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PRACTICAL CREDIT RISK MANAGEMENT FUNDAMENTALS

PRACTICAL CREDIT RISK MANAGEMENT FUNDAMENTALS

DATE: 26 – 29 APRIL 2021 | From 12:00 to 15:00 LEBANON TIME / GMT+3


BACKGROUND:

Credit Risk Management has undoubtedly become one of the most crucial disciplines for any Bank to master.

A comprehensive understanding will result in increased profitability and shareholder value. In addition, the ever increasing need to comply with complex regulatory requirements and the current uncertainty resulting from the pandemic among other crises, highlight the call for Banks to better perform at recognizing and managing their Credit Risks. Moreover, subsequent prudential and regulatory responses that followed the crisis entirely renewed the way in which the Risk Management framework is run.

Credit Risk refers to the default risk of not getting back the debt lent to borrowers in different circumstances. Since the risk is high, many Banks have designed Credit Risk policies for management of loans and borrowings. In a nutshell, it is the process of mitigating losses which are expected by the Banks in the near future in cases of credit failure.

Over the years, Banks and regulatory authorities all over the world have realized the vital significance of a good Credit Risk Management system and policy framework.

This is partly due to the various crises that have risen over time. Some of its most important criteria are:
• The ability to forecast issues and prepare for uncertain times
• The system can be used for measuring the lending limits, tolerance and appetite
• It gives a valuable alternative for transferring credit, pricing and hedging options.

The present training program provides the perfect balance between theory and practice, focusing on all the key steps involved in the development and practical implementation of a Credit Risk Management framework, drawing from International Best Practices and aiming for smooth implementation.

COURSE OBJECTIVES:

Upon completion of this workshop, participants will be able to:

• Gain a solid grounding in credit risk fundamentals with the tools and techniques required to perform credit analysis, utilizing analytical tools to project future performance;
• Get familiarized with concepts, techniques and principles of credit risk management;
• Understand the relationship between qualitative and quantitative aspects of credit analysis;
• Gauge company performance using ratio analysis;
• Appreciate the importance of the credit cycle;
• Understand what best practice credit risk management looks like;
• Understand the current regulatory framework in the area;
• Have a better understanding of the current state of the credit markets;
• Provide management with risk related information vital for decision making.

WHO SHOULD ATTEND?

• Credit Risk Analysts
• Credit Risk Managers
• Credit Risk modeling team
• Credit Portfolio Managers
• IFRS 9 working team
• Risk Management staff across the board
• Senior Relationship Managers and Account Managers
• Credit Audit staff
• On-site and off-site supervisors and regulatory authorities

MAIN TOPICS:

DAY 1:

• Introduction to Credit Risk Management
     – Interaction of the market, the client and credit
     – The 5Ps and 5Cs of Credit
     – Risk/Reward and capital allocation
• Credit Risk Assessment (Financial and Non-Financial Analysis)
     – Credit Analysis Fundamentals
         . Corporate versus Financial Intermediaries
         . Specialized Industries
         . Specialized Products
         . Sources of information

DAY 2:

• Business and Industry Analysis
   – Industry Analysis including SWOT, critical success factors
   – Operation/Business analysis
   – Business risk versus financial risk
   – The asset conversion cycle
   – Environmental and Regulatory risk analysis
   – Management Analysis
   – Early Warning Signs
   – Credit red flags

• Ratios and Credit Statistics

   – Advantages and Limitations of ratios

   – Types of Ratios including: profitability, asset quality and efficiency, leverage and coverage

   -Peer comparisons/Industry benchmarks

   – Specialized industry ratios

   – Seasonality

   – Overall performance ratios

• Cash Flow Analysis

   – Structure of the cash flow statement
   – Sources and Uses
   – Reconciliations

•  Historical Financial Analysis
   – Audit
   – Review of historical patterns and industry performance
   – Income Statement analysis
   – Balance Sheet analysis
   – Cash Flow analysis

DAY 3:

• Portfolio Management
   – Credit Risk Models
   – Credit Risk Measurement (Basel II, III and IV)
. Basel II capital requirements related to credit risks
. Standardized approach for credit risk;
. Internal ratings-based approaches for credit risk;
. Removal of the use of the advanced IRB approach for certain asset classes;
. Specification of input floors;
. Additional enhancements;
. Refinements to the leverage ratio exposure measure;
. Output floors;
. Transitional arrangements
   – Impairment and Provisioning (IFRS 9)
. Classification and measurement
. Impairment of assets carried at amortized cost
. Hedge accounting
. Disclosure requirements
. Transition rules
. IFRS 9 Implementation Challenges

DAY 4:

• Basic Statistics, Risk Transformation and Risk Transfer
   – Basic Statistics
   – Risk Transformation
   – Credit Derivatives and Risk Transfer
   – Credit Risk of Derivatives
     . Purpose of credit derivatives
     . Market participants
     . Role of regulators
     . The Credit Default Family
     . Description of vanilla vs. structured derivatives
     . Total Return Swaps
     . Exercise
     . Credit Default Swaps
     . Characteristics
     . Risks and Risk Management of Credit Derivatives

SPEAKER :
DR. RODRIGUE ABI-ELHESN

• Group Head of Strategy & Risk Analytics at Credit Libanais s.a.l, Beirut, Lebanon
• University Lecturer
• A credited Trainer and lecturer with the Union of Arab Banks and several regional and international organizations
• Participated in dozens of international workshops on banking supervision, risk management and corporate governance
• Rigorous academic credentials, INSEAD Alumnus, graduated from the INSEAD Advanced Management Programme (AMP), holds a Master’s degree in Banking and Finance, has a Bachelor degree in Finance and in Business Administration from UQÀM in Canada and earned several degrees and international professional certifications.

April 26 2021

Venue

Union of Arab Banks

St. Mina, Omar Daouk, Al Hosn, Beirut
Beirut, Lebanon

+ Google Map

Phone:

9611377800

Visit Venue Website

PRACTICAL CREDIT RISK MANAGEMENT FUNDAMENTALS

PRACTICAL CREDIT RISK MANAGEMENT FUNDAMENTALS

DATE: 26 – 29 APRIL 2021 | From 12:00 to 15:00 LEBANON TIME / GMT+3


BACKGROUND:

Credit Risk Management has undoubtedly become one of the most crucial disciplines for any Bank to master.

A comprehensive understanding will result in increased profitability and shareholder value. In addition, the ever increasing need to comply with complex regulatory requirements and the current uncertainty resulting from the pandemic among other crises, highlight the call for Banks to better perform at recognizing and managing their Credit Risks. Moreover, subsequent prudential and regulatory responses that followed the crisis entirely renewed the way in which the Risk Management framework is run.

Credit Risk refers to the default risk of not getting back the debt lent to borrowers in different circumstances. Since the risk is high, many Banks have designed Credit Risk policies for management of loans and borrowings. In a nutshell, it is the process of mitigating losses which are expected by the Banks in the near future in cases of credit failure.

Over the years, Banks and regulatory authorities all over the world have realized the vital significance of a good Credit Risk Management system and policy framework.

This is partly due to the various crises that have risen over time. Some of its most important criteria are:
• The ability to forecast issues and prepare for uncertain times
• The system can be used for measuring the lending limits, tolerance and appetite
• It gives a valuable alternative for transferring credit, pricing and hedging options.

The present training program provides the perfect balance between theory and practice, focusing on all the key steps involved in the development and practical implementation of a Credit Risk Management framework, drawing from International Best Practices and aiming for smooth implementation.

COURSE OBJECTIVES:

Upon completion of this workshop, participants will be able to:

• Gain a solid grounding in credit risk fundamentals with the tools and techniques required to perform credit analysis, utilizing analytical tools to project future performance;
• Get familiarized with concepts, techniques and principles of credit risk management;
• Understand the relationship between qualitative and quantitative aspects of credit analysis;
• Gauge company performance using ratio analysis;
• Appreciate the importance of the credit cycle;
• Understand what best practice credit risk management looks like;
• Understand the current regulatory framework in the area;
• Have a better understanding of the current state of the credit markets;
• Provide management with risk related information vital for decision making.

WHO SHOULD ATTEND?

• Credit Risk Analysts
• Credit Risk Managers
• Credit Risk modeling team
• Credit Portfolio Managers
• IFRS 9 working team
• Risk Management staff across the board
• Senior Relationship Managers and Account Managers
• Credit Audit staff
• On-site and off-site supervisors and regulatory authorities

MAIN TOPICS:

DAY 1:

• Introduction to Credit Risk Management
     – Interaction of the market, the client and credit
     – The 5Ps and 5Cs of Credit
     – Risk/Reward and capital allocation
• Credit Risk Assessment (Financial and Non-Financial Analysis)
     – Credit Analysis Fundamentals
         . Corporate versus Financial Intermediaries
         . Specialized Industries
         . Specialized Products
         . Sources of information

DAY 2:

• Business and Industry Analysis
   – Industry Analysis including SWOT, critical success factors
   – Operation/Business analysis
   – Business risk versus financial risk
   – The asset conversion cycle
   – Environmental and Regulatory risk analysis
   – Management Analysis
   – Early Warning Signs
   – Credit red flags

• Ratios and Credit Statistics

   – Advantages and Limitations of ratios

   – Types of Ratios including: profitability, asset quality and efficiency, leverage and coverage

   -Peer comparisons/Industry benchmarks

   – Specialized industry ratios

   – Seasonality

   – Overall performance ratios

• Cash Flow Analysis

   – Structure of the cash flow statement
   – Sources and Uses
   – Reconciliations

•  Historical Financial Analysis
   – Audit
   – Review of historical patterns and industry performance
   – Income Statement analysis
   – Balance Sheet analysis
   – Cash Flow analysis

DAY 3:

• Portfolio Management
   – Credit Risk Models
   – Credit Risk Measurement (Basel II, III and IV)
. Basel II capital requirements related to credit risks
. Standardized approach for credit risk;
. Internal ratings-based approaches for credit risk;
. Removal of the use of the advanced IRB approach for certain asset classes;
. Specification of input floors;
. Additional enhancements;
. Refinements to the leverage ratio exposure measure;
. Output floors;
. Transitional arrangements
   – Impairment and Provisioning (IFRS 9)
. Classification and measurement
. Impairment of assets carried at amortized cost
. Hedge accounting
. Disclosure requirements
. Transition rules
. IFRS 9 Implementation Challenges

DAY 4:

• Basic Statistics, Risk Transformation and Risk Transfer
   – Basic Statistics
   – Risk Transformation
   – Credit Derivatives and Risk Transfer
   – Credit Risk of Derivatives
     . Purpose of credit derivatives
     . Market participants
     . Role of regulators
     . The Credit Default Family
     . Description of vanilla vs. structured derivatives
     . Total Return Swaps
     . Exercise
     . Credit Default Swaps
     . Characteristics
     . Risks and Risk Management of Credit Derivatives

SPEAKER :
DR. RODRIGUE ABI-ELHESN

• Group Head of Strategy & Risk Analytics at Credit Libanais s.a.l, Beirut, Lebanon
• University Lecturer
• A credited Trainer and lecturer with the Union of Arab Banks and several regional and international organizations
• Participated in dozens of international workshops on banking supervision, risk management and corporate governance
• Rigorous academic credentials, INSEAD Alumnus, graduated from the INSEAD Advanced Management Programme (AMP), holds a Master’s degree in Banking and Finance, has a Bachelor degree in Finance and in Business Administration from UQÀM in Canada and earned several degrees and international professional certifications.

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