To provide techniques for analysts and managers involved in building and using profitability and bad debt models, for retail credit risk portfolios.
- 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
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
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.
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