• ScorePlus

    ScorePlus

    In-House Seminars

Revenue, Pricing & Loss Models: Calculating Credit Portfolio Worth

Available as an in-house seminar at a date to suit you. Technical and strategic modelling course run by Gerard Scallan

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 cycleedit risk / operations

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

Click here for Pricing

  • Excellent insight into credit scoring per se and its wider management opportunities.

    Decision Science Director

  • Gerard really knows his subject - great source of inspiration and ideas

    Model builder