This course aims at enabling participants to learn best practices, challenges and trends in credit portfolio management in various types of financial institutions in the European regulatory environment.

Content

• Introduction : Basics of Risk, Capital and Value Creation
• Differences between measurement of credit risk per loan (PD, EAD, LGD) and at portfolio level (interconnections, correlations)
• Differences between point-in-time and through-the-cycle risk and value assessment
• Risk-adjusted profitability from a balance-sheet and a market perspective (RAROC, hedging cost)
• Concentration risks: Differences between event and systemic risks
• Principles to establish and cascade down the institution’s risk appetite to its credit portfolio
• Active management of lending portfolios, to optimize value within risk appetite constraints: steps, objectives, metrics and benchmarks, market instruments (CDS, securitizations)
• Counterparty risk in treasury and trading (derivatives and debt products): contracts, exposure measurement, risk mitigation solutions, real time management systems, principles and impact of Central Clearing Counterparties
• Organizational options for credit portfolio management, links with treasury and ALM for an integrated balance sheet management

Practical information

Duration: 1 day training

Hours: 9AM-5PM (6 training hours per day)

Location: online

Additional information: This training course will be given in English

You follow a ‘Live webinar’ digitally in a group. It is ‘learning-apart-together’. At an agreed time, the teacher and participants log in to a video conference tool, each from his or her own location and with his or her own computer. Via this tool’s camera, microphone and chat function, 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.).

Type of training: Live Webinar (short online training)

During Live Webinars you will see the presentation and the trainer live on your screen. You can communicate with the trainer and ask questions.

• Learn with leading experts
• No travel time, but direct contact
• Invest together in personal development

• Be on time for the webinar. It’s best to join 10 minutes before it starts.
• Unexpected delay or technical issue ? You can reach us at +32 (0)2 507 69 61.
• To start the webinar, log in to the learning platform and open the training’s video conference link.
• You don’t need to download the video conference tool if you prefer not to; you can participate via your internet browser.
• If you haven’t logged in to the platform before, do so ahead of the training day.
• We recommend to review the learning material in advance and prepare your questions.

• To receive your (CPD) participation certificate for a live webinar, your presence and active participation are required throughout the entire session. Interaction is key to our trainings, whether through direct conversation, poll questions or chat.
• Your (CPD) participation certificate will be published on your MyFA account the day following the course.
• Febelfin Academy wishes you a great learning experience.

This training is intended for various target groups active in business, credit risk, ALM, finance and capital markets who want to better understand:

• the role of credit portfolio management in client relationship optimization;
• the role of credit portfolio management in overall financial planning and balance-sheet optimization;
• the tools, techniques and instruments used for active credit portfolio, capital and liquidity  management.