Credit Scoring & Credit Loss Estimation Course -Workshop 1 – Dec 3 & 4, 2018 in RBAP – Intramuros

Credit Scoring and Credit Loss Estimation Course

Workshop 1 – Probability of Default & Estimation Scoring

 

Date: Dec-03-04 2018 (Mon.-Tue)

Venue: Gov. Licaros Hall, RBAP, Intramuros,

Time: 8:30am to 5:00pm

 

RESOURCE PERSON

 

FRANCIS  JOSEPH MANEJA

Consultant – Business Analytics

    Vixion Global Services

 

SEMINAR FEE

  1. For Member – P9,600 /per pax 
  2. Non-Member/Delinquent – P10,500 /per pax 

 

MODE OF PAYMENT

Check payable to:

Rural Bankers Research & Development Foundation Inc.  

Non-Refundable commitment fee of P4,800.00/pax

 

Bank:  LBP – Intramuros, Branch

Account Name: RBRDFI

SA No. 0012-1046-26.

Telefax  (02) 527-2969 /527-2980

 

Expected Participants

Branch Manager, Compliance Officer, Internal Audit, Loan Officers, President and Director

 

DEADLINE TO SUBMIT REGISTRATION: Nov 23, 2018.

 

Course Objectives

  1. Overview of credit loss estimation and statistical credit scoring and automation of credit decision processes
  2. Awareness and appreciation of the advanced internal ratings-based approach and the credit scoring system
  3. Ability to develop statistical scoring models in the context of recent regulatory guidelines and international standards
  4. Acquire knowledge on how to monitor the performance of implemented statistical scoring models.

Course Outline

 

  1. Introduction
  2.  Setting up excel
  3. Ex1. Benefits of Using Credit Scoring Models
  4.  Regulatory Principles
  5. Data Preparation and Diagnostics

 

  • Definition of Bad
  • Performance Window
  • Distribution and Trends Analysis
  • Inclusions, Exclusions and Outliers
  • Segmentation
  • Ex. 2 Prepare Dataset Variable Selection

III.  Generating Credit Scoring Models

 

  1. Ex. 3.1 Generating Credit Scoring Models
  2. Analyzing Results
  1. Calculating Credit Scores
  2. Ex. 3.2 Generate Account Scores
  3. Model Performance
  4. Ex. 3.3 Choose cutoff score and describe model performance.
  1. Validation and Testing
  • Calculating Credit Scores
  • Exe. 4.1 Generate Account Scores for Test Data
  • Assessing Model Performance for Test Data
  • Ex. 4.2 Validate model performance.

Requirement:

Laptop for individual or each for a group of participants representing same bank.

Download Circular

Download Confirmation Sheet