Internal Credit Rating Models & Validation

 

This two-day course provides a look at recent developments and current thinking on best practices in the design, use and validation of credit risk internal rating systems.

Training courses

Banking & Finance

Course Background

This course leverages on the post-financial crisis “best practices” employed by leading international banks in developing, validating and back testing sturdy internal rating models. It specifically addresses means of dealing with low default portfolios and on mapping to rating agencies (“through the cycle”) rating PDs while complying with the Basel III requirements.

The practical workshop will place a strong emphasis on the participation of delegates in group discussions and group exercises. 

This course is also available bespoke for larger groups and organizations.

Who is this course for?

Credit Models Developers

Credit Models Validators

Internal Auditors

Financial Industry Regulators

Credit Risk Managers

Customer Relationship Managers / Loan Officers


Public course dates for - Internal Credit Rating Models & Validation