Seminar for Staff Members of the Central Bank of the Russian Federation

Moscow, June 21, 2017 — Business Systems Consult. Consultants of BSC participated as lecturers in the training course "Credit Portfolio Management and Credit Risk Management"  for CBR staff organised by Banking Institute of National Research University "Higher School of Economics". During this seminar we discussed the following subjects:

1. Organisation of credit process: credit information storage, required history for credit model identification and validation, responsibility.

2. Loan lifecycle: risk assessment and calculation, default recognition. Credit risk maturation.

3. Scoring card development. Factor selection, their discretisation, PD estimation.

4. Stress testing and scenario analysis.

5. Risk estimation in accordance with Basel Capital measurement framework and in accordance with IFRS 9 requirements. Operational requirements, model selection, validation, precision and forecasting power.

Further insights:

Our training solutions

Scoring card calibration

Credit risk assessment

How Is Your Bank Prepared for IFRS 9 Implementation?

IFRS 9. Credit Risk Valuation Now Matters


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Опубликовано 23 Jun 2017 Author Magister ludi

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