Introduction to credit risk management

Bucharest 19 June 2019 - 20 June 2019

Trainer: Adrian Codirlașu, Bogdan Moinescu

Details

Through this course the lecturer intends to provide an introduction to credit risk and management methodologies for this risk, to regulations in this area, and methods of evaluation and control. Moreover, through the course, the key issues involved in this subject will be identified, analyzed and illustrated with practical examples.

Target group

The target group of this workshop is represented employees within the risk management department of financial institutions, insurance companies and investment firms and other interested persons.

Course objectives

At the end of the workshop, the participants will have acquired knowledge regarding the identification, evaluation and control of credit risk.

Subjects

1. Credit risk

- Origin

- Definition

- Examples

2. The main prudential regulations on credit risk

- Basel II

- CRD IV and CRR

3. Measurement and control of credit risk

- The calculation of capital requirement for credit risk

- Models credit risk

- Credit risk of financial instruments

Trainer

ADRIAN CODIRLAŞU, CFA, PhD holds the CFA certification in 2006 and a PhD in Economics with specialization in international finance. Adrian has experience of 4 years as Head of Market Risk and Operational Risk at Unicredit Bank and five years as Senior Options Dealer at ING Bank and Associate Professor of the Doctoral School of Finance Banks - DOFIN, the master program Management of Banking systems within which he teaches subjects such as econometrics, derivatives and risk management. In the last 8 years Adrian has been a member of the Board of CFA Romania and during the period 2009-2011 was the president of the association. Adrian is the chairman of CFA Romania as of December 2015. Between 2011 and 2013 Adrian was president of the Association of Financial-Banking Analysts in Romania. Adrian has served as senior economist in the research department of the National Bank of Romania for more than 5 years.

BOGDAN MOINESCU is an expert on financial risk assessment, combining experience gained within the NBR with the academic activity in this field. Bogdan managed the stress testing exercice for credit institutions in Romania within the set of preconditions of the agreement with international financial bodies, frequently being involved in discussions with their experts. Also. He participated in a significant number of national and international conferences an dis the author or co-author of 3 books and 15 articles.

Duration / Period

The program will take place during two days, between 18.00-21.00.

Investment

The necessary investment for this program is of 480 lei + VAT/participant and includes: course materials, coffee break, participation certificates.

Discounts

At the above fee, the following discounts will be granted:

  • 5% for the registration and payment up to May 17th, 2019
  • 5% for the registration of at least 2 persons from the same organization

The discounts can be cumulated.

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