• ScorePlus

    ScorePlus

    Open Seminars

Revenue, Pricing & Loss Models: Calculating Credit Portfolio Worth

Next open seminar: 27-28 May 2020, Bristol. Financial modelling and strategic management 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 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. All open seminars are held at the historic Mercure Grand hotel in the old financial district of Bristol, BS1 2EL,UK. In-house seminar dates are arranged to suit the client.

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

  • Valuable information - will definitely recommend to a colleague

    Credit risk analyst

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

    Model builder