The primary source of revenue for most commercial banks is the extension of credit, an activity that concurrently poses the greatest risk to earnings and capital. When end-to-end credit risk activities are prudently assessed, monitored and controlled the shareholders and customers benefit. However, flaws in credit risk management strategy and practice is the leading cause of bank failure. For decades, competent credit professionals have concentrated most of their effort on prudently approving loans and carefully monitoring loan performance which relies heavily on trailing indicators of credit quality.
The course looks at the management and optimisation of credit risk by the use of credit derivatives and securitisation. Of course, no such analysis would be complete without the regulatory impact of Basel III
and other regulatory constraints on credit portfolios. This intensive Two-day course provides a comprehensive understanding of the concepts, tools and methodologies used in implementing a comprehensive and cohesive credit risk framework within a bank.