ComplianceOnline

Quantitative Analysis of Individual Borrower Credit Risk

Instructor: Joseph M. Pimbley
Product ID: 704326
  • Duration: 90 Min

recorded version

$149.00
1x Person - Unlimited viewing for 6 Months
(For multiple locations contact Customer Care)
Recorded Link and Ref. material will be available in My CO Section
Last Recorded Date: Dec-2015

Training CD / USB Drive

$299.00
One CD/USB is for usage in one location only.
(For multiple locations contact Customer Care)
CD/USB and Ref. material will be shipped within 15 business days

Customer Care

Fax: +1-650-362-2367

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Read Frequently Asked Questions

This training program will detail the development and use of credit ratings for credit risk assessment; development of financial statement regression techniques as embodied in the Altman Z score for credit risk assessment; differences in quantitative tools for differing loan type; importance of data quality for quantitative tools, and more.

Why Should You Attend:

In financial markets, the credit risk of a borrower is simply the risk that the borrower – whether an individual, corporation, or government entity – will not pay the full interest and principal of the loan when contractually obligated to do so. Credit risk, therefore, is as old as lending itself. Lenders, therefore, must study a potential loan carefully to decide whether, and on what terms, to lend to a prospective borrower.

This pre-transaction study is known as credit underwriting. After the lender has made the loan, it is also critically important to stay abreast of the likelihood of borrower repayment. This post-transaction review is surveillance.

This webinar will focus on the quantitative, rather than fundamental, analysis of the loan transaction for both underwriting and surveillance.

Learning Objectives:

  • Learn the meaning, development, and use of credit ratings for credit risk assessment
  • Learn the meaning and development of financial statement regression techniques as embodied in the Altman Z score for credit risk assessment
  • Learn the necessary differences in quantitative tools for differing loan type (consumer, corporate, government, structured)
  • Learn the critical importance of data quality for quantitative tools
  • Learn the proper judgment and skepticism for the review of quantitative credit assessment
  • Learn the limitations of credit ratings, regression analyses, Monte Carlo simulation, and other methods

Areas Covered in the Webinar:

  • History and types of lending
  • Consumer loans (credit card, auto loans, student loans, mortgages)
  • Corporate loans (bonds, high-yield loans, senior debt, subordinated debt)
  • Government entity loans (sovereign, sub-sovereign, general obligation, revenue bonds)
  • Structured finance debt (mortgage-backed securities, asset-backed securities, collateralized debt obligations)
  • Credit ratings
  • Moody’s, Standard & Poor’s, Fitch, and other credit rating agencies
  • Regression analysis (ordinary least squares, logistic, probit)
  • Financial statements (balance sheet, income statement, cash flow statement)
  • Cash flow model
  • Portfolio default model
  • Monte Carlo technique
  • Default probability
  • Asset correlation

Who Will Benefit:

  • All analysts, traders, and managers in front, middle, and back office of all banks and financial institutions
  • Auditors to financial firms
  • Financial consultants
  • Investment professionals
  • Treasury department professionals of all firms with activity involving issuance of debt
  • Financial group professionals of all firms with activity involving financial assets of the firm such as accounts receivable, trade receivables, hedges and derivatives
  • Professionals employed with government and supra-national entities with activity related to financial aspects of their organizations

Instructor Profile:

Joseph M. Pimbley, principal of Maxwell Consulting, LLC, is an expert in financial risk management as well as modeling, risk, and valuation analysis for financial asset types including structured products, derivatives, currencies, and debt of corporate, financial, municipal, and sovereign entities. His experience includes leadership of business groups, information technology, enterprise risk management, and quantitative modeling teams. In a prominent engagement from 2009 to 2010, Dr. Pimbley served as a lead investigator for the examiner appointed by the Lehman bankruptcy court to resolve numerous issues pertaining to one of the largest bankruptcies in history. He earned his BS, MS, and PhD degrees in theoretical physics from the Rensselaer Polytechnic Institute (RPI).

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Refund Policy

Registrants may cancel up to two working days prior to the course start date and will receive a letter of credit to be used towards a future course up to one year from date of issuance. ComplianceOnline would process/provide refund if the Live Webinar has been cancelled. The attendee could choose between the recorded version of the webinar or refund for any cancelled webinar. Refunds will not be given to participants who do not show up for the webinar. On-Demand Recordings can be requested in exchange.

Webinar may be cancelled due to lack of enrolment or unavoidable factors. Registrants will be notified 24hours in advance if a cancellation occurs. Substitutions can happen any time.

If you have any concern about the content of the webinar and not satisfied please contact us at below email or by call mentioning your feedback for resolution of the matter.

We respect feedback/opinions of our customers which enables us to improve our products and services. To contact us please email customercare@complianceonline.com call +1-888-717-2436 (Toll Free).

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