Portfolio Management Analytics
Credit Risk Reporting and Evaluation
Objectives
To develop the strategic and analytic skills of Portfolio Managers new to Credit Risk and for Analysts looking for progression and a deeper insight into manging credit portfolios.
Topics:
- Reading the portfolio – linking financial results to underlying credit strategies
- Scorecard design and measurement: getting models to really support decisions
- Strategy formulation: a structured approach to designing and evaluating credit strategies
- Strategy analysis: designing the MI to reflect objectives and expectations
- Portfolio analysis: rethinking vintage matrices to detect early changes in arrears emergence
- Monthly reporting: key features of an effective MI pack
- Risk appetite: defining key metrics and interpreting alarm signals
Benefits:
At the end of this two-day seminar, delegates will:
- Focusing on profit drivers - understanding the complexities of relating actions to consequence
- Scorecard assessment - to ensure it is "fit for purpose" - in business terms
- Design and evaluation of credit strategies - originations, pre-delinquency and collections case studies
- Getting the right balance between scores and policies to reduce complexity
- Presenting strategy alternatives, articulating assumptions and expectations
- Using the "actual vs expected" principle to identify deviations from budget
- Defining high level metrics and reporting with supporting statistical tests
- Defining analyses to meet the objectives and requirements of the credit committee
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Who should attend
- Credit scoring, Credit Risk and Portfolio Management Analysts: involved daily in the development, deployment and monitoring of credit strategies, ideally with 12 months practical experience
- Senior managers: new to the credit risk / operations area or requiring a great understanding of the role of scoring in running a credit portfolio
Format and materials
- Formal presentations with practical exercises and whole group discussion
- Break-out discussion and feedback groups
- Seminar manual, including bibliography of reference sources, to take away.
Pre-Requisits
Delegates should have some understanding of credit scoring and, ideally, will have attended “Scoring: Making it Work” or similar training.
Duration
2 days.
Day 1: 09:00 – 17:30
Day 2: 09:00 – 16:30
Kurstillfällen
Just nu har vi inga planerade datum för denna kurs. Kontakta oss för mer info.
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