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Credit Portfolio*BankCredit Portfolio*Bank

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How to devise a strategy for creating credit portfolios? Which levers can one use for optimisation? How to mix customer and capital market business in order to reduce credit portfolio volatility? Where do liquidity risk implications have an impact on structuring the credit portfolios? How to keep the credit portfolio risk transparent? Portfolio management tasks are dealt with in our simulation bank and prepared for practical implementation.
  • Credit portfolio management fundamentals
    Credit risk management within total bank management under ICAAP
    Determining the equity requirements of critical credit positions
    Liquidity costs and leeway of credits that are acceptable as collateral
  • Processes to distinguish between fungible and illiquid credit risks
    The structuring of a portfolio
    Exposure at default (LTV, commitments, replacement risk)
    Calculation of individual risks and diversification
    Impact of granularity (regulations, risk-bearing capacity, risk calculation)
    Management by limit system (case study: setting up the building blocks of a limit system)
    Stress testing for securing the portfolio structure
  • Optimising portfolio rentability
    Combining economic and legal capital
    Identifying equity-hungry positions
    Equity management and practical implementation issues
    Portfolio measures in the (quasi) capital market business
    Measures for using credit portfolios to increase liquidity (collateral and securitisation opportunities)
    Measures to prepare a fungible credit portfolio
    (Credit) risk as a resource when planning/budgeting and allocating capital
  • Integrating structured credit risk
    Mapping basic structures: How does a waterfall work?
    Where are the risks in various structures?
    Lessons from the crisis: In what shape will securitisations return in the future?
Cyber*Preparation
  • CRM basics: separation of risks, legal framework
  • Basel II credit risk rules
  • Solvency and credit risk analyses: balance sheet analysis, rating, collateral
  • Credit risk calculation: Credit Value at Risk (CVaR)
  • Risk and customer calculation
  • Credit risk instruments: fundamentals and applications
Target group
  • Managers and specialists from:
    Financing, corporate banking
    Credit risk management, controlling, credit portfolio management
    Treasury, ALM and bank book management
 

       
 
CEE (Vienna) 

29 Nov – 1 Dec 2010
EUR 2,550 (+20% VAT)
 
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