Credit Risk Modelling and Impairment
Impairment standards require forward looking estimates of credit loss, built on models that must be explainable and governed. This course covers the modelling components, staging logic and governance that credit impairment demands.
Course outline
What this programme covers, module by module.
- 01The expected credit loss framework and its three stages
- 02Probability of default: through the cycle and point in time
- 03Loss given default, collateral and recovery modelling
- 04Exposure at default and credit conversion factors
- 05Forward looking information and scenario weighting
- 06Significant increase in credit risk and staging criteria
- 07Model governance, validation, overlays and documentation
What you will gain
- Explain the expected credit loss framework and its stages
- Build and interpret probability of default estimates
- Estimate loss given default and exposure at default
- Incorporate forward looking economic scenarios
- Apply staging criteria and significant increase in credit risk tests
- Govern, validate and document credit models defensibly
Who should attend
- Credit risk modellers and analysts
- Finance and reporting professionals
- Model validation and internal audit staff
- Risk managers in lending institutions
Upcoming sessions
| Date | City | Duration | Fees | Book |
|---|---|---|---|---|
| 9 to 13 Nov 2026 | Pretoria | 5 Days | R18,000 | |
| 23 to 27 Nov 2026 | Durban | 5 Days | R18,000 | |
| 7 to 11 Dec 2026 | Cape Town | 5 Days | R18,000 | |
| 11 to 15 Jan 2027 | Johannesburg | 5 Days | R18,000 | |
| 1 to 5 Feb 2027 | London | 5 Days | US$1,800 | |
| 12 to 16 Apr 2027 | Dubai | 5 Days | US$1,800 | |
| 21 to 25 Jun 2027 | Pretoria | 5 Days | R18,000 |
Fees are per delegate and exclude VAT. Public intakes are confirmed once minimum numbers are met. We also deliver this course on your own schedule, in-house or live online.
Enquire about this course
Register your team or ask for a tailored in-house quote. We reply within one working day.
WhatsApp usCourse brochure (PDF)- Fees from
- R18,000 per delegate
- Duration
- 5 Days
- Field
- Banking & Financial Services
- Formats
- In-house, public, online
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