2. Quantitative credit risk management requirements

GENERAL SECTION – Module I: Credit analysts: within the context of bank lending practices

Who are the intended participants?

  • Corporate credit analysts (with short-term experience)
  • Corporate credit analysts (advanced modules for experienced staff)
  • Relationship managers in corporate departments
  • Risk management staff involved in the evaluation and approval of corporate loans

Programme

  • Impact of credit risk on capital adequacy – methods of determining RWA (STA, IRB), consideration of collateral
  • Determination of economic capital (ICAAP)
  • Consideration of other funding components (liquidity, risk and administrative costs, FTP)
  • Limiting negative interest rates and impact on valuation
  • Determination of provisions – IFRS 9 expected credit loss requirements, consideration of collateral
  • Return on capital (RAROC, RORAC, RARORAC), impact on remuneration and performance measurement

Individual courses can be certified separately based on participation.

The total fee for the training programme (courses 1 to 6) is CZK 20 000 excl. VAT.

We hope to be able to meet you in person. The capacity of the participants has been limited so that we can observe the necessary hygiene measures. Nonetheless, if the event cannot take place due to unfavourable epidemiological developments, we are ready to organise it in the form of a webinar.

Dates

2. Kvantitativní požadavky řízení úvěrového rizika

2. 11. 2021 09:00–12:00
KPMG Česká republika, Pobřežní 1a, Praha 8
Course fee: 3 500,- CZK ex. VAT
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For attending this training course, you are eligible to gain 4 of CPD points.

Cena zahrnuje studijní materiály a občerstvení. Školení probíhá v českém jazyce.