Credit Risk

Modelling Course offers

24
CPE credits

On This Course, You Will

Learn about various approaches of credit risk modelling

Recognise the data requirement for credit risk modelling

Know how to design various credit risk models

Learn about the regulatory requirement for credit risk modelling

Integrate credit risk modelling with pricing

Design simple models using spreadsheet

15 18 November 2015
The Address Hotel, Dubai Marina, Dubai UAE

an event
www.informa-mea.com/creditrisk
Meet Your Expert Course Leaders
Prof. Arif Ahmed is a Chartered
Accountant and MBA (Finance) and has 25
years of experience under his belt in the
area of finance and risk management.
In addition to training, Prof. Ahmed has
assisted many organisations to design and
implement financial management and control systems
across various industries including media,metals and
minerals, logistics, banking, engineering, energy,
hospitality, paper, etc.
He is one of the most sought after speakers for his
inimitable style of blending concepts with application
in industry. Prof. Ahmed is the Director of South Asian
Management Technologies Foundation based in India.
Prof. Veena Hingarh is a Chartered
Accountant, Company Secretary, and a
Certified Information System Auditor. A
career rank-holder, Prof. Veena focuses
on the areas of finance and their interface
with information technology as her
specialisation. Delegates gain from her insight into the
working of finance and its integration with IT.
Prof. Veena is the Joint Director of South Asian
Management Technologies Foundation, India.
Prof. Arif and Prof. Veena are contributors to and
co-authors of bestselling books - Wiley International
Trends in Financial Reporting, Understanding And
Conducting Information Systems Audit, Handbook on
IFRS, Manual of Information Systems Audit, etc.
They have also been consultants with the World Bank for
projects involving designing of risk management models.
About Your CPE Credits
Recommended CPE Credit And Field Of Study
A maximum of 24 credit hours of CPE credit can be
earned in the area of Management Advisory Services
upon fulfillment of delegate and assessment criteria
Prerequisite to attend: Practical understanding of
credit risk fundamentals
Course level: Intermediate
Instructional method: Group live
Advanced preparation: Review of existing credit risk
model
South Asian Management Technologies
Foundation is registered with the National
Association of State Boards of Accountancy
(NASBA) as a sponsor of continuing
professional education on the National Registry of CPE
sponsors. State boards of accountancy have final authority
on the acceptance of individual courses for CPE credit.
Complaints regarding registered sponsors may be
submitted to the National Registry of CPE Sponsors
through its website: www.learningmarket.org.
Complaint Resolution Policy
All complaints and grievances regarding course can be
emailed to grievance@south-asian.org or physical copies
sent to the registered office of the foundation at the
address mentioned in the website www.south-asian.org.
www.informa-mea.com/creditrisk
Course Overview
Credit risk modelling is the corner stone of credit
assessment and is no longer an exclusive domain of banks
and financial institutions. Increased competition and
statutory disclosure requirements have forced
non-financial institutions to take note of the need of
credit risk modelling. Be it a bank or a consumer goods
manufacturer, the need for credit assessment is
necessary for all.
Why You Should Attend The Course?
Credit risk is a major issue these days whether you are
seeking credit or extending it. Gone are the days when
credit decisions were an issue for financial institutions and
not with other corporate entities. Increased competition
has forced everyone to use credit as an incentive to get
more buyers and expose themselves to credit risks.
Basel accord on capital adequacy has articulated the
impact of such credit risk on financial institutions.
Requirement of IFRS 9 on provisioning for credit losses as
well as IFRS 13 requirement of fair valuation has made
credit analysis activity an integral activity of any
corporation that extends credit. However most training
on credit risk modelling remains overtly biased towards
mathematical modelling limiting the understanding of the
same to very few.
This course is designed in a manner that it develops the
concept of credit risk modelling from simple balance
sheet based analytics and extends it to modelling that can
eventually grade your credit customers. Delivered in
simple language with plenty of case studies and session
exercises, the course reflects the subject knowledge and
practical experience of your trainers.
Course Pre-requisite
1. Basic knowledge of credit instruments, balance sheet,
and Excel Spreadsheet.
2. Understanding of capital adequacy norms (in case of
banking companies) and provisioning for credit loss
under IFRS
The course is designed to serve the needs of various
industries including banking but is not a dedicated course
on banking credit risk alone. Delegates are required to
bring their own laptop with MS Excel installed.
Advance Preparation
Review the capital adequacy norms (in case of banking
companies) and IFRS 9 - provisioning norms for credit loss.
Would you like to
run this course in-house?
Our in-house training division
Tel: +971 4 4072624
Email: cts@informa.com
www.informa.com/cts
T: +971 4 335 2437 E: register-mea@informa.com
 Credit Risk Modelling
15 18 November 2015, The Address Hotel, Dubai Marina, Dubai UAE

Course Timings: Registration will be at 07.30 on the first day of the course. Each day will commence at 08.00 and conclude at
14.30 followed by lunch. Refreshments will be served at appropriate intervals.

Course Outline
Day One Day Three
Credit Risk Predicting Credit Losses, Credit VaR
Overview of credit risk Credit risk modelling, loss distribution
Credit risks: components, exposures and events Modelling default correlation
Terminologies Probability of default, exposure at Models for predicting probability of default
default, loss given default Models for predicting loss given default
Credit loss structure Recovery rates, credit rating migrations, credit spreads
- Expected loss Default and time to default forecasting
- Unexpected loss Credit VaR
- Extreme loss Credit risk assessment using credit VaR
Using external credit ratings
- Rating agencies Case Study: Computing Credit VaR using Excel
- Rating methodologies spreadsheet
Sovereign debt, ratings, and default swaps
Regulatory framework
Basel accord Capital adequacy for financial
institutions Day Four
- IFRS Provisioning for credit loss
Application Of Credit Risk Models
Case Study: Calibrating credit rating mix to minimise
capital adequacy requirement Pricing for credit risk
Optimising credit portfolio
Stress testing and scenario analysis
Credit risk transition
Day Two Credit loss protection techniques
- Collateral and margins
Designing Credit Risk Models And - Credit transfers
Credit Score Cards - Credit derivatives Credit default swap and total
return swap
Credit risk modelling approaches Risk adjusted return
- Fundamental analysis Using balance sheet
information Case Study: Optimising credit portfolio using Excel
- Statistical and reduced form credit models spreadsheet
- Structured and hybrid credit models
Types of credit risk
- Counter party exposure driven
- Credit concentration risk
Who Should Attend
Building blocks of risk modelling and integrating with
Excel The course will be specifically useful for asset/
- Probability liability mangers, accounts receivable and
- Correlation collection managers, fund managers, back and
- Trend middle office managers involved in credit risk
- Regression including Logit
management, credit portfolio risk managers,
- Multifactor analysis
- Decision tree model financial analysts, executives of credit
Credit scoring methods characteristics, attributes, department, external and internal auditors,
and scores balance sheet managers, and credit risk
Regression-based credit rating models analysts. Any enterprise seeking and extending
credit will find the course most useful.
Case Study: Regression-based credit quality prediction
using financial ratios

www.informa-mea.com/creditrisk T: +971 4 335 2437 E: register-mea@informa.com

 Credit Risk Modelling
15 18 November 2015, The Address Hotel, Dubai Marina, Dubai UAE

FIVE WAYS TO REGISTER

+971 4 335 2437 Informa Middle East
PO Box 9428, Dubai,
UAE
+971 4 335 2438

register-mea@informa.com

www.informa-mea.com/creditrisk

Would you like to run this course in-house?

Save training $$ and create learning experiences relevant to your business.
Our in-house training division To customise this course and increase value and impact, contact
Leigh Kendall on +971 4 407 2624 or email the team at cts@informa.com

Course Course Fee Before Course Fee Before Final Fee

30 August 2015 20 September 2015 DISCOUNTS AVAILABLE
Credit Risk Modelling US$ 3,995 US$ 4,595 US$ 4,795 FOR 2 OR MORE PEOPLE
15 18 November 2015 CALL: +971 4 335 2483
Any complaints, grievances or suggestion regarding CPE credit may be addressed to email: grievance@south-asian.org
E-MAIL: a.watts@informa.com

Course fees include documentation, luncheon and refreshments. Delegates who attend all sessions and successfully complete the course assessment will receive an Informa
Certificate of Completion

All registrations are subject to our terms and conditions which are available at www.informa-mea.com/terms. Please read them as they include important information. By submitting
your registration you agree to be bound by the terms and conditions in full.

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A confirmation letter and invoice will be sent upon receipt of your registration. Please note that full payment must be
received prior to the event. Only those delegates whose fees have been paid in full will be admitted to the event. EVENT VENUE:
AVOID VISA DELAYS BOOK NOW The Address Hotel, Dubai Marina, Dubai UAE Tel: +971 4 436 7777
Delegates requiring visas should contact the hotel they wish to stay at directly, as soon as possible.
Visas for non-GCC nationals may take several weeks to process. ACCOMMODATION DETAILS:

We highly recommend you secure your room reservation at the earliest to avoid
CANCELLATION last minute inconvenience. You can contact the Informa Hospitality Desk for
assistance on:
If you are unable to attend, a substitute delegate will be welcome in your place. Registrations cancelled more than 7 days Tel: +971 4 407 2693
before the Event are subject to a $200 administration charge. Registration fees for registrations cancelled 7 days or less Fax: +971 4 407 2517
before the Event must be paid in full. Substitutions are welcome at any time.
Email: hospitality@informa.com
All registrations are subject to acceptance by Informa which will be confirmed to you in writing.
Due to unforeseen circumstances, the programme may change and Informa reserves the right to alter the venue and/or
speakers or topics. SN/ST Finance Copyright Informa Middle East Ltd