CreditLab: Basel

Portfolio management - strategies to hit your risk appetite targets

Course Overview

Course Description

CreditLab: Basel facilitates a mastery level understanding of Risk Adjusted Performance, Risk Appetite, and Enterprise Risk Management frame works.

The course covers Basel retail lending asset classes for Standardized and IRB. CreditLab®: Basel enables participants to explore portfolio trade-offs of profitability, risk adjusted return on capital, capital efficiency and other risk appetite metrics.

How can you trim back regulatory capital while maintaining profitability in your portfolio? You might reduce credit card limits, but will you trigger customer attrition and erosion of receivables?  In this course, participants can experiment with the often conflicting objectives of profit, volume, value and capital efficiency.  In order to win the simulation game, players must demonstrate expertise in managing a lending P&L subject to risk appetite metrics.

Learning Objectives

INTEGRATE

Integrate business, operational and conceptual understanding of an Enterprise Risk Management Framework.

EXPLAIN

Explain the requirements for Risk Appetite within ICAAP, and articulate the difference between risk tolerance, risk targets, and risk limits.

DEFINE

Define which indicators should be used to manage risk- adjusted performance and explain how they can be put into operation.

MEASURE

Define how to measure how much capital a company has, and discuss how much it should have based on various principles and measures.

The CreditLab: Basel Simulation

  • Repetition

    Players repeat strategic decisions in a variety of market conditions, reinforcing learning objectives.

  • Experimentation

    The simulation provides a safe virtual environment for players to test-drive portfolio management strategies.

  • Evaluation

    Players have the opportunity to evaluate and understand the outcome of their portfolio management decisions.

  • Retention

    “Learn by Doing” approach maximizies learning retention.

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