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Module 1: Behavioural Scoring

1.1.              What is Behavioural Scoring?

1.2.              How many and what type of scorecard?

1.3.             The Cause and Effect issue

1.4.             Casestudy: loan cross-selling

1.5.              Conclusions and Summary

 

Module 2: Portfolio Metrics

2.1.              High level portfolio metrics

2.2.              Expected Loss

2.3.              £ at Risk

2.4.              Cleverness Index

2.5.              Balance Index

2.6.              Dynamic Delinquency

2.7.              Portfolio effects

2.6.              Summary

 

Module 3: Portfolio Strategy Design

3.1.              What is a strategy?

3.1.1.  Common practice

3.1.2.  Requirements of a strategy test

3.1.3.  Setting objectives

3.2.              Credit limit increase example

3.3.              Champion /Challenger test design

3.4.              Principles of test design

3.5.              Summary         

 

Module 4: Tracking Strategies

4.1.              Tracking portolios vs scorecards:

4.1.1.  Example scoring tracking report

4.1.2.  Score-Odds for a scorecard

4.1.3.  Score-Odds for different strategie

4.2.              Tracking profit drivers

4.2.1.  The Profit Index

4.2.2.  Credit Card portfolio example

4.3.        Compare metrics:

4.3.1.  The Profit Index

4.3.1.  The Balance Index

4.3.2.  There Cleverness Index

4.4.              Personal Loan example

4.5.              Comparing Challenger strategies

4.6.              Summary

 

Module 5: Analysing the Cause of Portfolio Problems

5.1.              Motor Fiannce Case Study

5.1.1.  The situation

5.1.2.  Knee-jerk reaction

5.1.3.  Analysis

5.2.              Drill down

5.3.              Issues to consider:

5.3.1.  Deviation from the desired result

5.3.2.  Trend

5.3.3.  Scale of impact

5.4.              Identifying the problem

5.5.              Worked example

5.6.              Summary

 

Module 6: Forecasting Credit Quality

6.1.             Simple forecasts

6.2.              Roll rate forecasts

6.3.              Other techniques

6.3.1.         Using vintage

6.3.2           Regression models

6.4.              Stress testing  

6.5.              Summary

 

Module 7: Profit Models

7.1.              Profit and predicting risk

7.2.              A profit model case study

7.3.              A multiple model approach

7.4.              Profit segments

7.5.              Relative profit

7.6.              Summary

 

Module 8: Recessions and Portfolios

8.1.              What is a Recession

8.2.              Example Recessionary effects on potfolios

8.3.              Summary of impact

8.4.              Credit management in a Recession

8.5.              What else goes wrong with portflios

8.6.              Spotting the type of problem

8.7.              Summary

          

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