Credit Risk 2 - Principles of Credit Capital Measurement

Course Overview

This introductory iRisk Webinar focuses on the measurement of credit capital. Credit capital is the capital an institution has available to support its credit activities. Correct quantification of credit capital is paramount for the efficient management of an institution’s resources to achieve the required profitability. This 90-minute iRisk Webinar examines the quantitative inputs needed for the determination of credit capital (namely exposure, probability of default and loss given default) and the various quantitative methodologies that determine credit capital. This iRisk Webinar considers the effects expected and unexpected losses have on an institution’s credit capital, and explores the impact of individual loans on credit portfolio management.