FINANCIAL MARKET COURSES
Japanese Equity Market
Receivable Finance (New)
Lending - An Introduction
The Lending Cycle
Commodities - An Introduction (Revised)
Commodities - Trading (New)
Commodities - Livestock (New)
Commodities - Softs (New)
Primer – MiFID II/MiFIR (New)
Understanding Private Wealth Management Business
Private Wealth Management Products & Services
Primer – Smart Beta (New)
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Credit Risk Measurement – Models
Banks and other financial institutions rely heavily on quantitative analysis and models in nearly all aspects of their financial decision-making, including credit risk measurement and management.
This course describes the key components of a credit model, the many uses of model outputs, and the broad types of credit model used by banks. It also examines the various stages of the credit model lifecycle and the challenges that banks and other financial institutions face to ensure models are reliable and robust. Finally, the course outlines how model risk arises from the use of credit models, as well as the structures that should be in place to manage this risk.
On completion of this course, you will be able to:
• Explain why banks use credit models to measure credit risk and the factors to be considered when using these models to make decisions
• Describe the various types of model risk that arise from the use of credit models and outline some of the ways in which this risk can be minimized
Topic 1: Overview of Credit Models
• What is a Credit Model?
• Using Credit Model Outputs
• Credit Model Lifecycle
• Credit Model Governance
• Making the Most of Credit Models
• Types of Credit Model
o Structural Models
o Reduced-Form Models
• Credit Model Issues
Topic 2: Model Risk
• What is Model Risk?
• Alternative Approaches & Model Risk
o Internal Model Migration
o Expert Panels
o Third-Party Models
• Model Risk Management
• Model Risk Framework
• Model Risk & The Financial Crisis
Credit Risk Measurement – Capital Calculations - View Now
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Credit Risk Measurement – Capital Calculations
This course describes the two Basel approaches that banks can use to calculate risk-weighted assets (RWAs) for credit risk – Standardized Approach (SA) and Internal Ratings-Based (IRB) approach.
Intuition engages with over 30 accreditation bodies to ensure Know-How can be used for CPE credits. If your organization needs CPE from a body not listed below, contact us and we will endeavour to have them included.
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