Uncover the dos and don’ts for your internal rating tool and consider the rating agencies’ modus operandi

The seminar identifies relevant approaches of credit analysis that are useful to incorporate in a financial institution’s own internal rating tool. Further, this enables participants to deepen their expertise about credit risk for global banks and sovereign obligors.

Covering Standard & Poor’s, Fitch and Moody’s methodologies helps participants identifying general trends on each of the entities’ rating factors and qualitative adjustments. Through detailed case studies participants will be able to analyze how rating agencies apply their own criteria, and especially which questions remain unanswered in public rating reports. Further participants will develop skills to read between the lines in rating reports in order to fully being able to form their own informed opinions about credit risk of sovereigns and financial institutions of their interest.

Is this for you?

Analysts who seek to improve their knowledge and further develop their professional skills in risk analysis and counterparty risk assessment, widely used in rating tools.

• Executives and employees in banks/central banks, especially in the following departments:
  • Risk Management
  • Banking supervision
  • Portfolio management
  • Financial Institutions
  • Correspondent bankers
  • Treasury & Securities trading
• Professionals in financial services companies
• Employees of supervisory authorities

Masterclass of International Bank Ratings

Date:31 Jul – 01 Aug 2019

Time: 9:00 a.m. until 5:00 p.m.

Language: English

Location: Singapore

Get a 15% discount registering through our website. For further information please contact us via Email.