Internal Ratings and Model Validation
This course provides a detailed understanding of best practice in the design, use and validation of credit risk internal ratings systems. The course aims to equip participants not just with the theory but also the practice, including how to build these tools and how to use them. In addition, it will explicitly cover all of the management issues which need to be addressed – for example, improvements in performance which go beyond business requirements. The course places strong emphasis on the participation of delegates in group discussions and group exercises.
Who will benefit?
The course will be beneficial to all credit risk professionals and to those in market risk who are involved in validating credit risk models. It will be particularly beneficial to those credit risk staff involved in model design, those who use model outputs for decision-making such as pricing or loan approval, or those responsible for explaining models to regulators.
For more information, please contact your representative:
Mark Heaton
Senior Regional Consultant, Europe
The Risk Management Association
27 Old Gloucester Street
London
WC1N 3AX
Tel 44 (0) 1732852225
Mob 44 (0) 7976722851
mheaton@rmahq.org