Windsor
 

COURSE CONTENT                                           Book now

 

 

Module 1: Credit Portfolio Financials

1.1.              P&L and Balance Sheet

1.2.              Cash Flow

1.3.              Ratio Analysis

1.4.              Increasing returns

1.5.              Conclusions and Summary

 

Module 2: Behavioural Scoring

2.1.              What is Behavioural Scoring?

2.2.              How many and what type of scorecard?

2.3.             The Cause and Effect issue

2.4.             Casestudy: loan cross-selling

2.5.              Conclusions and Summary

 

Module 3: Portfolio Metrics

3.1.              High level portfolio metrics

3.2.              Expected Loss

3.3.              £ at Risk

3.4.              Cleverness Index

3.5.              Balance Index

3.6.              Dynamic Delinquency and Portfolio Effects

3.7.              Conclusions and Summary

 

Module 4: Portfolio Strategy Design

4.1.              What is a strategy?

4.1.1.  Common practice

4.1.2.  Requirements of a strategy test

4.1.3.  Setting objectives

4.2.              Credit limit increase example

4.3.              Champion /Challenger test design

4.4.              Principles of test design

4.5.              Conclusions and Summary         

  Module 5: Tracking Strategies

5.1.              Tracking portfolios vs scorecards:

5.1.1.  Example scoring tracking report

5.1.2.  Score-Odds for a scorecard

5.1.3.  Score-Odds for different strategies

5.2.              Tracking profit drivers

5.2.1.  The Profit Index

5.2.2.  Credit Card portfolio example

5.3.              Personal Loan example

5.4.              Comparing Challenger strategies

5.5.              Conclusions and Summary

 

Module 6: Analysing the Cause of Portfolio Problems

6.1.              Motor Finance Case Study

6.1.1.  The situation

6.1.2.  Knee-jerk reaction

6.1.3.  Analysis

6.2.              Drill down

6.3.              Issues to consider:

6.3.1.  Deviation from the desired result

6.3.2.  Trend

6.3.3.  Scale of impact

6.4.              Identifying the problem

6.5.              Worked example

6.6.              Conclusion and Summary

 

Module 7: Forecasting Credit Quality

7.1.             Simple forecasts

7.2.              Roll rate forecasts

7.3.              Ultimate loss to forecast pricing

7.3.1        Using Vintage

7.4.              Stress testing  

7.5.              Conclusions and Summary

 

Module 8: Pricing and Profitability

8.1.              Risk Based Pricing

8.2.              Relative Profit Index

8.2.1.        Credit Card examples

8.3.              Price vs response

8.4.              Promotional rates: teasers, low start and balance transfer

8.5.              Conclusions and Summary

 

Module 9: Behavioural Profit Models

9.1.              Profit and predicting risk

9.2.              A profit model case study

9.3.              A multiple model approach

9.4.              Profit segments

9.5.              Conclusions and Summary

 

Module 10: Recessions and Portfolios

10.1.              What is a Recession

10.2.              Example Recessionary effects on portfolios

10.3.              Summary of impact

10.4.              Credit management in a Recession

10.5.              What else goes wrong with portfolios

10.6.              Spotting the type of problem

10.7.              Conclusions and Summary

          

Return to Courses...
 

© Copyright WindsorCME Ltd 2018. All Rights Reserved.