Credit risk management WSE-EKN-MGR-ZRK

The course aims to present the theoretical and practical aspects of credit risk, its significance for financial institutions and the economy, as well as methods of limiting and monitoring this risk.
As part of the course, students will learn about the mechanisms of credit risk formation, methods of measuring it, principles of credit portfolio management, and legal regulations and supervisory standards in this area.
Students will learn about creditworthiness assessment tools, methods for assessing the risk of individual transactions and credit portfolios, as well as rating and scoring models used in banking.

Programme content:
1. The concept, role and types of credit risk.
2. Characteristics and classification of credit risk assessment models.
3. Traditional methods of credit risk assessment.
4. Integrated measurement of performance and risk (RAROC, RORAC).
5. Credit scoring as a method of assessing the creditworthiness of individuals.
6. Internal credit risk models (NUK) – credit rating.
7. Application of the VAR method to measure credit risk.
8. Transfer of credit risk using credit derivatives.
10.The role of analysis, information and auditing in limiting credit risk.
11. Credit monitoring.
12. Credit risk management in banks.
13. Loans in comparison with other banking products, portfolio segmentation and effectiveness assessment.
14. The system of organising the credit process in a bank.
15. Legal safeguards for loan repayment.

The course aims to present the theoretical and practical aspects of credit risk, its significance for financial institutions and the economy, as well as methods of limiting and monitoring this risk.
As part of the course, students will learn about the mechanisms of credit risk formation, methods of measuring it, principles of credit portfolio management, and legal regulations and supervisory standards in this area.
Students will learn about creditworthiness assessment tools, methods for assessing the risk of individual transactions and credit portfolios, as well as rating and scoring models used in banking.

Programme content:
1. The concept, role and types of credit risk.
2. Characteristics and classification of credit risk assessment models.
3. Traditional methods of credit risk assessment.
4. Integrated measurement of performance and risk (RAROC, RORAC).
5. Credit scoring as a method of assessing the creditworthiness of individuals.
6. Internal credit risk models (NUK) – credit rating.
7. Application of the VAR method to measure credit risk.
8. Transfer of credit risk using credit derivatives.
10.The role of analysis, information and auditing in limiting credit risk.
11. Credit monitoring.
12. Credit risk management in banks.
13. Loans in comparison with other banking products, portfolio segmentation and effectiveness assessment.
14. The system of organising the credit process in a bank.
15. Legal safeguards for loan repayment.

The course aims to present the theoretical and practical aspects of credit risk, its significance for financial institutions and the economy, as well as methods of limiting and monitoring this risk.
As part of the course, students will learn about the mechanisms of credit risk formation, methods of measuring it, principles of credit portfolio management, and legal regulations and supervisory standards in this area.
Students will learn about creditworthiness assessment tools, methods for assessing the risk of individual transactions and credit portfolios, as well as rating and scoring models used in banking.

Programme content:
1. The concept, role and types of credit risk.
2. Characteristics and classification of credit risk assessment models.
3. Traditional methods of credit risk assessment.
4. Integrated measurement of performance and risk (RAROC, RORAC).
5. Credit scoring as a method of assessing the creditworthiness of individuals.
6. Internal credit risk models (NUK) – credit rating.
7. Application of the VAR method to measure credit risk.
8. Transfer of credit risk using credit derivatives.
10.The role of analysis, information and auditing in limiting credit risk.
11. Credit monitoring.
12. Credit risk management in banks.
13. Loans in comparison with other banking products, portfolio segmentation and effectiveness assessment.
14. The system of organising the credit process in a bank.
15. Legal safeguards for loan repayment.

The course aims to present the theoretical and practical aspects of credit risk, its significance for financial institutions and the economy, as well as methods of limiting and monitoring this risk.
As part of the course, students will learn about the mechanisms of credit risk formation, methods of measuring it, principles of credit portfolio management, and legal regulations and supervisory standards in this area.
Students will learn about creditworthiness assessment tools, methods for assessing the risk of individual transactions and credit portfolios, as well as rating and scoring models used in banking.

Programme content:
1. The concept, role and types of credit risk.
2. Characteristics and classification of credit risk assessment models.
3. Traditional methods of credit risk assessment.
4. Integrated measurement of performance and risk (RAROC, RORAC).
5. Credit scoring as a method of assessing the creditworthiness of individuals.
6. Internal credit risk models (NUK) – credit rating.
7. Application of the VAR method to measure credit risk.
8. Transfer of credit risk using credit derivatives.
10.The role of analysis, information and auditing in limiting credit risk.
11. Credit monitoring.
12. Credit risk management in banks.
13. Loans in comparison with other banking products, portfolio segmentation and effectiveness assessment.
14. The system of organising the credit process in a bank.
15. Legal safeguards for loan repayment.

The course aims to present the theoretical and practical aspects of credit risk, its significance for financial institutions and the economy, as well as methods of limiting and monitoring this risk.
As part of the course, students will learn about the mechanisms of credit risk formation, methods of measuring it, principles of credit portfolio management, and legal regulations and supervisory standards in this area.
Students will learn about creditworthiness assessment tools, methods for assessing the risk of individual transactions and credit portfolios, as well as rating and scoring models used in banking.

Programme content:
1. The concept, role and types of credit risk.
2. Characteristics and classification of credit risk assessment models.
3. Traditional methods of credit risk assessment.
4. Integrated measurement of performance and risk (RAROC, RORAC).
5. Credit scoring as a method of assessing the creditworthiness of individuals.
6. Internal credit risk models (NUK) – credit rating.
7. Application of the VAR method to measure credit risk.
8. Transfer of credit risk using credit derivatives.
10.The role of analysis, information and auditing in limiting credit risk.
11. Credit monitoring.
12. Credit risk management in banks.
13. Loans in comparison with other banking products, portfolio segmentation and effectiveness assessment.
14. The system of organising the credit process in a bank.
15. Legal safeguards for loan repayment.