Portfolio Credit Management
Target Audience
RISK: Credit Portfolio Managers & Investment Exposure Management, Risk Management, Vendor and IT Risk, Internal Control Management, Market and ALM Risk, Risk Infrastructure & Control.
Audience Level
Intermediate & Advanced
Duration
3 Days: 9am – 4pm
Delivery
Online or In-class
The course develops a clear understanding of how to structure and monitor portfolio level credit metrics, it articulates the areas of strong governance in the credit process and clearly explains the dual perspective of due diligence – at the front end of onboarding a client and in the continuous monitoring post onboarding.
The objective of the course is to provide a comprehensive overview of the single largest risk component on the Bank’s balance sheet – Credit Risk. Also, to develop the ability to put in place a framework to assist in early detection of warning signs and business opportunities.
Quantification is key – allowing measurement and tracking as well as relative ranking of credit quality (Ratings). Having good risk identification, classification and measurement allows the institution to go beyond just the borrower level insight and look at the overall portfolio metrics. Very useful in implementing an effective Risk Appetite Framework. Metrics such as PD, LGD, EAD and EL at a borrower and / or portfolio level allows the Bank to manage the book more pro-actively.
At the end of the course the participants would be able to:
- Have a clear understanding of the end-to-end credit process – especially in the Bank
- Articulate the areas of strong governance in this credit process
- Explain clearly the dual perspective of due diligence – at the front end of onboarding a client and in the continuous monitoring post onboarding
- Understand and explain the key components of client credit risk analysis and apply a structured approach to credit risk
- Understand the relationship and importance of PD, LGD, EAD, EL in due diligence, ratings and IFRS 9
- Structure and monitor portfolio level credit metrics
- Understanding the credit cycle through case study analysis
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