Credit risk management (Loan Origination and Monitoring)
Credit risk, i.e. the risk of one or more of your borrowers defaulting on their obligations towards their institute, remains the primary risk category for most banks. As such it is subject to evolving practices and regulatory requirements. With non-performing loans projected to rise and defaults looming on the horizon, attention on credit risk is once again at a high point.
Duration: 1h30
Language: Available in English
Number of participants: up to 15
Available as intra-company course (i.e. dedicated session on demand)
Course content can be customised on demand under specific conditions.
Objectives
By the end of this training, participants will be able to:
- understand the regulatory background of credit risk measurement and management;
- understand economic aspects of credit risk measurement and management as well as risk-adjusted loan pricing;
- understand regulatory expectations (in particular the EBA guidelines on Loan Origination and Monitoring) and best practices related to credit risk measurement.
Content
- Overview of credit risk (sources of credit risk, types of credit risk)
- Relevant regulation on credit risk (in particular the EBA guidelines on Loan Origination and Monitoring)
- Measuring credit risk in line with regulatory requirements
- Measuring credit risk from an economic point of view
- Risk-adjusted loan pricing
- Case studies
Target audience
Risk professionals and executives
Our lead experts
This training is coordinated by Jean-Philippe Maes, Partner at PwC Luxembourg.
Jean-Philippe is a partner with over 15 years of expertise in Basel III, regulatory reporting, risk management, and internal governance, including Basel IV preparation. He has supported banks, investment firms, and management companies in implementing regulatory frameworks and managing risks from operational to internal models, including COREP/FINREP reporting. Recently, his focus has been on risk appetite frameworks and non-financial risks such as climate, conduct, and reputational risks. Jean-Philippe has led significant projects like designing recovery plans, conducting governance reviews, and training over 600 bankers. He is also a frequent speaker and represents PwC at Luxembourg’s Banks and Bankers’ Association Banking Supervision Committee.
