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Credit Risk Management and Basel III


Learn from best practices global financial institutions how to measure, manage, mitigate and allocate capital for credit risk under the Basel III regulatory

11 & 12 November 2013, Singapore

Why should you attend?

This two day course provides a synoptical description of modern measurement and management techniques for credit risk in large international banks along with means to mitigate exposure while complying with the Basel III regulatory demands on capital allocation.

It targets financial professionals involved in implementing the Basel III recommendations (Pillars 1, 2 and 3) for large financial institutions. It covers bottom-up (internal credit models) and top – down (credit portfolio models and ICAAP/ Regulatory Credit Risk Capital allocation) credit risk management while drawing on the best practice experiences of some leading international banks.

At the end of the course, attendees will be able to benchmark their own project scope against international best practices especially concerning RWA (Risk Weighted Assets) management under Basel III and efficient risk mitigation practices.

Key Benefits:

  • Mastering the principles of credit risk management in banks
  • Benchmarking practices employed by your own institution against industry best practices
  • Evaluating the Basel III consequences on credit processes
  • Overcoming management challenges on applying credit rating models
  • Developing best in class internal rating models compliant with Basel III
  • Optimising credit portfolio by achieving maximum margin return at acceptable levels of default and migration risks
  • Hedging credit exposure via credit derivatives

Attendees will learn some of the key practices employed by global leading financial institutions with respect to measuring and mitigating credit risk along with the key modifications imposed by the Basel III regulatory recommendations

Who should attend?

CEOs, COOs, Executive Directors, Directors, SVPs, VPs, General Managers, Head of Department, Managers, Analysts and Auditors who are responsible for:

  • Corporate Treasury
  • Money Markets Trading
  • Asset Liability Management
  • Liquidity Management
  • Market Risk
  • Internal Audit