Advanced Credit Risk Management
Learning Outcomes
- Understand approaches to credit risk management.
- Be able to assess credit risk.
- Be able to recommend improvements to credit risk management.
Assessment Criteria
- Explain principle forms and methods of credit risk assessment and control.
- Assess the impact of credit risk management approaches on stakeholders.
- Quantify credit risk using data from a variety of information sources.
- Assess credit risk on the basis of a range of financial information.
- Assess credit risk on the basis of non financial information.
- Report on the level of credit risk within the department.
- Communicate a plan of action to improve the management of credit risk.
Indicative Content
- Theoretical understanding of credit risk management forms, models and methodologies of assessment
- Credit risk control aids
- Credit risks and their driving factors, including probability of default, loss given default and exposure at default
- Continuity and resilience planning
- Quantification of credit risk using financial and non financial information
- External data sources
- Use of internal documents such as a credit policy in the control of risk
- Risk logs, registers and policies