![\"Dolphins](\"https:\/\/www.dolphinsgroup.co.ke\/dolphins_training\/images\/dolphins_group_online_booking.png\")
<\/a><\/strong><\/p>\nIntroduction <\/strong><\/p>\n Various Central Banks in Africa have issued the guidance notes on Regulatory Capital Measurement and Management for the Banking System (Basel II Compliance). Accordingly, all bank and banking groups are expected to adopt the basic approaches for the computation of capital requirements for credit risk, market risk and operational risk.<\/p>\n Under Basel II\/III, capital adequacy generally hinges around the proper estimation of Basel II\/III risk parameters: PD, LGD, EAD. These parameters are used on one hand as inputs to credit portfolio models, and on the other hand, to compute regulatory capital.<\/p>\n Credit risk continues to constitute the greatest challenge to banks, financial services providers and regulators worldwide. The modeling of Retail credit risk therefore becomes a necessary and obligatory process for every bank. Being able to build own internal or standardized models saves organizations from unnecessarily losing millions to consultancy firms.<\/p>\n This course is designed to equip participants with the knowledge and techniques to enable them to build credit risk models within their organizations with minimal or no help.<\/p>\n Training Methodology <\/strong><\/p>\n Ideally, you will bring your own laptop with Microsoft Excel. The training course will be interactive in nature, proactive, pragmatic, action-based, non-theoretical and non-academic. Industry-specific examples will be done as case studies. A package of detailed notes will be handed out.<\/p>\n Course Content <\/strong><\/p>\n How everything fits in<\/strong><\/p>\n Course Objectives <\/strong><\/p>\n After completion of the course, delegates will have sound knowledge and understanding of the various techniques for retail credit risk modeling.<\/p>\n In addition, participants will have a concrete understanding of not just the theory but the practical ways to properly push their Basel II\/III projects with confidence and certainty.<\/p>\n Who Should Attend <\/strong><\/p>\n The following professionals should find this course appealing:<\/p>\n AGENDA <\/strong><\/p>\n Overview of Basel II Credit Risk Modelling and Models <\/strong><\/p>\n The Basel II\/III Audit Sheet: The Backbone<\/p>\n Definition of Credit Risk<\/p>\n Wholesale versus Retail Models<\/p>\n Overview of the retail portfolio<\/p>\n The modeling process A to Z<\/p>\n Pillar 1: Minimum Capital Requirements <\/strong><\/p>\n Credit Risk Approaches to measure credit risk<\/p>\n The Modified Standardized Approach The Simple and Comprehensive Approaches<\/p>\n Credit Risk The 2 Internal Ratings-Based Approaches (IRB)<\/p>\n Expected and Unexpected Loss BIS<\/p>\n IRB PD, LGD, EAD, M, K<\/p>\n Examples of Capital Requirements<\/p>\n Retail PD Modeling <\/strong><\/p>\n The Scoring Concept<\/p>\n PD Estimation Techniques<\/p>\n The LogitModel<\/p>\n Case Study: Building a PD and a Credit Rating Model<\/p>\n Retail LGD Modeling <\/strong><\/p>\n Modeling Loss Given Default (LGD)<\/p>\n Estimating Recovery Rates<\/p>\n LGD Validation<\/p>\n Case Study: Building an LGD model for a particular portfolio<\/p>\n Retail EAD Modeling <\/strong><\/p>\n Estimating credit conversion factors (CCF)<\/p>\n Risk drivers for CCF<\/p>\n Estimating Loan Equivalents (LEQ)<\/p>\n Risk drivers for LEQ<\/p>\n EAD Validation<\/p>\n Case Study: Building an EAD model for a particular portfolio<\/p>\n <\/p>\n Dolphins Training & Consultants ltd <\/strong><\/p>\n View Park Towers ,10th Fl ,Utalii Lane & L584-off UN Avenue, Gigiri.<\/strong>\n
\n
\nP O Box 27859 00100 Nairobi, Kenya Tel +254-20-2211362\/4\/5 or 2211382 Cell+254-712-636404
\ntraining@dolphinsgroup.co.ke<\/a> www.dolphinsgroup.co.ke<\/a><\/p>\n