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.
- 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.
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.
- 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
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.
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 firstname.lastname@example.org