{"id":461,"date":"2010-05-17T01:47:31","date_gmt":"2010-05-17T06:47:31","guid":{"rendered":"http:\/\/www.privatebanking.com\/blog\/?p=461"},"modified":"2010-05-17T01:47:31","modified_gmt":"2010-05-17T06:47:31","slug":"advanced-credit-risk-management-31-may-1-june-johannesburg","status":"publish","type":"post","link":"https:\/\/www.privatebanking.com\/blog\/2010\/05\/17\/advanced-credit-risk-management-31-may-1-june-johannesburg\/","title":{"rendered":"Advanced credit risk management, 31 May &#038; 1 June, Johannesburg"},"content":{"rendered":"<h3>Overview of course<\/h3>\n<p>Over the last few years it has become ever more important for banks to develop effective methods of measuring their credit risk exposures in order to help align capital requirements to the intrinsic amount of credit risk to which they are exposed.<\/p>\n<p>In this course, <strong>Massimo Morini, Head of Credit Models<br \/>\nand Coordinator of Model Research at IMI Bank of Intesa San Paolo<\/strong> will investigate how banks can utilise:<\/p>\n<ul>\n<li>A standardised approach<\/li>\n<li>An internal-ratings approach<\/li>\n<li>An advanced internal ratings-based approach<\/li>\n<\/ul>\n<h3>Who should attend?<\/h3>\n<p>This course is particularly relevant to those working in banks, asset managers and other financial organisations with the following job titles:<\/p>\n<p>\u2022 Credit derivatives manager<br \/>\n\u2022 Credit research<br \/>\n\u2022 Credit risk analysis<br \/>\n\u2022 Credit risk modeling<br \/>\n\u2022 Quantitative analysis<br \/>\n\u2022 Quantitative credit strategist<\/p>\n<p><strong><a href=\"http:\/\/web.incisive-events.com\/rma\/2010\/06\/risk-sa-training-series\/Credit-tutor-bio.html\">VIEW TUTOR BIOGRAPHY<\/a><\/strong><\/p>\n<p><strong><a href=\"http:\/\/web.incisive-events.com\/rma\/2010\/06\/risk-sa-training-series\/Credit-Risk-programme.html\">VIEW PROGRAMME<\/a><\/strong><\/p>\n<p><a type=\"asset\" href=\"http:\/\/web.incisive-events.com\/rma\/2010\/06\/risk-sa-training-series\/im6031_credit_risk_sa_a5_final.pdf\" target=\"_blank\"><strong>DOWNLOAD BROCHURE<\/strong><\/a><\/p>\n<p><a href=\"http:\/\/web.incisive-events.com\/rma\/2010\/06\/risk-sa-training-series\/book-now.html\"><strong>BOOK<\/strong><\/a><\/p>\n<h3>Contact information<\/h3>\n<p>For further information, please contact:<\/p>\n<p>Cassie Jauffret-Lenzi<br \/>\nRisk Training Marketing Executive<br \/>\nt: +44(0) 20 7004 7469<br \/>\n<a href=\"mailto:cassie.jauffret-lenzi@incisivemedia.com\">cassie.jauffret-lenzi@incisivemedia.com<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Overview of course Over the last few years it has become ever more important for banks to develop effective methods of measuring their credit risk exposures in order to help align capital requirements to the intrinsic amount of credit risk to which they are exposed. In this course, Massimo Morini, Head of Credit Models and &#8230; <a title=\"Advanced credit risk management, 31 May &#038; 1 June, Johannesburg\" class=\"read-more\" href=\"https:\/\/www.privatebanking.com\/blog\/2010\/05\/17\/advanced-credit-risk-management-31-may-1-june-johannesburg\/\" aria-label=\"Read more about Advanced credit risk management, 31 May &#038; 1 June, Johannesburg\">Read more<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[12],"tags":[],"_links":{"self":[{"href":"https:\/\/www.privatebanking.com\/blog\/wp-json\/wp\/v2\/posts\/461"}],"collection":[{"href":"https:\/\/www.privatebanking.com\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.privatebanking.com\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.privatebanking.com\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.privatebanking.com\/blog\/wp-json\/wp\/v2\/comments?post=461"}],"version-history":[{"count":1,"href":"https:\/\/www.privatebanking.com\/blog\/wp-json\/wp\/v2\/posts\/461\/revisions"}],"predecessor-version":[{"id":462,"href":"https:\/\/www.privatebanking.com\/blog\/wp-json\/wp\/v2\/posts\/461\/revisions\/462"}],"wp:attachment":[{"href":"https:\/\/www.privatebanking.com\/blog\/wp-json\/wp\/v2\/media?parent=461"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.privatebanking.com\/blog\/wp-json\/wp\/v2\/categories?post=461"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.privatebanking.com\/blog\/wp-json\/wp\/v2\/tags?post=461"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}