Credit Portfolio Management: Key Concepts
Time: 11-12 March 2009
Venue: TBA, London, UK
A two-day intermediate level workshop on how credit portfolios are managed, modelled and sensitised within Basel II and economic capital frameworks.
Participants will be equipped to:
- Identify the key elements of credit risk: probability of default, loss given default and exposure at default
- Evaluate the inter-action of credit risk exposures within a portfolio and how these can be measured and quantified
- Review how the main drivers of credit risk are modelled and sensitised
- Understand how credit portfolio modelling is used within the overall risk management and regulatory and economic capital process.
For more info http://www.fitchtraining.com/...