Credit risk management (Loan Origination and Monitoring)

Combien de temps dure la formation ?

1,50 heure(s)

Dans quelle(s) langue(s) la formation est-elle donnée ?

Quand a lieu la prochaine session ?

Qui organise cette formation ?

PwC Academy fait levier sur l'expertise de PwC pour offrir aux organisations de tous secteurs et régions des expériences pédagogiques de premier ordre. Notre objectif est d'aider à développer les connaissances, les aptitudes, les compétences et l'expertise des professionnels pour accompagner leurs organisations dans leur développement.

Le contenu de cette page n'est pas disponible en français

À qui s’adresse la formation ?

Risk professionals and executives

Quels sont les objectifs poursuivis ou les compétences visées ?

Credit risk, i.e. the risk of one or more of your borrowers defaulting on their obligations towards their institute, remains the primary risk category for most banks. As such it is subject to evolving practices and regulatory requirements. With non-performing loans projected to rise and defaults looming on the horizon, attention on credit risk is once again at a high point.

This course will enable participants to:

understand the regulatory background of credit risk measurement and management;
understand economic aspects of credit risk measurement and management as well as risk-adjusted loan pricing;
understand regulatory expectations (in particular the EBA guidelines on Loan Origination and Monitoring) and best practices related to credit risk measurement.

Quel est le contenu de la formation ?

Overview of credit risk (sources of credit risk, types of credit risk)
Relevant regulation on credit risk (in particular the EBA guidelines on Loan Origination and Monitoring)
Measuring credit risk in line with regulatory requirements
Measuring credit risk from an economic point of view
Risk-adjusted loan pricing
Case studies

Quelles informations supplémentaires sont utiles à savoir ?

This training is coordinated by Jean-Philippe Maes, Partner at PwC Luxembourg.
Jean-Philippe is a partner with over 15 years of expertise in Basel III, regulatory reporting, risk management, and internal governance, including Basel IV preparation. He has supported banks, investment firms, and management companies in implementing regulatory frameworks and managing risks from operational to internal models, including COREP/FINREP reporting. Recently, his focus has been on risk appetite frameworks and non-financial risks such as climate, conduct, and reputational risks. Jean-Philippe has led significant projects like designing recovery plans, conducting governance reviews, and training over 600 bankers. He is also a frequent speaker and represents PwC at Luxembourg’s Banks and Bankers’ Association Banking Supervision Committee.