Portfolio Management Analytics

Credit Risk Reporting and Evaluation



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.


  • 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


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

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.


Delegates should have some understanding of credit scoring and, ideally, will have attended “Scoring: Making it Work” or similar training.


2 days.
Day 1: 09:00 – 17:30
Day 2: 09:00 – 16:30

Kontakta mig


Just nu har vi inga planerade datum för denna kurs. Kontakta oss för mer info.

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