Our Credit Risk Management training provides participants with a thorough understanding of how financial institutions identify, measure, and manage credit risk across portfolios.Our Credit Risk Management training provides participants with a thorough understanding of how financial institutions identify, measure, and manage credit risk across portfolios. The program begins with the foundations of credit risk, including probability of default (PD), loss given default (LGD), and exposure at default (EAD).

Additionally, more advanced topics will be presented, such as credit risk modeling, stress testing, concentration risk, and collateral management. The training also explores the different dimensions of credit products—ranging from retail lending and wholesale/corporate exposures to structured finance products—and discusses how financial instruments such as derivatives and credit risk transfer mechanisms can be used for hedging or mitigation.

Participants will also explore the impact of regulatory frameworks under Basel III/IV, including the Standardized Approach (SA) and Internal Ratings-Based (IRB) approaches for capital requirements. Practical exercises and case studies ensure that participants not only understand theoretical models but also gain the skills to apply them in real-world lending, trading, and portfolio management contexts.