Design the reporting on internal credit rating models that reaches decision makers in time to act.
Building Internal Credit Rating Models for Corporates and Individuals
Move internal credit rating models from general awareness to a repeatable, reviewable practice.
📍 Tripoli🗓️ 5 training days📚 4 modules🎓 Accredited certificate
5intensive training days
4scientific modules
8training sessions
32detailed points
Course Overview
Models supporting internal credit rating models fail quietly, and usually at the worst moment. The audit trail behind rating models matters as much as the decision itself. Across sectors, teams that rehearse this part of financial and banking practice outperform teams that only plan it. The programme is built to be used, and every section of internal credit rating models it covers ends in something applicable. The level assumes working familiarity with the business line but no prior formal training in the practice within financial and banking practice. Work is grounded in real cases drawn from rating models, which each participant adapts to conditions in their own organisation. Teams frequently over-invest in documenting internal credit rating models and under-invest in testing it. Participants gain a clear basis for measuring what rating models has actually achieved. Participants finish with a short, specific brief on the financial and banking practice capability ready to put in front of a decision maker.
Expected Learning Outcomes
Establish the segregation of duties required around rating models.
Handle the trade-offs in internal credit rating models between speed, cost and assurance explicitly rather than implicitly.
Establish what evidence would demonstrate that rating models is under control.
Present the case for investment in internal credit rating models in terms that a finance function will accept.
Price rating models to reflect the risk actually being taken.
Plan the remediation route when a weakness in internal credit rating models is identified.
Who Should Attend
Internal auditors reviewing the controls around internal credit rating models.
Quality staff verifying that rating models performs as designed.
Board risk committee members overseeing internal credit rating models.
Relationship and product managers whose targets depend on rating models.
Treasury and asset-liability staff managing internal credit rating models.
Technical staff being prepared for supervisory responsibility over rating models.
Course Modules
Internal credit rating models: pricing, profitability and risk-adjusted return
2 sessions · 8 pointsSession 1The early warning on internal credit rating models that arrives in time
- Agree the indicators that will show whether internal credit rating models is improving.
- Design the exception process for rating models and require a documented rationale.
- Identify the key controls over internal credit rating models and who tests them.
- Review the pricing of rating models against the risk being assumed.
Session 2Testing rating models before relying on it
- Set early warning indicators for internal credit rating models with defined action thresholds.
- Confirm reporting on rating models reaches the committee that can act on it.
- Rank the weaknesses in internal credit rating models by consequence rather than by ease of fixing.
- Agree what will be standardised in rating models and what will not.
Rating models: the control framework and segregation of duties
2 sessions · 8 pointsSession 1Escalation and decision rights in rating models
- Verify reconciliation and settlement controls covering internal credit rating models.
- Agree who signs off rating models and record that they did.
- Arrange the handover of internal credit rating models so capability survives staff changes.
- Check the legal and contractual exposure created by rating models.
Session 2Keeping rating models alive after the initial push
- Name a single owner for each element of internal credit rating models.
- Prepare the summary of rating models that senior management will read.
- Document the remediation plan for each known weakness in internal credit rating models.
- Close out actions on rating models rather than leaving them open indefinitely.
Rating models: risk appetite, limits and policy
2 sessions · 8 pointsSession 1What rating models does to capital and liquidity under stress
- Check that internal credit rating models still works when volumes rise unexpectedly.
- List the assumptions in any model supporting rating models and when each was last challenged.
- Decide what will be stopped to create capacity for internal credit rating models.
- Test rating models against a scenario the organisation would rather not model.
Session 2Setting a limit on internal credit rating models that will actually be respected
- Test the procedure for internal credit rating models against a realistic scenario.
- Verify six months later that changes to rating models have held.
- Review whether internal credit rating models is aligned with the objectives of the business line.
- Assess the capital consumed by rating models under current and stressed conditions.
Rating models: reporting that supports a decision
2 sessions · 8 pointsSession 1Handling a breach of policy on rating models properly
- Confirm that those complying with internal credit rating models understand why it exists.
- Check the accounting treatment applied to rating models against current standards.
- Confirm regulatory reporting on internal credit rating models is complete, timely and reconciled.
- Identify where judgement in rating models is legitimate and where it is not.
Session 2Pricing rating models for the risk actually taken
- State the risk appetite for internal credit rating models as a number, not an adjective.
- Review concentration by counterparty, sector and geography inside rating models.
- Agree the smallest change to internal credit rating models that would be visibly useful.
- Build the competence framework that supports rating models.
Choose the package that suits you
Silver Package
At least 3 people
USD1,250
- Workshop or Program Participation
- Airport Transfers
- Customized Badge
- Expert Mentorship (Private Sessions)
- Supervision & Secretarial Services
- Accredited Certificate of Participation
- Complete Training Kit
- Coffee Break
- Closing Ceremony
Gold Package
At least 3 people
USD1,850
- 5-night stay in a 5-star hotel
- Workshop or Program Participation
- Airport Transfers
- Customized Badge
- Expert Mentorship (Private Sessions)
- Supervision & Secretarial Services
- Accredited Certificate of Participation
- Complete Training Kit
- Coffee Break
- Closing Ceremony
Complete your registration
We will contact you within one business day to confirm.