Retail Lending: Forecasting, Stress Testing and Capital

Retail lending has changed dramatically over the last two decades, moving from a largely intuitive process to an increasingly automated one. With automation comes the danger of rapidly magnifying problems, as with the U.S. Mortgage Crisis. Reliance on weak, outdated models can create portfolio disasters. Managing a retail loan portfolio successfully depends on properly developing, deploying and integrating a wide range of models. These modelling activities—everything from account-level scores to portfolio forecasts and economic capital—need to be coordinated across a range of loan products and across marketing, credit, collections, operations and finance.

Who will benefit?
This course is for modellers, analysts, and credit professionals who are involved in managing large or rapidly growing retail lending portfolios. Although it covers the development and use of sophisticated analytical techniques, the course is intended for portfolio managers, financial analysts, credit policy and marketing professionals, and statistical analysts. Anyone with decision-making responsibility in this field will benefit.

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