CREDIT RISK MANAGEMENT

Responses to the new business and regulatory environment

Dates

9-11 May, 2018


Value drivers

Rating systems and credit risk management have entered a new stage. By having participants in direct contact with top faculty and other professionals who bring diverse experiences to the classroom, the three-day program allows participants to focus on the critical areas of model building, managing techniques, policies and organizational solutions, within the requirements and implications of a new regulatory framework.


Participants

The program is designed for professionals and managers involved in improving credit risk management and control in their organization and for those who want to align tools, policies and organizational choices to new business needs and the new Europe-driven supervisory environment.


Contents

  • Innovations in regulations and in European and domestic supervisors’ approaches: towards Basel 4.
  • Rating model building and validation: a better set of objectives and a new generation of models aligned with regolatory guidelines.
  • Why and how to integrate models and judgment-based approaches to ratings assignment: implications on banking models and banks profitability.
  • The convergence of accounting standards and prudential regulation: the new credit risk measures.
  • Counterparty risk versus other risks: integration or deintegration? Insights from regulatory and management perspectives.
  • The new role of the SREP: a critical process with warnings and implications.
  • The risk Appetite Framework: correctly setting and managing the rAF.
  • Measuring loan portfolio credit risk: updates on portfolio models.
  • Credit portfolio management techniques. True sale securitization and synthetic securitization.
  • IFRS9 implications for risk management.
  • Achieving adequate risk adjusted performances: how to set loan price guidelines.
  • Risk governance and governance risk: best practices and new requirements.

Faculty

 

Guest Speaker

  • Michele Arslan - Banca Akros
  • Fabio Verachi - Intesa San Paolo
  • Andrea Violante - Intesa San Paolo

Learning Model

The primary teaching method used in the seminar is class discussion within an established conceptual framework. Executive and professional participants are well aware of critical issues in credit risk management within their organization, and therefore can bring the complexity of real situations to class. This is much more effective than traditional case-study learning or one-way lecturing.


Reference Material

Finalized readings will be available to participants in order to pre-define conceptual frameworks, give structured knowledge and summarize class discussions.


Enrollment procedure

Please complete the enrollment request form, available on this web page, and mail or fax to:
SDA Bocconi School of Management
fax +39 02 5836.6833
email: pilar.aguero@sdabocconi.it

The final deadline for enrollment is 19 April 2018. Enrollment requests are reviewed on a rolling basis, those received after the final deadline may be accepted. Please contact Pilar Aguero for this option.


Participation fee

€ 2.800 + VAT (if required)


Special Payment Terms

A 10% reduction on the program fee is offered to applications sent in by 10 March 2018.

For further information please contact Erica Pizzelli.

See all Special Payment Terms


Price:

€ 2800.00 + IVA