Enhancing credit risk modeling: tools and techniques
28 April 2019 - 29 April 2019, 8:30AM - 4:00PM, GST Dubai, United Arab Emirates
Following the renewed emphasis expressed by central banks and regulators, banks around the world have gradually begun investing in data systems and analytics to strengthen their risk management practices. This two-day course has been designed to help participants shift their focus from basic reporting and exploratory analysis towards designing credit risk models generating powerful insights and having stronger business impacts.
Who should attend
This course is highly recommended for credit risk management professionals, accountants, auditors, bankers, financial advisors, credit analysts, treasury managers, risk analysts and scholars who are involved in management, development, or validation of credit risk models.
Participants who attend all sessions will be awarded a KPMG certificate of attendance.
To register online, please click here.
|Day one||Day two|
Overview and regulatory requirements
Probability of default and loss given default models
Exposure at default models
Macroeconomic modeling and stress testing
Model validation and benchmarking