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

 

Lecturer: Dr. Christophe Mues

Dr. Christophe Mues is a lecturer at the School of Management of the University of Southampton (UK). His key research interests are in the business intelligence domain, where he has investigated the use of decision table and diagram techniques in a variety of problem contexts, most notably business rule modelling and validation, and knowledge discovery and data mining. In addition, he has developed a strong interest in applying data mining techniques to credit risk management and credit scoring in particular. He has cooperated with public services, companies and financial institutions in each of these areas, and his findings have been published in various journals and presented at international conferences. Furthermore, he has taught training courses on Credit Scoring for Basel II in several European and Asian countries, as well as the US and Canada.

Quotes from Slovenian and Croatian attendees from previous courses:

'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

‘As an introduction to the logic, methods and mathematics of the contemporary credit risk models and their implication in the Basel II context, the seminar succeeds admirably. Presenter manages to make even some advanced statistical concepts more readily accessible to practitioners.’
Marin Bušić, Risk Specialist, Zagrebačka banka

‘The content of the seminar was well structured beginning from very basic ideas about Basel II and ending up with very complex and new methods and models for developing different input variables for capital requirements calculation. Every issue was explained in details, well presented and repeated more times if necessary until it was clear to every participant. Presenter was very skilled, had good theoretical knowledge and experience in models development at different banks.’
Risk Specialist, Central bank