Objectives
To provide techniques for analysts and managers involved in building and using profitability and bad debt models, for retail credit risk portfolios.
Topics:
- Bad debt modelling options - vintage analyses, net roll rates and Markov chains
- The role of scores in evaluating portfolio value
- The key input and outputs for cut-off setting profitability models
- The issues surrounding the development / use of profitability models
- Simulation models – opportunities, approach and case studies
Benefits:
At the end of this two-day seminar, delegates will understand how to design, build and validate models for:
- Setting cut-offs based on profitability
- Pricing new business
- Projecting bad debt
- Interpretation of models to turn projections into business forecasts
- The benefits / limitations of each type of model – and issues concerning interpretation
- The use of simulation models and scenario testing to formulate strategies, based on the models
Who should attend
Analysts and technical managers responsible for:
- the design, build and validation of profitability and bad debt models
Senior managers from finance, credit and marketing responsible for:
- commissioning models and/or providing infrastructure to support model deployment
- the development of credit and marketing strategies across the credit cycle
- retail credit risk strategic and operational management and reporting
Format and materials
Formal presentations with practical exercises and whole group discussion
Break-out discussion and feedback groups
Seminar manual to take away
Duration
2 days - available as an open or in-house seminar
Running this seminar in-house
We can offer this seminar at a date to suit you. It can also be tailored to suit your exact audience by selecting modules from other seminars - see the custom planner for options.
In-house seminars are generally more cost effective than registering for open seminar places, where you have more than 6 delegates wishing to attend.
Choosing to attend the open seminar
All open seminars are held at the top class Marriott Royal Hotel, Bristol, BS1 5TA, UK. Click for next dates.
For more on course content and place availability, email training@scoreplus.com
