Advanced Credit, Risk and Financial Analysis

Through the business cycle, finance houses, community and commercial banks and other financial institutions lose billions of dollars as a result of their failure to analyze credit risk correctly and foresee downside risks. Even if these institutions do not suffer direct financial losses due to default/market movements, they may be receiving an inadequate return for the risks involved. Additionally, complex business, political, and technological changes in make credit and financial risk more likely, hence a need for better understanding and analysis.

Key Topics:

• Measurement and managing credit risk: PD, LGD and EAD
• Credit Scoring
• Methods of managing credit risk: Standardized, Foundation IRB and Advanced IRB
• Overview of ECL under IFRS 9
• 12 months ECL and Lifetime ECL
• Determining a significant increase in credit risk
• Financial statement- Explanation of basic components of the financial statement
• Understanding financial reporting framework: IFRS
• Asset Classification and Loan Loss Provisioning
•  Modeling credit risk
•  Modeling a statement of profit or loss and other comprehensive income