Audit, Risk & Governance · Short course
Credit Risk Professional Masterclass
Every lending decision an institution makes rests on a judgement about credit risk — and getting that judgement wrong, at scale, is how banks fail. This Credit Risk Professional Masterclass gives you the full toolkit: from the…
The programme
Programme overview
Every lending decision an institution makes rests on a judgement about credit risk — and getting that judgement wrong, at scale, is how banks fail. This Credit Risk Professional Masterclass gives you the full toolkit: from the fundamentals of assessing a single borrower’s creditworthiness, through to stress-testing an entire portfolio against a severe economic shock.
The discipline itself is changing fast. AI-based credit scoring models are now standard at most major lenders, and with them come new questions: how do you validate a model you didn’t build by hand, prove it isn’t systematically biased against protected groups, and explain its decisions to a regulator or a rejected applicant? This course addresses those questions directly, alongside the regulatory foundations — Basel III’s capital adequacy requirements and IFRS 9’s expected credit loss provisioning — that govern the discipline regardless of which models sit underneath it.
Who should attend
Who is this programme for?
- Credit Risk Professionals: Analysts, Managers, and Professionals in Credit Risk Roles
- Risk Management Practitioners: Risk Officers and Managers in Financial Institutions
- Banking and Lending Personnel: Bankers, Lending Officers, and Loan Underwriters
- Compliance and Regulatory Experts Aligning with Basel III and IFRS 9
- Aspiring Credit Risk Professionals: Recent Graduates and Career Changers
Learning outcomes
What you will learn
- Demonstrate a comprehensive understanding of credit risk concepts, regulatory frameworks, and credit risk models, including AI-based models
- Apply diverse credit risk assessment techniques, including AI-assisted assessment, to evaluate borrower creditworthiness
- Analyse credit risk within portfolio contexts and formulate diversification strategies
- Evaluate portfolio resilience through stress testing, including stress testing AI credit models
- Apply Basel III and IFRS 9 requirements to ensure capital adequacy, provisioning, and regulatory compliance
- Understand algorithmic bias, fairness, and explainability requirements for AI use in lending
Explore the programme
Detailed programme outline
2-Day Essentials — Training Outline
- Credit risk fundamentals and the role of the credit risk professional
- Overview of regulatory frameworks: Basel III and IFRS 9
- Credit risk models, including AI-based models, and credit scoring
- Financial statement analysis and qualitative/quantitative assessment techniques
- Using AI-assisted tools to accelerate creditworthiness assessment
- Loan structuring, documentation, and collateral valuation
- Portfolio credit risk and diversification strategies
- Conducting stress tests, including stress testing AI credit models
- Basel III and capital adequacy
- AI in credit scoring: algorithmic bias, fairness, and explainability for regulatory compliance
- Fintech and climate change considerations in credit risk
- Deciding whether the 5-Day Comprehensive programme is the right next step
5-Day Comprehensive — Training Outline
- Credit risk fundamentals: understanding its importance in the financial industry
- Role of credit risk professionals: responsibilities and key functions
- Regulatory framework: an overview of Basel III and IFRS 9
- Credit risk models and measurement techniques, including AI-based models
- Credit scoring and rating agencies
- Detailed financial statement analysis
- Credit risk assessment techniques: qualitative and quantitative approaches
- Calculating and managing credit risk exposure
- Loan structuring and documentation best practices
- Collateral valuation for risk mitigation
- Credit risk mitigation techniques: enhancements, guarantees, and covenants
- Introduction to credit derivatives
- Credit insurance as a mitigation tool
- Developing credit risk policy and procedures
- Legal considerations in credit risk management
- Understanding credit risk within a portfolio context
- Portfolio diversification strategies
- Conducting stress tests, including stress testing AI credit models, to assess portfolio resilience
- Basel III and capital adequacy: regulations and implications for banks
- Credit risk management best practices and challenges in banking
- Fintech and credit risk: the impact of fintech innovation
- AI in credit scoring: algorithmic bias, fair lending, and explainable AI for regulatory compliance
- Climate change and credit risk: integrating climate considerations
- Latest developments and trends
- Comprehensive review of key concepts covered
Learning approach
How you will learn
Our diverse instructional approaches ensure effective learning:
– Lectures & Presentations: Engage with expert-driven, stimulating content.– Course Material: Access well-crafted supporting resources.– Group Work: Collaborate on discussions and case studies for practical insights.– Workshops & Role-Play: Participate in immersive, scenario-based activities.– Practical Application: Focus on applying theoretical knowledge in real situations.– Post-Training Support: Receive extensive support after training for skill implementation.
Discuss your requirements
Dates, duration & arrangements
Contact Ratomac to confirm dates, duration, delivery format, entry requirements and any applicable assessment or certification before booking.
Enquire about this programme