questions SAMA, CBUAE, BCEAO and other home regulators actually put to the desk, and an in-house edition can be tailored to a single jurisdiction.
How do I secure a seat on a banking programme?
Apply for a seat or request the brochure from the programme page. A senior practitioner — not a sales team — responds within one business day, and the brochure arrives with that reply. BIZENIUS runs on enquiry: there is no online checkout.
Can a programme run in-house for our bank?
Every BIZENIUS programme can be delivered in-house, tailored to your balance sheet, your regulator and your data, in English or French. Many institutions start with an open cohort, then commission a private edition for the wider team.
Share this programme
Know the right person for this seat?Nominate a colleague →
In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 01 · Africa
The training programme that became national regulation
What the team mastered, the regulator wrote into the rulebook.
Open the dossier →
The Capability Arc™
Fix it · Advisory
Risk Appetite & Enterprise Risk Governance
An appetite framework wired into daily decisions.
Automate it · Smart IT
Risk Data, Controls & MI (BCBS 239)
Risk data and controls built to BCBS 239.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
Related programmes
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.
View programmeCollateral Intelligence & Credit Excellence Masterclass
Weak collateral practice and shallow credit appraisal drive NPLs and capital erosion — this masterclass rebuilds both disciplines, from valuation and haircuts to enforceability.
View programmeCredit Value Adjustment (CVA) Calculation and Implementation Masterclass
CVA and the wider XVA family made implementable — exposure simulation, risk mitigants and the Basel III capital charge, built up sequentially in workshops.
View programmeBanking & Finance
Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.