Description
Defines the broad spectrum of conventional credit risk exposures for a bank and applies ERM taxonomy and concepts to the world of credit risk.
What You’ll Learn
After successfully completing the course, you will be able to:
Describe the inherent exposure banks have to credit risk, including level 1 and level 2 credit risk categories
Identify factors to consider in assessing inherent risk
Identify factors to consider when assessing the adequacy of credit risk management systems
Describe considerations for documenting residual risk and quantitative and qualitative information to consider when assessing risk trend
Describe typical governance structures and the objectives of the loan review function in a bank
Describe fundamental accounting concepts related to credit risk measurement practices
