معهد الدراسات المصرفية

المملكة الأردنية الهاشمية

Credit Risk Management and Techniques


المحاضر تاريخ البداية تاريخ النهاية توقيت البداية توقيت النهاية مكان الانعقاد عدد الساعات سجّل الآن
د. وليد مصطفى القصراوي
2017-10-30 2017-11-02 16:30 20:30 عمان 16
سجّل الآن

(Objectives / الأهداف)

:

- By the end of this course , participants will be able to :

- Comprehend regulatory capital based on Basel II, CBJ regulations,

- Calculate credit risk based on the standardized approach .

- Calculate credit risk mitigation (simple and comprehensive approach).

- Enable participants to comprehend IRB approach’s requirements and application.


(Contents / المحتويات)

:

- Scope of Implementation and Capital.

- The three pillars system .

- Regulatory capital.

- Risk Weighted Assets:

- Rules for sovereigns, banks and corporate.

- Rules for retail, rules for special lending.

- Rules for equity.

- Rules for NPLs, rules for OBS.

- Calculation of RWA.

- Credit risk mitigation (CRM) :Simple approach, Comprehensive approach.

- Categorization of exposures:

- Corporate exposures.

- Sovereign exposures.

- Bank retail and equity exposures.

- Foundation and advanced approaches:

- Probability of default (PD).

- Loss given default (LGD).

- Exposure at default (EAD).

- Calculation of expected loss and unexpected loss.

- Minimum requirements for IRB approach:

- Rating system design.

- Risk rating system operations.

- Corporate governance and oversight.

- Use of internal ratings.

- Risk quantification.

- Validation of internal estimates.

 - Supervisory LGD and EAD estimates.

- Requirements for recognition of leasing.

- Calculation of capital charges for equity exposures.

- Disclosure requirements.



(Participants / المشاركون)

:

- Banks and financial institutions employees from departments of risk management, internal audit, compliance and strategic planning .