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.
Who is this course for?
Credit Models Developers
Credit Models Validators
Financial Industry Regulators
Credit Risk Managers
Customer Relationship Managers / Loan Officers