The Fundamentals of
Credit Risk Modelling
for Basel II
11 & 12 December 2008 Central London
Attend this practical workshop to gain an introduction, or refresh your knowledge, on the practicalities of building, validating, monitoring and auditing Basel II models, as well as more traditional models based on less stringent good / bad definitions.
Attending this course will enable you to:
Explore practical methods for:
• Constructing validated Application and Behaviour Scorecards
• Designing Loss Given Default and Exposure At Default models
• Constructing models that Aid Basel Stress Testing
Examine best practice in:
• Producing Basel II Probability of Default Predictions
• Identifying and avoiding pitfalls in Small Data Samples
• Construct Models Across all Retail Products
• Handling of Model Documentation
Gain the skills to:
• Include Quantitative Expertise within models
• Audit, Validate and Monitor Model Development and output
• Unlock the Business Benefits of Modelling Solutions
This highly practical workshop designed for:
• Credit Risk • Basel • Portfolio Analysis • Internal Audit • Compliance
Within:
• Banks • Building Societies • Mortgage, Credit Card & Loan Specialists
Register by 24 October 2008, and save up to £800! Please remember to quote your VIP Code: KM6163AAR to get special 10% discount when you register
To register click http://www.infoline.org.uk/r.php?uID=205
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