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9-13 November 2020 ONLINE: Portfolio Management Analytics: Frameworks and Tools for Running a Scored Portfolio in a Crisis

Business-focused seminar for Portfolio Managers, retail credit.

Online trainer-led seminar run by Helen McNab. Guest presenter Gerard Scallan

5 mornings. 9-13 November 2020.

Start time each day 09:00 with finish times between 12:00 and 13:00 (UK time).
Registration on day 1 from 08:45.
Online seminar agenda: click here

 

Content reflects the 2020 COVID-19 crisis

This seminar is for Credit Risk professionals managing scored portfolios in a time of crisis. Content draws on Gerard Scallan and Helen McNab's experience of previous major economic recessions.

Key themes: 

- model adjustment 

- maintaining data integrity through payment holidays

- adaptive strategies for account opening, back book and collections

- feedback loops to articulate, evaluate, modify policies - rapidly!

- triggers for re-entering the market

- IFRS9 and Basel implications.

 

Objectives

To develop the strategic skills of Credit Scoring / Risk Insight Analysts and Portfolio Managers, during and after the COVID-19 crisis.

At the heart of this seminar is rigorous design and evaluation of credit strategies, underpinned by scorecards, and the reporting of portfolio performance for scrutiny by senior management.

Topics:

  • How Banks Work : Role of credit risk; management mechanisms; IFRS9; Basel
  • Modelling principles: Scores, pds, lgds, affordability; assumptions; reducing dimensionality; data integrity
  • Scorecard revisions: Checking for model risk; applying corrections
  • What is happening today? Recognising and responding to transmission channels
  • Strategy analysis: Revising performance standards; measuring actual vs (new) expectations; impact of payment holidays
  • Credit strategy revision: Rapid and iterative policy revision to reflect new operating assumptions; account opening and collections
  • Portfolio analysis: Setting early delinquency benchmarks; responding to delinquency trajectories; recognising market opportunity
  • Portfolio metrics and risk appetite: Dashboards; key metrics; setting triggers for action

Benefits:

At the end of this seminar, delegates will know how to:

  • Define key portfolio metrics & profit drivers and set triggers for action, with supporting statistical tests
  • The fundamental philosophy driving IFRS9, the Basel accord, alongside the regulator view
  • Ensure scorecards remain "fit for purpose"
  • Use an analysis driven framework for early detection of changing trends
  • Present strategy alternatives, articulating assumptions and expectations under different scenarios
  • Use the "actual vs expected" principle to identify deviations from budget

 

Who should attend

Credit scoring / risk insight analysts: involved daily in the development, deployment and monitoring of credit strategies and portfolio performance, ideally with 12 months practical experience

Portfolio managers: new to credit risk or requiring a greater understanding of the role of scoring in running a credit portfolio along with key metrics for measuring success

Format and materials

Formal presentations with practical exercises and whole group discussion

Break-out discussion and feedback groups

Seminar manual ,with a ‘back at the office “to do” list’, to support seminar learning and web resource listings.

Duration

Online: 5 mornings. 

Also available as an in-house seminar with dates arranged to suit the client.

For more on course content and place availability, email training@scoreplus.com

Click here for Fees