• ScorePlus

    ScorePlus

    Open Seminars

5-9 October 2020 ONLINE: Revenue, Pricing & Loss Models: Calculating Credit Portfolio Worth

Financial modelling and strategic management seminar.

Online trainer-led seminar run by Gerard Scallan.

5 mornings 5-9 October 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

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

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