Corporate Credit Rating System:
Design, Development, Calibration and Validation 18 – 19 March 2018 in Dubai, United Arab Emirates Two days masterclass to introduce to key methodologies to design, develop, calibrate and validate credit rating systems for corporate customers. This course will discuss the three main types of credit rating system: the Early Warning system, the long-term Corporate (issuer) Ratings and Master Scale-‘based Rating system. Particular focus on the uses and misuses of each of the three system types, including their applicability to meet regulatory requirement such as Basel III or IFRS 9 and their appropriateness to address business-related objectives as risk-adjusted pricing or operational risk management. What Participants will Learn; Ø Which rating models are appropriate for regulations such as Basel III or IFRS 9? Ø How to gather, structure and maintain data needed for credit entities? Ø How to handle data availability and data quality challenges in practice? Ø Which statistical tools and rating model development practices are robust and proven? Ø Which innovative methods might help the bank to obtain forward-looking risk assessment? Ø How to create a rating system that is useful for risk-adjusted pricing in long term corporate customer-bank relationships? Benefits of this Masterclass: Ø Evaluation of the credit risk of prospective debtor Ø How to handle groups of legally or economically related entities from a data management prospective Ø How to build and maintain an appropriate historic record of defaults Ø To understand customer account behavior variables Ø To understand market prices or macroeconomic indices on the corporate customer’s credit risk in a forward-looking manner Registration and To Request for Brochure: To request for details such as the programme agenda, trainer’s profile and the cost of this event, email me with subject “B-CCRS” to obtain the complete detail. Warmest Regards, JKay Call: (65) 6208 3914 To request for the removal from our mailing list, do reply with subject “[email protected]”
