Credit Risk Modelling [Nov 20 - 23, 2011] - Dubai, UAE

Venue: Kempinski Hotel, Mall of the Emirates, Dubai, UAE
Date: [Nov 20 - 23, 2011]
Organized by: IIR Middle East
Event City: Dubai
Event Country: United Arab Emirates

Credit Risk Modelling


Highlighting Best Practice And Current Developments

* Explore the latest qualitative and quantitative credit measurement and modelling techniques related to individual credit facilities, consumer and retail credit, accounts receivables and collections, corporate lending, sovereign credits, securitised credit exposures and portfolios of credits, as they can be applied in the region
* Learn current credit risk modelling best practice for the assessment, measuring and modelling of credit risk factors including potential credit exposures, credit loss distributions, default frequencies, times to default, recovery rates, credit migrations, credit spreads and dependent default frequencies
* Understand best practice and the applicability of structural and reduced-form credit risk models, including an overview of common commercial/vendor credit portfolio analysis models
* Implement qualitative and quantitative credit modelling techniques, including credit-Value-at-Risk (CVaR), presented over the duration of the course using practical Excel-based Monte Carlo simulation exercises
* Acquire knowledge of credit loss protection techniques and various procedures for hedging different aspects of credit risk and follow the evolution of a global regulatory capital standard, i.e. Basel I, II and III

Who Should Attend ?
Organisations and individuals seeking commercial and personal credit and credit lines, those making commercial and personal credit-granting decisions, lending and credit policy makers, commercial and in-house credit scorecard developers and users, credit risk managers and regulators; and specifically:

Organized by:
IIR Middle East

IIR Holdings Ltd (Dubai Branch)
For Conference & Training
Office 320, Sultan Business Centre
Dubai, UAE

Email: info@iirme.com 
Tel: +971-4-336 5161
Fax: +971-4-335 2438

For Exhibitions
IIR Holdings Ltd (Dubai Branch)
Office 301, Sultan Business Centre
Dubai, UAE

Email: infoex@iirme.com
Tel: +971-4-336 5161
Fax: +971-4-336 0137 or +971-4-336 4006
http://www.iirme.com/creditrisk