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Credit Risk Measurement and Management
Credit Risk Measurement and Management
Training Activity Rate
بشار الشاعر
Training activity Hours
Training activity Date
Training Activity Days
Start and End Time
16:30 - 20:15
Training Activity Classification
Course Language
Type of Training
short courses
Deadline for registration
Price For Jordanian
120 JOD
Price For Non Jordanian
225 US$

By the end of this training course, trainees will be able to :
-    Describe and understand the credit instruments types and characteristics.
-    Describe the entire credit life cycle from origination to repayment.
-    Analyze and describe the credit risk drivers.
-    Understand the difference between Credit risk and Counterparty risk.
-    Analyze and compare credit risk evaluation methodologies and concepts.
-    Describe external rating scales, the rating process, and the link between ratings and default.
-    Compare external and internal ratings approaches.
-    Identify and describe important factors used to calculate economic capital for credit risk: probability of default, exposure, and loss rate.
-    Define and calculate expected loss (EL) and unexpected loss (UL).
-    Describe challenges to quantifying credit risk.
-    Interpret the main approaches used to model credit risk in a portfolio context and understand the pros and cons of each approach.
-    Describe the tools and methodologies used to mitigate credit risk.
-    Understand the Credit Risk Stress testing methodologies.

Target Group

-  Professionals working in:
-    Credit .
-    Risk .
-    Capital Management.
-    Regulatory Compliance.
-    Audit.

General Goal

This area focuses on credit risk measurement and management techniques to acquire a comprehensive and practical understanding of credit risk management.  The broad knowledge points covered in Credit Risk Measurement and Management include the following:
-    Credit analysis.
-    RWA – Risk Weighted Assets for Credit Risk  .
-    Drivers of Credit Risk: Probability of Default, Exposure at Default, Loss Given Default.
-    Probability of Default: Individual and Collective methodologies.
-    Expected and unexpected loss.
-    Credit Risk rating agencies .
-    Credit Risk Models - Risk Rating (quantitative & qualitative) and Credit Scoring (Scorecards).  
-    Credit Risk Governance in banks.


-    Introduction to Credit Risk :
-    Lenders and borrowers.
-    Types and Characteristics of Credit Products .
-    The Credit Process .
-    The Credit Analysis Process .
-    Drivers of Credit Risk:
-    Probability of Default.
-    Exposure at Default .
-    Loss Given Default.
-    Settlement risk and pre-settlement risk.
-    Credit Risk and Counterparty Risk.
-    Case study: Role of securitization in the 2007-08 financial crisis. 
-    Measurement of Credit Risk :
-    Measurement Tools Progression:
-    Notional amount.
-    Risk-weighted amounts .
-    Notional amounts combined with credit ratings .
-    Internal portfolio credit models.
-    Default Risk .
-    Recovery rates.
-    Credit Conversion Factors.
-    Credit Risk Mitigation.
-    Practical exercises of credit risk exposures.
-    Default and Credit Migration:
-    Credit rating and credit spread.
-    Agency ratings.
-    Credit Scoring and internal models.
-    Portfolio Credit Risk Models
-    Case Study.
-    Managing Credit Risk:
-    IFRS9/NPL Classification and Provisioning.
-    Expected and unexpected risk (RAROC).
-    Measuring the Distribution of Credit Losses .
-    Measuring Expected Credit Loss .
-    Measuring Credit VaR.
-    Default probabilities and term structures of default rates.
-    Credit Risk Stress Testing .