About the Workshop

The consumer credit market in Asia Pacific is currently worth 3.9 trillion but it falls short of an estimated capacity of $8 trillion, according to a study by Asian Banker Research in 2007.

Developing countries in the Asia Pacific region may have some of the highest-potential growth markets for consumer credit but they still lose billions of dollars due to their failure to accurately analyse credit risk. Apart from a big dip in earnings, which is already a serious issue, other factors like asset quality complications, disappointing bank's performance, intensified regulatory examinations will come into the equation.

Thus arises the need for more thoroughness and visibility in analyzing and managing risk Ideally, a bank should have an internal model that is appropriate for the risk profile and complexity of their equity portfolio. The data used in the model should also be sufficient enough to provide conservative, statistically reliable and robust loss estimates that are not based purely on subjective or judgmental considerations. Can a bank achieve such a model that utilizes its credit risk analysis effectively? 

The Banking Academy proudly brings you a 2-day programme to address important issues that your bank must know on Credit Risk Analysis and Modelling with Johnathan Mun  – a leading expert in Credit Risk and Creator of Real Options Analysis Toolkit which has worked with global banks like JP Morgan and Fortune 500 companies.

Programme takeaways

• Gain an understanding of Risk and Volatility Estimation, underlying concepts of VaR as well as dealing with multiple asset portfolio
• Obtain insights into forecasting techniques and yield curve modeling like stochastic and simulation models
• Explore current developments into handling various exotic and specialized options
• Be exposed to other forecasting techniques like GARCH Volatility targeting techniques, J-S curves and Markov chains
• Study new approaches in credit analysis, debt analysis and credit derivatives and applying them to your current credit risk analysis system
• Survey the state of your competition and develop more effective models on probability of default, exposure at default, loss given default as well as expected and unexpected losses

                  
Register before 11 February 2008 and enjoy a discount of USD400 per delegate. Secure your seats today!

Seats for this informative session is limited to 30 people only to ensure high interactivity and quality delivery.  Therefore, we encourage you to register early and secure your seats today!