Credit Portfolio Management (CPM), securitisation, and credit insurance together form the foundation of an integrated strategy to manage credit risk, optimise capital allocation, and strengthen the resilience of financial institutions. This training provides a comprehensive overview of Credit Portfolio Management (CPM) and its key instruments. Participants will explore why CPM is essential for banks, how portfolio risks are measured, and the role of risk appetite, capital, and regulatory constraints.

The objectives of this training are to:

• understand the role and objectives of Credit Portfolio Management in banks;
• identify and assess key portfolio risks (credit, concentration, correlation, systemic);
• understand the structure, economics, and regulatory treatment of synthetic and cash SRT securitisations;
• understand the role of insurers in credit risk transfer, unfunded SRT securitisation;
• evaluate when banks choose securitisation vs insurance solutions;
• assess regulatory expectations (CRR3, SECR).

CONTENT

• Foundations of Credit Portfolio Management (CPM)
  • What is CPM is & why banks need it
  • Portfolio risks and measurement tools
  • Risk appetite, capital & regulatory constraints
  • Overview of CPM tools – Pro’s/Con’s Interactive
  • Exercise - Identify concentration risks in a simplified portfolio and propose CPM actions
• Securitisation in CPM: Cash & Synthetic Structures
  • Securitisation basics – Cash and Synthetic
  • How synthetic SRT transactions work
  • Significant Risk Transfer (SRT) Requirements
  • Economics and strategic value
  • Market size and trends
  • Exercise - Review a simplified term sheet and identify tranche structure, capital release, investor exposure, SRT risk transfer mechanism
• Credit Insurance in CPM
  • The role of credit insurance and unfunded credit protection
  • Types of credit insurance relevant to CPM
  • Regulatory expectations & eligibility
  • Market size and trends
  • Exercise - Compare a credit insurance policy on loans and on synthetic SRT securitisation
• Integrating CPM, Securitisation & Insurance into the Bank Strategy
  • How CPM decides which tool to use (Loan sales, CDS, Credit Insurance, Cash or Synthetic securitisation)
  • Strategic portfolio steering with investors and insurers partners
  • Recent trends
  • Exercise - Given a portfolio with rising concentration in one sector, identify which CPM tools would best address capital, risk, and profitability constraints
• Final Case Study & Wrap-Up
  • Comprehensive Case Study: Evaluate a real-world styled scenario, and choose between Synthetic SRT, Insurance guarantee, partial loan sale or a hybrid strategy. Justify the recommended solution, identify regulatory hurdles and explain cost vs capital benefit
• Closing Summary
  • Key takeaways
  • The future of CPM: insurance, data, ESG, analytics, regulatory evolution
  • The impact of the upcoming Savings and Investment Union in the EU
  • The growth on non-bank finance

PRACTICAL INFORMATION

• Duration: ½ day of training (3 class hours)
• Hours: 09:00 to 12:30
• Location: Febelfin Academy: Phoenix building, Koning Albert II-laan/Boulevard du Roi Albert II 19, 1210 Brussels
• Language: This training will be given in English

You follow a ‘Classroom training’ in a group. You, the other participants and the teacher are all present in the same classroom at an agreed time. There is an opportunity for interaction and feedback, both from the participants to the teacher and vice versa. The teaching material consists as a basis of a presentation via the MyFA learning platform, supplemented with various other items (such as digital syllabus, presentation, audiovisual fragments, etc.).

• Acquire knowledge from top experts
• Learn in a group, in a motivating and targeted way
• Deepen your knowledge and obtain recognized continuing professional development hours

• Be on time for the training. It’s best to arrive 10 minutes before it starts.
• Unexpected delay? Inform your on-location contact.
• Febelfin Academy’s reception desk can be reached at +32 (0)2 507 69 61.

• To receive your (CPD) participation certificate for a classroom training, your presence and active participation are required throughout the entire session. Interaction is key to our trainings.
• Your (CPD) participation certificate will be published on your MyFA account the day following the course.
• Febelfin Academy wishes you a great learning experience.

The training course can be followed by various target groups:

• Banking professionals
• CPM teams
• Compliance officers
• Risk managers
• Insurers
• Product managers credits
• …