International Bank Rating Seminar on 4-5 February 2020, London

The course indicates the relevant approaches of credit analysis which are useful to incorporate in a financial institution’s own internal rating method. Furthermore, this enables participants to deepen their expertise about credit risk for international banks.  After covering Standard & Poor’s, Fitch and Moody’s methodologies the participants will learn how to identify general trends on each of the entities’ rating factors and qualitative adjustments.

By examining various detailed case studies, participants will be able to analyse how rating agencies apply their own criteria, and will understand 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 be able to form their own informed opinions about the credit risk of sovereigns and financial institutions of their interest.

Understanding the rating agencies’ techniques enables the participants to on-board practical tips about how internal rating tools should assess credit risk and which factors need to be taken into account, and to what extent, when analysing banks and sovereigns. Additionally, we also discuss the availability of validated data, so that participants instantly know where to find the right underling information for each of the rating factors, including qualitative as well as quantitative data.

This training qualifies participants to keep track of the probability of default and helps to conceive an informed opinion about counterparties’ creditworthiness. This again leads to improving a financial institution’s own internal rating method, make it more robust and exceptionally forward-looking.

Training objectives:

  • Analyse bank credit risk in today’s capital markets
  • Interpret macroeconomic data which impact bank credit ratings
  • Identify other quantitative data which rating agencies use for assessing credit risk
  • Integrate qualitative risk factors into the risk assessment
  • Measure the likely impact of sovereign credit ratings on the evaluation of banking system support
  • Appreciate the different ways of how the rating agencies assess credit risk
  • State how investors can predict improvements and deterioration in bank credit quality

 

Downloadable PDF:

Bank Rating Seminar

Date: 4 – 5 February 2020

Time: 9:30 a.m. – 5:00 p.m.

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