• ScorePlus

    ScorePlus

    Open Seminars

Revenue, Pricing & Loss Models: Calculating Credit Portfolio Worth

No planned dates at present - available as an in-house seminar.

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 cycleedit risk / operations

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 top class Marriott Royal Hotel, Bristol, BS1 5TA, 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