Joseph Breeden on Robust Modelling for Retail Lending

Due to unforseen circumstances, we have had to cancel this event.

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Course highlights:

• Explanation of the origins and development of the global financial crisis and why it broke so many retail lending models
• Investigating the dynamics of consumer behaviour and the methods by which consumer behaviour can be quantified
• How to create scenario-based forecasts for losses, recoveries, profitability and Basel ll
• Retail portfolios stress testing and correlating exposure at default (EAD) and loss given default (LGD)
• Examining the limitations of corporate credit risk based models for retail portfolio capital assessment
• Predicting profit and profit volatility across products and segments
• Integrating scoring techniques with scenario-based forecasting techniques to predict probabilities rather than just rank order

Course dates & venues

Course tutors

TORONTO

Joseph Breeden