Practical Course / Developing Credit Risk Solutions
Belgrade, 26th – 28th March 2008

Financial institutions face the important challenge to build effective and high-performing credit scoring systems in the context of the recently put forward Basel II requirements. It is the purpose of this course to elaborate on all steps ranging from data pre-processing to model implementation, and illustrate how they can be efficiently automated. The course aims at providing a sound mix of both theoretical, technical insights as well as practical implementation details, illustrated by several real-life cases. It will be highly interactively organised. The target audience consists of people who are involved into building scoring systems (e.g. for Basel II) and/or are responsible for monitoring their behaviour and performance.

Course Outline

• Review of the Basel II Capital Accord
• Bankruptcy Prediction
• Sampling and Data Pre-Processing
• Developing PD models for Basel II
• Implementing credit scoring models

Quotes from Previous Course Attendees in Slovenia and Croatia

'Lectures can be described as well-chosen mix of practical experience and academic knowledge in the field of credit scoring'
Janez Barle, Ph.D., Senior Adviser Risk Management, Nova ljubljanska banka

‘A seminar offers deep insight into fine fabric of Basel II with high level of understandability and establishes direct links between theoretical principles and practical implementation issues. Lecturer's professionalism and competency are at a very high level giving the seminar additional value.’
Matija Birov, Basel II Project Manager, Privredna banka Zagreb

‘A true guideline for the best practice implementation of credit risk models, applicable in many other areas as well. The best seminar I've attended so far.'
Tomislav Grebenar, Leading Risk Management Specialist, Zagrebačka banka