Credit Risk Management (PRM04)

Venue: Concorde Hotel Singapore

Location: Singapore, Singapore, Singapore

Event Date/Time: Apr 15, 2010 End Date/Time: Apr 16, 2010
Registration Date: Apr 14, 2010
Early Registration Date: Mar 14, 2010
Report as Spam



* Risk Management is everyone’s business, not just the CEO’s, CFO’s or CRO’s.

* The biggest Risk in Risk Management is NOT seeing the Risk!

* Have an Overview of Enterprise Risk Management and understand how Credit Risk Management is an integral part of Enterprise Risk Management.

* Have a clear understanding that Credit Risk Management cannot exist in a silo, and that to manage Credit Risks effectively, one must also have a good understanding of Market Risk and Operational Risk Management.

* Have an Understanding of the Link Between A CounterParty’s Enterprise Risk Exposures and The Bank’s Credit Risk Exposure To The CounterParty and A CounterParty’s Default.

* Have an Understanding of The Role of Credit Officers and Credit Risk Managers as Gate-Keepers of a Bank’s Assets.

* “Dirty your Hands” going through a Monte Carlo event simulation process.

* Be introduced to the notion of Probability of Defaults, Exposure Given Default and Recovery Rates, and how one can use these components to compute the Expectation of Credit Losses.

* Be introduced to the quantitative side of risk measurement – Value-at-Risk (VaR) and Conditional Value-at-Risk (C-VaR).

* Be introduced to The Basel Capital Accord.

Seminar Facilitator(s):

Dr. Jeffrey C. K. Lim
Ph.D., C.Sci., C.Math., FIMA, FRM, PRM, B.Fel.


100 Orchard Road, Singapore 238840