Credit Risk Management (Internal Rating Based Approach) Institute of Banking Studies
Price: TBA

Course details

Objectives :

  • Implementing IRB.
  • (Calculating IRB Parameters (PD,LGD,EAD.
  • IRB Collateral.
  • Calculating the EL and UL.
  • Compiling with the Minimum Requirements for IRB Approach.

Contents :

  • Categorization of Exposures:
  • Corporate Exposures.
  • Sovereign Exposures.
  • Bank Exposures.
  • Retail Exposures.
  • Equity Exposures.
  • Eligible Purchased Receivables.
  • Foundation and advanced approaches :
  • Probability of Default (PD).
  • Loss Given Default (LGD).
  • Exposure at Default (EAD).
  • Methodology for Recognition of Eligible IRB Collateral.
  • Calculation of Expected loss and Unexpected Loss.
  • Minimum Requirements for IRB Approach.
  • Rating system Design.
  • Risk rating System Operations.
  • Corporate Governance and Oversight.
  • Use of Internal Ratings.
  • Risk Quantification.
  • Validation of Internal Estimates.
  • Supervisory LGD and EAD Estimates.
  • Requirements for Recognition of Leasing.
  • Calculation of Capital Charges for Equity Exposures.
  • Disclosure Requirements.
  • How to comply with IRB approach :
  • Risk rating System.
  • Calibration and Migration Matrix.
  • Validation.
  • Case Study.

About Institute of Banking Studies

The Central Bank of Jordan began in 1965 to study the necessary means of setting up a team for theoretical and practical training aimed at promoting human cadres of the banking and financial sector and study its employees needs and satisfy their desires to advance their scientific and practical abilities . These efforts culminated in the creation of the Institute of Banking Studies in accordance with Article (37) Paragraph (d) of the Central Bank of Jordan Law and in accordance with the Institute,s Articles of Association No. (69) issued on 1970. The Institute   was   officially   inaugurated on   October 9, 1971 and was housed then at the Central Bank,s premises.

In the early 1990,s , the  Institute  witnessed a new stage ; the construction of the Institute,s permanent   headquarter   in  Tla,a  Al  Ali ,  a suburb of the capital  Amman . The complex was constructed on an eight dunums plot of land and comprised of administration units, academic and training activities halls, library, laboratories, cafeteria, health clinic and a multipurpose hall. Also , the Institute has two branches, one in Irbid and the other in Aqaba.  The purpose of  these  branches is to widen the distribution of academic and training activities conducted  by the Institute to cover the various regions of the Kingdom.

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