Responses to the new business and regulatory environment


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.


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.


  • A focus on the new regulatory and supervisors’ frameworks: setting bank management responses
  • Implications of AQR for credit underwriting and rating systems
  • Second thoughts on rating model building: a better set of objectives and a new generation of models
  • The conundrum of models calibration: how to align solutions with objectives
  • Counterparty risk versus other risks: integration or de-integration? Insights from regulatory and management profiles
  • Credit portfolio management techniques: optimizing capital needs
  • The Risk Appetite Framework: effectively setting and managing the RAF
  • Credit risk reporting: the need for a multi-purpose integrated system
  • Credit risk control: who and how
  • Improving risk adjusted performance: measurement and management in the new regulatory and business environment


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

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


€ 2800.00 + IVA