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
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
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 email@example.com