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EasyUphill
CORPORATE DEVELOPMENT
+27 81 041 7673
training@eubiz.co.za
68 Sunstone Street, Germiston, 1401
eubiz.co.za
training@eubiz.co.za
68 Sunstone Street, Germiston, 1401
eubiz.co.za
Banking & Financial Services
Credit Risk Modelling and Impairment
Duration
5 Days
Delivery
In-house, public or online
From
R18,000 per delegate
Certificate
On completion
Course overview
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.
What you will be able to do
- 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
Course outline
01
The expected credit loss framework and its three stages
02
Probability of default: through the cycle and point in time
03
Loss given default, collateral and recovery modelling
04
Exposure at default and credit conversion factors
05
Forward looking information and scenario weighting
06
Significant increase in credit risk and staging criteria
07
Model governance, validation, overlays and documentation
Upcoming public sessions
| Dates | Venue | Duration | Fee per delegate |
|---|---|---|---|
| 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 exclude VAT. This course can also be delivered in-house at your premises on dates that suit your team, or live online.
To book or ask for an in-house quote
Reply to the email this brochure came with, call +27 81 041 7673, or visit eubiz.co.za and open this course.
EasyUphill Training & ConsultingTailored training that moves teams forward.
+27 81 041 7673 · training@eubiz.co.za
68 Sunstone Street, Germiston, 1401 · eubiz.co.za
68 Sunstone Street, Germiston, 1401 · eubiz.co.za