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.