Credit Portfolio Management: Key Concepts

Image of 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.

Organiser: FitchTraining

For more info




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