Have any questions? info@meritglobaltraining.com +971502056399/+918088511977/+18632501577
  • You are here:
  • Home
  • Comprehensive Economic Capital and Credit Risk Modelling Certification Training

images

Comprehensive Economic Capital and Credit Risk Modelling Certification Training

Credit risk modelling techniques have advanced over the last 10-15 years in light of recent regulatory changes. The need to determine wholesale credit risk parameters (probability of default, exposure at default and loss given default) that are consistent with economic and Basel capital and can provide a useful framework for stress tests and CECL requirements has highlighted the importance of robust methodology and validation. This comprehensive and practical training will give participants an overview of various credit risk modelling techniques and applications, while going into details regarding Basel III / IV and CECL and providing extensive examples and case studies. A module associated with dealing with how Covid-19 affects the various credit risk estimates as used in different applications. At the end of this intensive course, participants will be equipped with ready-to-use frameworks for application in various areas of credit risk modelling. Enroll now and enhance your competence and knowledge.


Schedules   Enquire Now WhatsApp Us  



Testimonials

Harish Nair
Senior VP-DBS Bank
I attended the Comprehensive Basel training session. It was an excellent course blended with theory and practical methodology of computations of RWA. The best part is a readymade calculator that helps do all the complex analyses from the website by simply inputting data. I enjoyed the complex calculations, which were made simpler by the software.
NGUYEN THAI SON
Finance Director-Wetaus Vietnam
This is a necessary/highly recommended course for any one who want to get knowledge of Basel II/ III/ IV.
Emmanuel Ngabo
Senior Associate-PwC Zambia
The presenter not assuming we all had basis knowledge. He took his time to explain to ensure even those without prior knowledge understood. This was very helpful.
Simon Jackson
Senior Prudential Risk Manager-Coventry Building Society
The course was good. The access to automatic calculators for the IRB approach were very useful tools for practice. Would also like to join next training on Credit risk modelling for IFRS 9.


  • This comprehensive and practical training will give participants an overview of various credit risk modelling techniques and applications, while going into details regarding Basel III / IV and CECL and providing extensive examples and case studies.

Details

  • Appreciate the overall context of credit risk modeling in an effective risk management context.
  • Understand specific challenges regarding CECL expected credit loss modeling as it went live in 2019.
  • Comprehend how to develop solid credit risk models as well as adjust and leverage existing models for various applications.
  • Advice as to how for both internal and regulatory purposes Covid-19 factors should be incorporated into estimates.





About The Trainer

    A Financial Risk Management Consultant with an international expertise in Risk Management methodological frameworks. His experience spans some 25 years, advising banks, software houses and others on risk management. Holds various degrees, including from London Business School, with post-graduate studies at the Technische (then West)-Berlin and Keio (Japan) universities. A Qualified in Islamic Finance (IFQ), he is a published author on risk management and Basel Accords, and a regular speaker at conferences. The client list includes ABN Amro, Barclays, Lloyds TSB, CDC Paris, Credit Suisse, DePfa, Deutsche bank, National Bank of Egypt, IBM Consulting, Sungard, the UK Regulatory body (then FSA, now PRA/FCA), Reuters and numerous other institutions of various countries and sizes. In addition to that, he offers training courses and workshops with participants from various banks around the world.

Request a Quote

Feel free to request a quote for corporate in-house programs or our upcoming open events. Write to us at info@meritglobaltraining.com




Request more details


By providing your contact details, you agree to our Privacy Policy

10% OFF Coupon code "MGT10" Expires Next Tuesday

Certificate:



Schedules

Build skills with experts anytime, anywhere. Keep up to date with the latest trends in your industry. Explore all of our courses and pick your suitable ones to enroll and start learning!

DATE
TIMINGS
QUANTITY
PRICE
ENROLL

Date:May 26th-May 30th, 2025 Minimum of 5 participants required. 20 hours of training. 5 hours a day. 5 sessions. Monday to Friday.
Time : 09:00 - 13:00
Trainer : Risk Management Expert
Class : Online Live
Timezone : America/New_York
Price : USD 5000 3995 USD

Hurry, Sale ends soon!

filling-fast

If you have any Queries about schedules Ask us here

More than 5 Participants ? Request for Corporate Training

envelope
Have any questions? info@meritglobaltraining.com +971502056399/+918088511977/+18632501577
Merit Global Training

Merit Global was started with a vision to work towards bridging the knowledge gap for business executives to handle ever changing & challenging business environments across the globe. We ensure this by delivering world class learning solutions for business executives across various sectors.

Request a Quote
Feel free to contact us to enroll to a course or request a quote for corporate in-house programs. Write to us at info@meritglobaltraining.com

@ Copyright 2024, All rights reserved by Merit Global Training. PMI®, PMP®, PMI-ACP®, PfMP®, CAPM®, PMI-SP®, PgMP®, PMBOK® and the PMI® Registered Education Provider logo are registered trademarks of the Project Management Institute, Inc. BABOK® Guide and Business Analysis Body of Knowledge are registered trademarks owned by International Institute of Business Analysis. CBAP®, CCBA®, IIBA®-AAC and ECBA® are registered certification marks owned by International Institute of Business Analysis. BRMP® is a registered trademark of Business Relationship Management Institute. FRM® is a registered trademark of Global Association of Risk Professionals. CFA® is a registered trademark of CFA Institute.