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 http://www.fitchtraining.com/...

Contact:

• Savinder
  Tel: + 44 (0) 20 7201 2770
  E-mail: enquiry@fitchtraining.com