Credit risk management (Loan Origination and Monitoring)

Formation inter et intra-entreprise

À qui s'adresse la formation?

  • Risk professionals and executives

Niveau atteint

Avancé

Durée

1,50 heure(s)

Langues(s) de prestation

EN

Prochaine session

Objectifs

Credit risk, i.e. the risk of one or more of your borrowers defaulting on their obligations towards their institute, remains the primary risk category for most banks. As such it is subject to evolving practices and regulatory requirements. With non-performing loans projected to rise and defaults looming on the horizon, attention on credit risk is once again at a high point.

This course will enable participants to:

  • understand the regulatory background of credit risk measurement and management;
  • understand economic aspects of credit risk measurement and management as well as risk-adjusted loan pricing;
  • understand regulatory expectations (in particular the EBA guidelines on Loan Origination and Monitoring) and best practices related to credit risk measurement.

Contenu

  • Overview of credit risk (sources of credit risk, types of credit risk)
  • Relevant regulation on credit risk (in particular the EBA guidelines on Loan Origination and Monitoring)
  • Measuring credit risk in line with regulatory requirements
  • Measuring credit risk from an economic point of view
  • Risk-adjusted loan pricing
  • Case studies

Informations supplémentaires

This training is coordinated by Birgit Schalk, Director at PwC Luxembourg.

Birgit has over 20 years of experience in credit risk management and risk management in general. She is responsible for developing and delivering consulting engagements related to credit risk management and measurement under Basel III/IV/CRR I/II, IFRS 9, and related topics such as the definition of default, non-performing loans, and forbearance, as well as other aspects including recovery planning and stress testing.

She is also a member of PwC Working Groups on various topics such as credit risk, IFRS 9, and ESG/sustainable finance.

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