Credit risk management (Loan Origination and Monitoring)

Wéi laang dauert d'Formatioun?

1,50 Stonn(en)

A wéi enger/n Sprooch(en) gëtt d'Formatioun gehalen?

Wéini ass déi nächst Sessioun?

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D'PwC Academy baut op d'Expertis vu PwC op, fir Organisatiounen aus alle Secteuren a Regiounen héichwäerteg Léiererfarungen unzebidden. Eist Zil ass et, Fachleit dobäi ze hëllefen, hiert Wëssen, hir Fäegkeeten, Kompetenzen an hir Expertise weiderzëentwéckelen, fir datt si d'Entwécklung vun hiren Organisatiounen erfollegräich begleede kënnen.

Méi gesinn

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U wie riicht sech d'Formatioun?

Risk professionals and executives

Wéi eng Ziler gi verfollegt bzw. wéi eng Kompetenzen ugestrieft?

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.

Wéi gesäit den Inhalt vun der Formatioun aus?

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

Wéi eng zousätzlech Informatioune si gutt ze wëssen?

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.