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.

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.

• Credit Risk Analysts
• Portfolio/Asset/Fund manager
• Treasury and securities trading staff
• Employees of insurance companies, supervisory authorities and central banks
• Employees of the department financial institutions and treasury
• Project staff for Basel III/IV, MiFID II, Solvency II
• Fixed-income analysts
• Professionals in financial services companies

Masterclass of Sovereign Credit Risk

Date: 05 – 06 Aug 2019

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

Language: English

Location: Jakarta

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