Trainings

Trainings are one centerpiece of my activities. All trainings include extensive case studies to illustrate the formal concepts. Furthermore, mini-workshops are included in the trainings drawing on real-world data and utilizing training software developed by me to maximize the learning effect.

In recent years I have held numerous trainings across Asia and Europe which fall into two broad categories:

• Construction and validation of rating models and scorecards
• Estimation and validation of the credit risk parameters (PD, LGD, EAD) for Basel II / III and IFRS 9 impairment modelling
• Credit portfolio management: Risk-adjusted pricing, calculation of hurdle rates, performance measurement, and portfolio optimization
• Credit portfolio modeling and capital allocation
• Stress testing a bank's balance sheet and evaluating the impact of macroeconomic and business scenarios

• Credit risk modelling using the open-source statistics software package R
• Financial risk management using Excel and VBA
• Object-oriented programming in C++ with applications to risk management