Masterclass in Credit Risk Management
| Course Provider |  |
| Dates Duration | 18- 20 October 2010 3 Days |
| Venue | Institute of Bankers, 1 North Wall Quay, Dublin 1 |
| Course Fees | Full Fee: €2100 Network Members Fee: €1260 |
Programme Introduction
The past two years have seen banks focus on repairing balance sheets and re-building their capital base. Now is an appropriate time to learn the lessons of the crisis and re-commence lending based on sound lending principles. The Master Class in Credit Risk Management is designed to provide participants with the ability to:
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Measure default risk and expected loss;
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Price loans and evaluate performance based on RAROC and EVA;
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Structure credit agreements, including the use of collateral and covenants;
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Transfer credit risk using credit derivatives;
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Model credit portfolios and measure economic capital; and
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Address the organisational aspects of credit risk management.
This Master Class will be delivered in the form of interactive lectures and case studies. This programme should appeal to those involved in writing or reviewing credit, as well as senior management responsible for teams in these areas. Such roles should include, but are not limited to:
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Credit Analysts
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Credit Risk Officers
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Liquidity / Lending Analysts
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Credit Policy Managers
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Fixed Income Specialists
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Securitisation Specialists – MBS, ABS, CDO
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Quantitative Analysts
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Financial Engineers
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Portfolio Manager / Analysts
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Risk Strategists
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Chief Financial Officers
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Regulatory Reporting Officers
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Risk Managers in all risk disciplines
Topics Overview
This Master Class will address topics such as the practice of credit risk management; credit derivatives and their use; software and databases for credit risk management, their uses and their strengths and weaknesses.
Examinations and Assessment
There are no examinations or assessments for this Master Class in Credit Risk Management.
Master Class Leader - Prof Brian O’Kelly
Brian O’Kelly is Adjunct Professor of Finance at Dublin City University and Programme Director of its MSc in Investment, Treasury and Banking. He has engineering and MBA degrees from UCD, and MSc in Investment and Treasury and PhD degrees from DCU. His PhD thesis was on the valuation of Collateralised Debt Obligations (CDO).
Brian has worked in the financial markets for over twenty years. His early experience was in commodity hedging with ESB, followed by a period as a full-time Finance lecturer at DCU. In 1999, he joined the risk management function at AIB Capital Markets where he worked on credit portfolio management, loan pricing, counterparty credit risk management and securitisation modelling. He moved to the corporate banking function in 2006 where he focused on ABS, portfolio tranche and margin lending activities.
In 2007, Brian left AIB Capital Markets and co-founded QED Equity, an IFSC-based private equity firm focusing on opportunities in banking and insurance. He consults widely to IFSC banks and central banks (national and international).
Brian has been a speaker at numerous conferences and has written many articles for financial journals.
To Register
The closing date for registrations is Friday, 10th September 2010. To register, please click BOOK THIS COURSE and complete all sections of the Application Form.