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UID:10055376-1788220800-1788652799@basatraining.com
SUMMARY:Effective Operational Risk Management
DESCRIPTION:Effective Operational Risk Management\nWhy Attend\nOperational Risk Management plays a critical role within financial institutions due to the inherent complexities and vulnerabilities of their operations. It is essential for these institutions to identify\, assess\, and mitigate operational risks to protect their financial stability\, reputation\, and regulatory compliance. By effectively managing operational risks\, financial institutions can minimize the likelihood and impact of operational failures\, such as fraud\, technology glitches\, human errors\, or inadequate internal controls. This proactive approach not only enhances overall operational efficiency and resilience but also instills confidence among stakeholders\, including customers\, investors\, and regulators\, fostering a sustainable and trustworthy financial ecosystem. \nThis comprehensive course provides participants an opportunity to enhance their understanding of the methodologies and best practices for improving operational risk management within financial institutions. Through in-depth discussion and examples\, participants will explore a diverse range of activities that have the potential to result in operational losses.  Moreover\, participants will learn techniques to effectively estimate the frequency and severity of such losses from both an internal management and compliance standpoint. \nThe course places emphasis on the significance of enterprise-wide risk management\, highlighting the necessity of extending surveillance across all facets of an organization’s operations. Special attention will be given to the criticality of internal risk controls and monitoring procedures\, with a specific focus on areas such as conduct risk\, cyber risks\, internal and external fraud\, and money laundering. \nThe course also emphasizes the elements that contribute to fostering a strong risk culture within an organization\, along with the impact of robust corporate governance on operational practice. \nEvent Coordinated by BASA Training \nYou can also visit our Online Courses Website Excel Elearning \nYou can also get an affordable ebook on ebooksnest.com \n\n\n\nRegistration Form\nPlease enable JavaScript in your browser to complete this form.Please enable JavaScript in your browser to complete this form.Applicant Details *FirstLastEmail *EmailConfirm EmailPhone Number *Course Type *--- Select Choice ---CertificationsAccounting and FinanceAdministrationAuditing and GovernanceBankingBusiness Continuity and Crisis ManagementCommunication and Writing SkillsConferenceCustomer ServiceData Analytics and Artificial IntelligenceData Management and Business IntelligenceDigital Innovation and TransformationGovernment and Public SectorHuman Resources and TrainingInsurance and Financial ServicesInterpersonal Skills and Self DevelopmentIT Management and Cyber SecurityLeadership and ManagementManagementPlanning and Strategy ManagementProject ManagementPublic RelationsQuality and ProductivityRisk and ComplianceSafety and EnvironmentSecurity ManagementSelect the correct course category (typically found below in the course details)Course Name *Course VenuePretoria\, South AfricaDurban\, South AfricaCape Town\, South AfricaKigali\, RwandaHarare\, ZimbabweDubaiAdditional InformationOrganization Name *		\n			Details Line Address\n			\n		\n		AddressAddress Line 2 *FirstLastAddress Line 3 *FirstLastOrganization Contact DetailsFirstLastNumber of Participants from organization\n\n\n\n	Participants: 1\nUse the slider to chose whether you want to register only 1 or 10 participantsAdditional Participants detailsSubmit
URL:https://basatraining.com/course/effective-operational-risk-management-2/2026-09-01/
LOCATION:Pretoria\, 484 Hilda St\, Hatfield\, Pretoria\, Gauteng\, 0083\, South Africa
CATEGORIES:Banking,Insurance and Financial Services
ATTACH;FMTTYPE=image/jpeg:https://basatraining.com/wp-content/uploads/2024/10/ris-crLcn4-1.jpg
ORGANIZER;CN="BASA":MAILTO:info@basatraining.com
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20260904T080000
DTEND;TZID=Europe/Helsinki:20260915T170000
DTSTAMP:20260204T121823Z
CREATED:20250115T220000Z
LAST-MODIFIED:20260204T121823Z
UID:10065374-1788508800-1789491600@basatraining.com
SUMMARY:Credit Risk Assessment\, Modelling and Management
DESCRIPTION:Credit Risk Assessment\, Modelling and Management\nWhy Attend\nThis Credit Risk Assessment course gives participants a comprehensive overview of the key concepts and methodologies in understanding the drivers of credit risk\, modelling tools used for the measurement of credit risk\, and current best practice in credit risk management techniques. \nThe course focuses on the actual practice of credit risk assessment within financial institutions as well as on the quantitative and methodological tools and procedures that are at the cutting edge of measuring\, mitigating and managing credit risk. \nTreatment of credit risk has shifted greatly since the global financial crisis of 2008. Prior to then\, it was considered almost inconceivable that major investment banks and global insurers could default and create a systemic credit and liquidity crisis.  Since the crisis there has been a universal re-thinking of most aspects of legacy risk management techniques.  Financial regulators and the Basel Committee on Banking Supervision have placed significant emphasis on the need for innovative and more robust methods of modelling financial stress and the kinds of credit market deterioration that was witnessed during the crisis. \n\nCourse Methodology\nThis course utilizes Excel models for credit analysis\, individual calculation exercises\, team activities and plenary discussion. \nCourse Objectives \n\n\nBy the end of the course\, participants will be able to: \n\nIdentify the key elements of credit risk\nAnalyze the micro-financial drivers of credit risk and macro-economic factors which impact system-wide credit risk\nExplain modelling techniques for assessing credit risk\nDemonstrate proficiency with different methods and tools for credit scoring\nDemonstrate the usage and risks of credit derivatives\nApply collateral management techniques to credit derivatives exposures\n\nTarget Audience\n\n\nThis course is beneficial for banking personnel in all areas of credit risk.  Others who will benefit include\, but are not limited to\, asset allocators\, portfolio strategists\, sovereign wealth fund managers and research staff\, risk managers/controllers\, private investors and senior back office personnel. \nThe course is also valuable for those interested in credit modelling and those engaged in compliance with all applicable regulations regarding credit risk in financial institutions. \nTarget Competencies\n\n\n\nCredit risk modelling\nAssessment of credit requests\nAssessment of funding loans and credit facilities\nCompliance with all regulations regarding credit\nManagement of a credit committee and risk committee\n\n  \nOutline\n\n\nFundamentals of Credit Risk\n\n\n\nThe key macro and micro financial concepts behind\, and drivers of\, credit risk\nMeasurement of credit risk and adverse outcomes\nAssessing credit risk and default probability of loan portfolios\nKey determinants for managing credit risk:\n\nProbability of default (PD)\nExposure at default (EAD)\nLoss given default (LGD)\n\n\nCredit migration and transition matrices\nFundamental analysis of financial statements\, key ratios\, qualitative characteristics of the balance sheet\nOff balance sheet and contingent credit risk\nMarket-based approaches\, bond spreads\, swap rates\nCounter party credit risk\nCredit scoring\, credit risk modelling\, risk profiling and assessing creditworthiness\n\n\n\nCredit Ratings Methodologies and Application\n\n\n\nReview of ratings classifications systems of the major Credit Ratings Agencies (CRAs)\nThe principal credit ratings agencies – Moody’s\, Standard & Poor’s\, Fitch\nOverview of the ratings methodologies – issuer analysis\, historical data\, business cycles\nCommercial paper ratings\nSovereign ratings – approach to developed markets and emerging markets\nConflicts of interest – representing credit issuers but designed to protect credit purchasers\nWhy did the CRAs perform so poorly in the rating of collateralized debt obligations (CDOs) and other derivatives?\nRatings migration matrices – use by banks in determining credit risk value at risk (VaR)\nImpact of upgrades/downgrades on market perceptions of creditworthiness\nDodd-Frank Act de-emphasis on reliance by financial firms on external ratings\n\n\n\nCapital Charges and Accounting Principles\n\n\n\nReview of the distinction between the banking book and the trading book\nBasel III attempts to address regulatory arbitrage\nTreatment of securitizations and off-balance sheet exposures\nAvailable for Sale issues – impacts on liquidity\, high-quality liquid assets (HQLA)\, rigidity of balance sheets\nDetailed examination of IFRS 9 – implementation timetable\, further revisions?\nRecognition of expected losses and early warning of asset impairment\nAmortized cost – held to maturity requirements\nFair value though other comprehensive income (FVOCI)\nFair value through profit or loss (FVPL)\n\n\n\nCounter-Party Credit Risk\n\n\n\nExamine the various facets of credit risk which hinge on losses sustained from failure of an obligor to honour contractual obligations\nDistinguish the separate components of credit risk:\n\nProbability of default by obligor – how reliably can it be estimated?\nProbability of downgrade or widening credit spreads of counter party\nRecovery rate – what percentage of obligation can be recovered after default?\nCredit exposure – estimating loss magnitude in relation to capital buffers\n\n\nDetermination of a credit default event\, ISDA Master Agreement\, Credit Support Annex\nUnderstand the concepts of credit rating and scoring and critical examination of how useful such techniques are for determining actual risk of default?\nNew components in the Basel III framework for addressing issues related to default and deterioration of the credit quality of counter parties\nCredit Valuation Adjustment (CVA) and Debt Valuation Adjustment (DVA)\nExplanation of key concepts of Expected Exposure (EE)\, Expected Positive Exposure (EPE)\, Wrong Way Risk (WWR)\n\n\n\nMeasuring Credit Risk and Techniques for Credit Risk Modelling\n\n\n\nCredit Metrics\, credit scoring and credit rating systems\nQuantitative modelling of credit risk using stochastic processes\nEstimating probability of default – KMV Model\, distance to default techniques\nExplain how debt and equity can be understood as options on the firm\nTechniques for modeling default risk of CDO’s\, CMO’s and other structured vehicles\nLessons from SIVs and other off-balance sheet financing on credit risk management\nAdapting VaR measures to include a metric for default value at risk\nCredit Migration matrices – scaling over different time frames\nIntegrating Credit VaR (CVaR) and Market VaR\nPortfolio CVaR – joint probabilities of default – copula techniques\nTechniques for estimating LGD and recovery rates\n\n\n\nSovereign Credit Risk\n\n\n\nPrincipal factors used to determine creditworthiness of a sovereign\nIssues relating to sovereign bonds under different jurisdictional frameworks\nDeterioration in public balance sheets –high debt/GDP ratios\nLinkage between sovereign risk and risks to local banking system\nMacro-economic drivers of ratings – global imbalances\, surplus/deficit nations\nRole of sovereign Credit Default Swap (CDS) market – is it still vital or declining?\nSovereign debt re-structuring- bail outs/bail-ins\nProtection to different stakeholders – seniority of claims\, preferred status of central banks\nCollective Action Clauses (CACs)\nSovereign domino thesis and financial contagion\n\n\n\n\n\n\n\nStress Testing Methods\, Benefits and Limitations\n\n\n\nOverview of sensitivity of credit to market risk\, interest rate risk\, systemic risk\nExplanation of the techniques for conducting stress tests\nBack testing using historical returns\nStress testing using hypothetical returns\nExplanation of Principal Components Analysis\nSizes of historical samples – are they sufficiently large to include wide variety of conditions?\nBenefits of more loosely coupled systems as less fragile.\n\n\n\nInterpreting Credit Related Market Data\n\n\n\nMonitoring government bond yields and changes to the term structure of interest rates for US dollar\, euro\, sterling\, and yen\nTheories of the yield curve\n\nLiquidity premium\nSafe-haven premium\n\n\nCredit spreads for investment grade and high yield instruments relative to government issue and inter-bank rates\n\nOver Treasuries\, over bunds\, over gilts\nSOFR\, SONIA\, ESTER\, overnight indexed swap (OIS)\, Euro Overnight Index Average (Eonia)\n\n\nOption Adjusted Spreads (OAS)\nCredit Default Swap (CDS) rates – estimation of probabilities of default\nMeasuring market sentiment – investor confidence indices\, contrarian indicators\n\n\n\nCredit Assessment and Financial Ratio Analysis\n\n\n\nFinancial Statement Analysis\nCredit Assessment based on detailed analysis of corporate balance sheets\, income statements and cash flow statements\nImpact of Corporate actions – capitalization or consolidation\, rights issues\nFinancial ratios – Profitability\, Liquidity\, Asset turnover\, Gearing\nLiquidity ratios\, pay-out ratios\, financial stability ratios\, operational gearing\nDividend policy\, return on equity (ROE)\, Return on Capital Employed (ROCE)\nEarnings per share\, P/E Ratios (historic and prospective)\nDividend yield\, Dividend/interest cover\, Price/book\nRatio based Methods for Determining Credit Stress and Defaults\nAltman’s Z score model\, KMV Model\, Moody’s Analytics\,\nOhlson financial distress model\, Risk Metrics\, McKinsey Credit Portfolio View\n\n\n\nManaging Credit Risk and Regulatory Capital Charges for Credit Risk\n\n\n\nMechanics of credit derivatives and how they can be used for hedging portfolio credit risk\nSingle name credit derivatives (unfunded and funded structures)\nBasket and Tranche CDS\, index based CDS\nImpact on regulatory capital from use of\, and exposure to\, credit derivatives\nISDA documentation and legal framework for interest rate (IR) swaps\, Credit Support Annex (CSA)\nRegulatory capital under Basel III\nNew approaches to capital charges for credit risk under Basel III\nStress testing – how to conduct stress testing with Monte Carlo Simulations\nCalculating capital charges for credit exposures\n\nStandardized approach\nFoundation internal ratings based approach\nAdvanced internal ratings based approach\n\n\n\n\n\nCredit Value adjustment (CVA) and collateral Management\n\n\n\nDefinition Credit value adjustment (CVA)\nDefining credit exposure in relation to market risk impact on derivatives\nExpected positive exposure and worst-case exposure\nNature of collateralization – ISDA treatment\nBenefits of effective collateral management\nImpact of netting and collateral on CVA\nEligible hedging instruments – no nth to default structures\nBilateral counter party risk and collateral\nOver-collateralized positions and risk of counter party default\n\n\n\nEvent Coordinated by BASA Training \nYou can also visit our Online Courses Website Excel Elearning \nYou can also get an affordable ebook on ebooksnest.com \n\n\n\n\n\nRegistration Form\nPlease enable JavaScript in your browser to complete this form.Please enable JavaScript in your browser to complete this form.Applicant Details *FirstLastEmail *EmailConfirm EmailPhone Number *Course Type *--- Select Choice ---CertificationsAccounting and FinanceAdministrationAuditing and GovernanceBankingBusiness Continuity and Crisis ManagementCommunication and Writing SkillsConferenceCustomer ServiceData Analytics and Artificial IntelligenceData Management and Business IntelligenceDigital Innovation and TransformationGovernment and Public SectorHuman Resources and TrainingInsurance and Financial ServicesInterpersonal Skills and Self DevelopmentIT Management and Cyber SecurityLeadership and ManagementManagementPlanning and Strategy ManagementProject ManagementPublic RelationsQuality and ProductivityRisk and ComplianceSafety and EnvironmentSecurity ManagementSelect the correct course category (typically found below in the course details)Course Name *Course VenuePretoria\, South AfricaDurban\, South AfricaCape Town\, South AfricaKigali\, RwandaHarare\, ZimbabweDubaiAdditional InformationOrganization Name *Address		\n			Course Contact Participants\n			\n		\n		Address Line 2 *FirstLastAddress Line 3 *FirstLastOrganization Contact DetailsFirstLastNumber of Participants from organization\n\n\n\n	Participants: 1\nUse the slider to chose whether you want to register only 1 or 10 participantsAdditional Participants detailsSubmit
URL:https://basatraining.com/course/credit-risk-assessment-modelling-and-management-duplicate-2-2/2026-09-04/
LOCATION:Pretoria\, 484 Hilda St\, Hatfield\, Pretoria\, Gauteng\, 0083\, South Africa
CATEGORIES:Banking,Banking|Insurance and Financial Services,Insurance and Financial Services
ATTACH;FMTTYPE=image/png:https://basatraining.com/wp-content/uploads/2025/01/credit-risk-1.png
ORGANIZER;CN="BASA":MAILTO:info@basatraining.com
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20260904T080000
DTEND;TZID=Europe/Helsinki:20260915T170000
DTSTAMP:20260204T104134Z
CREATED:20250820T083112Z
LAST-MODIFIED:20260204T104134Z
UID:10064843-1788508800-1789491600@basatraining.com
SUMMARY:Credit Risk Assessment\, Modelling and Management
DESCRIPTION:Credit Risk Assessment\, Modelling and Management\nWhy Attend\nThis Credit Risk Assessment course gives participants a comprehensive overview of the key concepts and methodologies in understanding the drivers of credit risk\, modelling tools used for the measurement of credit risk\, and current best practice in credit risk management techniques. \nThe course focuses on the actual practice of credit risk assessment within financial institutions as well as on the quantitative and methodological tools and procedures that are at the cutting edge of measuring\, mitigating and managing credit risk. \nTreatment of credit risk has shifted greatly since the global financial crisis of 2008. Prior to then\, it was considered almost inconceivable that major investment banks and global insurers could default and create a systemic credit and liquidity crisis.  Since the crisis there has been a universal re-thinking of most aspects of legacy risk management techniques.  Financial regulators and the Basel Committee on Banking Supervision have placed significant emphasis on the need for innovative and more robust methods of modelling financial stress and the kinds of credit market deterioration that was witnessed during the crisis. \n\nCourse Methodology\nThis course utilizes Excel models for credit analysis\, individual calculation exercises\, team activities and plenary discussion. \nCourse Objectives \n\n\nBy the end of the course\, participants will be able to: \n\nIdentify the key elements of credit risk\nAnalyze the micro-financial drivers of credit risk and macro-economic factors which impact system-wide credit risk\nExplain modelling techniques for assessing credit risk\nDemonstrate proficiency with different methods and tools for credit scoring\nDemonstrate the usage and risks of credit derivatives\nApply collateral management techniques to credit derivatives exposures\n\nTarget Audience\n\n\nThis course is beneficial for banking personnel in all areas of credit risk.  Others who will benefit include\, but are not limited to\, asset allocators\, portfolio strategists\, sovereign wealth fund managers and research staff\, risk managers/controllers\, private investors and senior back office personnel. \nThe course is also valuable for those interested in credit modelling and those engaged in compliance with all applicable regulations regarding credit risk in financial institutions. \nTarget Competencies\n\n\n\nCredit risk modelling\nAssessment of credit requests\nAssessment of funding loans and credit facilities\nCompliance with all regulations regarding credit\nManagement of a credit committee and risk committee\n\n  \nOutline\n\n\nFundamentals of Credit Risk\n\n\n\nThe key macro and micro financial concepts behind\, and drivers of\, credit risk\nMeasurement of credit risk and adverse outcomes\nAssessing credit risk and default probability of loan portfolios\nKey determinants for managing credit risk:\n\nProbability of default (PD)\nExposure at default (EAD)\nLoss given default (LGD)\n\n\nCredit migration and transition matrices\nFundamental analysis of financial statements\, key ratios\, qualitative characteristics of the balance sheet\nOff balance sheet and contingent credit risk\nMarket-based approaches\, bond spreads\, swap rates\nCounter party credit risk\nCredit scoring\, credit risk modelling\, risk profiling and assessing creditworthiness\n\n\n\nCredit Ratings Methodologies and Application\n\n\n\nReview of ratings classifications systems of the major Credit Ratings Agencies (CRAs)\nThe principal credit ratings agencies – Moody’s\, Standard & Poor’s\, Fitch\nOverview of the ratings methodologies – issuer analysis\, historical data\, business cycles\nCommercial paper ratings\nSovereign ratings – approach to developed markets and emerging markets\nConflicts of interest – representing credit issuers but designed to protect credit purchasers\nWhy did the CRAs perform so poorly in the rating of collateralized debt obligations (CDOs) and other derivatives?\nRatings migration matrices – use by banks in determining credit risk value at risk (VaR)\nImpact of upgrades/downgrades on market perceptions of creditworthiness\nDodd-Frank Act de-emphasis on reliance by financial firms on external ratings\n\n\n\nCapital Charges and Accounting Principles\n\n\n\nReview of the distinction between the banking book and the trading book\nBasel III attempts to address regulatory arbitrage\nTreatment of securitizations and off-balance sheet exposures\nAvailable for Sale issues – impacts on liquidity\, high-quality liquid assets (HQLA)\, rigidity of balance sheets\nDetailed examination of IFRS 9 – implementation timetable\, further revisions?\nRecognition of expected losses and early warning of asset impairment\nAmortized cost – held to maturity requirements\nFair value though other comprehensive income (FVOCI)\nFair value through profit or loss (FVPL)\n\n\n\nCounter-Party Credit Risk\n\n\n\nExamine the various facets of credit risk which hinge on losses sustained from failure of an obligor to honour contractual obligations\nDistinguish the separate components of credit risk:\n\nProbability of default by obligor – how reliably can it be estimated?\nProbability of downgrade or widening credit spreads of counter party\nRecovery rate – what percentage of obligation can be recovered after default?\nCredit exposure – estimating loss magnitude in relation to capital buffers\n\n\nDetermination of a credit default event\, ISDA Master Agreement\, Credit Support Annex\nUnderstand the concepts of credit rating and scoring and critical examination of how useful such techniques are for determining actual risk of default?\nNew components in the Basel III framework for addressing issues related to default and deterioration of the credit quality of counter parties\nCredit Valuation Adjustment (CVA) and Debt Valuation Adjustment (DVA)\nExplanation of key concepts of Expected Exposure (EE)\, Expected Positive Exposure (EPE)\, Wrong Way Risk (WWR)\n\n\n\nMeasuring Credit Risk and Techniques for Credit Risk Modelling\n\n\n\nCredit Metrics\, credit scoring and credit rating systems\nQuantitative modelling of credit risk using stochastic processes\nEstimating probability of default – KMV Model\, distance to default techniques\nExplain how debt and equity can be understood as options on the firm\nTechniques for modeling default risk of CDO’s\, CMO’s and other structured vehicles\nLessons from SIVs and other off-balance sheet financing on credit risk management\nAdapting VaR measures to include a metric for default value at risk\nCredit Migration matrices – scaling over different time frames\nIntegrating Credit VaR (CVaR) and Market VaR\nPortfolio CVaR – joint probabilities of default – copula techniques\nTechniques for estimating LGD and recovery rates\n\n\n\nSovereign Credit Risk\n\n\n\nPrincipal factors used to determine creditworthiness of a sovereign\nIssues relating to sovereign bonds under different jurisdictional frameworks\nDeterioration in public balance sheets –high debt/GDP ratios\nLinkage between sovereign risk and risks to local banking system\nMacro-economic drivers of ratings – global imbalances\, surplus/deficit nations\nRole of sovereign Credit Default Swap (CDS) market – is it still vital or declining?\nSovereign debt re-structuring- bail outs/bail-ins\nProtection to different stakeholders – seniority of claims\, preferred status of central banks\nCollective Action Clauses (CACs)\nSovereign domino thesis and financial contagion\n\n\n\n\n\n\n\nStress Testing Methods\, Benefits and Limitations\n\n\n\nOverview of sensitivity of credit to market risk\, interest rate risk\, systemic risk\nExplanation of the techniques for conducting stress tests\nBack testing using historical returns\nStress testing using hypothetical returns\nExplanation of Principal Components Analysis\nSizes of historical samples – are they sufficiently large to include wide variety of conditions?\nBenefits of more loosely coupled systems as less fragile.\n\n\n\nInterpreting Credit Related Market Data\n\n\n\nMonitoring government bond yields and changes to the term structure of interest rates for US dollar\, euro\, sterling\, and yen\nTheories of the yield curve\n\nLiquidity premium\nSafe-haven premium\n\n\nCredit spreads for investment grade and high yield instruments relative to government issue and inter-bank rates\n\nOver Treasuries\, over bunds\, over gilts\nSOFR\, SONIA\, ESTER\, overnight indexed swap (OIS)\, Euro Overnight Index Average (Eonia)\n\n\nOption Adjusted Spreads (OAS)\nCredit Default Swap (CDS) rates – estimation of probabilities of default\nMeasuring market sentiment – investor confidence indices\, contrarian indicators\n\n\n\nCredit Assessment and Financial Ratio Analysis\n\n\n\nFinancial Statement Analysis\nCredit Assessment based on detailed analysis of corporate balance sheets\, income statements and cash flow statements\nImpact of Corporate actions – capitalization or consolidation\, rights issues\nFinancial ratios – Profitability\, Liquidity\, Asset turnover\, Gearing\nLiquidity ratios\, pay-out ratios\, financial stability ratios\, operational gearing\nDividend policy\, return on equity (ROE)\, Return on Capital Employed (ROCE)\nEarnings per share\, P/E Ratios (historic and prospective)\nDividend yield\, Dividend/interest cover\, Price/book\nRatio based Methods for Determining Credit Stress and Defaults\nAltman’s Z score model\, KMV Model\, Moody’s Analytics\,\nOhlson financial distress model\, Risk Metrics\, McKinsey Credit Portfolio View\n\n\n\nManaging Credit Risk and Regulatory Capital Charges for Credit Risk\n\n\n\nMechanics of credit derivatives and how they can be used for hedging portfolio credit risk\nSingle name credit derivatives (unfunded and funded structures)\nBasket and Tranche CDS\, index based CDS\nImpact on regulatory capital from use of\, and exposure to\, credit derivatives\nISDA documentation and legal framework for interest rate (IR) swaps\, Credit Support Annex (CSA)\nRegulatory capital under Basel III\nNew approaches to capital charges for credit risk under Basel III\nStress testing – how to conduct stress testing with Monte Carlo Simulations\nCalculating capital charges for credit exposures\n\nStandardized approach\nFoundation internal ratings based approach\nAdvanced internal ratings based approach\n\n\n\n\n\nCredit Value adjustment (CVA) and collateral Management\n\n\n\nDefinition Credit value adjustment (CVA)\nDefining credit exposure in relation to market risk impact on derivatives\nExpected positive exposure and worst-case exposure\nNature of collateralization – ISDA treatment\nBenefits of effective collateral management\nImpact of netting and collateral on CVA\nEligible hedging instruments – no nth to default structures\nBilateral counter party risk and collateral\nOver-collateralized positions and risk of counter party default\n\n\n\nEvent Coordinated by BASA Training \nYou can also visit our Online Courses Website Excel Elearning \nYou can also get an affordable ebook on ebooksnest.com \n\n\n\n\n\nRegistration Form\nPlease enable JavaScript in your browser to complete this form.Please enable JavaScript in your browser to complete this form.		\n			of Participants organization\n			\n		\n		Applicant Details *FirstLastEmail *EmailConfirm EmailPhone Number *Course Type *--- Select Choice ---CertificationsAccounting and FinanceAdministrationAuditing and GovernanceBankingBusiness Continuity and Crisis ManagementCommunication and Writing SkillsConferenceCustomer ServiceData Analytics and Artificial IntelligenceData Management and Business IntelligenceDigital Innovation and TransformationGovernment and Public SectorHuman Resources and TrainingInsurance and Financial ServicesInterpersonal Skills and Self DevelopmentIT Management and Cyber SecurityLeadership and ManagementManagementPlanning and Strategy ManagementProject ManagementPublic RelationsQuality and ProductivityRisk and ComplianceSafety and EnvironmentSecurity ManagementSelect the correct course category (typically found below in the course details)Course Name *Course VenuePretoria\, South AfricaDurban\, South AfricaCape Town\, South AfricaKigali\, RwandaHarare\, ZimbabweDubaiAdditional InformationOrganization Name *AddressAddress Line 2 *FirstLastAddress Line 3 *FirstLastOrganization Contact DetailsFirstLastNumber of Participants from organization\n\n\n\n	Participants: 1\nUse the slider to chose whether you want to register only 1 or 10 participantsAdditional Participants detailsSubmit
URL:https://basatraining.com/course/credit-risk-assessment-modelling-and-management-duplicate-2-2-2/2026-09-04/
LOCATION:Pretoria\, 484 Hilda St\, Hatfield\, Pretoria\, Gauteng\, 0083\, South Africa
CATEGORIES:Banking,Banking|Insurance and Financial Services,Insurance and Financial Services
ATTACH;FMTTYPE=image/jpeg:https://basatraining.com/wp-content/uploads/2025/01/stephen-phillips-hostreviews-co-uk-em37kS8WJJQ-unsplash.jpg
ORGANIZER;CN="BASA":MAILTO:info@basatraining.com
END:VEVENT
BEGIN:VEVENT
DTSTART;VALUE=DATE:20260920
DTEND;VALUE=DATE:20260925
DTSTAMP:20260202T091340Z
CREATED:20241001T220000Z
LAST-MODIFIED:20260202T091340Z
UID:10043447-1789862400-1790294399@basatraining.com
SUMMARY:Managing Equity Portfolios- Short course
DESCRIPTION:Managing Equity Portfolios- Short course\nWhy Attend\nThis course is specifically designed to cover the key elements of portfolio construction for equities and equity-related products.  It includes an analysis of the relative suitability of the wide variety of equity instruments available for investors with various risk appetites and investment horizons. \nA core focus of the course is a comprehensive review of the different kinds of strategic and tactical allocation strategies\, returns forecasting and portfolio optimization approaches. In addition\, there is an emphasis on performance attribution and numerous real-world examples of how risk management and hedging techniques can be applied to equity portfolios. \n\nCourse Methodology\nThis course utilizes presentations with abundant opportunities for collective exercises and discussions of the topics raised. Modelling tools in Excel will also be offered to participants and several case studies and research material will be provided. \nCourse Objectives\n\n\nBy the end of the course\, participants will be able to: \n\nDemonstrate a deep understanding of equities as an asset class\nDetermine the “fair value” of equities through analyzing the different models that have been used for deriving corporate valuations\nApply analytical skills to the value of fundamental analysis of corporate performance and equity valuation using financial statements\nRecognize the key principles and lessons from different styles of asset allocation and portfolio management\, including innovative approaches following the 2007/8 financial crisis\nDemonstrate competence with equity-based derivatives and know how to benefit from their use as hedging tools\n\nTarget Audience\n\n\nThe course is ideal for those who are engaged in both the buy side and sell side of asset management and trading\, and who wish to expand and refine their knowledge of global equities\, the markets/platforms upon which they are traded and techniques for portfolio construction and management.  It is also highly useful for fund managers whose mandate entails a significant risk exposure to emerging market equities. \nTarget Competencies\n\n\n\nAnalytical Skills\nPortfolio Management\nAsset Allocation\nPortfolio Construction\n\nOutline\n\n\nOverview of Equities as an Asset Class\n\n\n\nHow does equity ownership compare to other financial claims?\nPosition of equity vis à vis other elements in corporate capital structure\nReview of equity capital from an accounting perspective\nCharacteristics of ordinary\, bearer and registered shares\n\nCumulative\, participating\, and convertible preference shares\nRanking for dividends and liquidation\n\n\nOverview of the primary issuance of Equity Securities\nEquity Markets and Trade Execution\n\nOrder driven/quote driven platforms\n\n\nWarrants and Covered warrants\nContracts for Difference (CFD’s)\nOverview of equity based collective investment vehicles\n\n\n\nPrimary Issuance\, Clearing\, Custody and Trading Of Equity Securities\n\n\n\nListing securities – the regulatory framework\, investor disclosures\nStructure and stages of an initial public offering (IPO)\nAlternative routes for going public – direct listings\, SPAC’s\n\nRole of intermediaries\, book building\, pricing\nBenefits for the issuer and investors\nUnderwritten versus best efforts\nOversubscribed issues and greenshoe options\n\n\nRole of exchanges in providing secondary market facilities\, platforms\nAlternative Trading Venues\nMultilateral Trading Facilities and dark pools\nThe meaning of ‘books closed’\, ‘ex-div’ and ‘cum div’\, cum\, special ex\, special cum\, and ex rights\nExplanation of the nature and objectives of High Frequency Trading (HFT)\nPrinciples of Delivery versus Payment (DVP) and Free Delivery\nInternational Central Securities Depositories (ICSD)\nExamination of the role of Custodians/Nominees\nPurpose\, requirements and implications of securities lending SBLI’s\nShort selling\, collateral management\, re-hypothecation etc.\n\n\n\nGlobal Equities Markets/Indices\n\n\n\nPrincipal indices/exchanges\nEmerging and frontier markets\nClassification systems of global equity markets – MSCI\, FTSE\nHistorical survey of performance of main global equity indices\n\nHistorical P/E ratios\n\n\nRegulatory and supervisory environment\n\nShareholder protections etc.\n\n\nStructure and size of markets\, volumes\nLiquidity and transparency\nTrading characteristics e.g. prevalence of off exchange activities\n\n\n\nFinancial Statement Analysis\n\n\n\nPurpose\, structure and use of balance sheets\, income statements and cash flow statements\nKey classes of financial ratios:\n\nProfitability\, Liquidity\, Asset turnover\, Gearing\nKey Investor ratios\nEarnings Per Share (EPS)\, P/E Ratios (historic and prospective)\, Price/Earnings-to-Growth (PEG) ratio\nDividend yield\, Dividend/interest cover\n\n\nAdvantages and challenges of performing financial analysis\nComparing companies across and within sectors\nAccounting for Corporate Actions\n\nStock and cash dividends\nRights issues\, open offers\, offers for subscription and for sale\nCalculation of theoretical effect on the issuer’s share price of bonus/scrip\, consolidation\, rights issues\n\n\n\n\n\nCorporate Valuation Methods\n\n\n\nFundamental equity valuation – Discounted Cash Flow (DCF) techniques\nModels based on calculating the Present Value of future dividend flows\n\nSimple Model\nMulti-stage model\n\n\nComparing valuations across different sectors\nWhat discount rate should be used in DCF models?\nDetermining the Weighted Average Cost of Capital (WACC)\nWhat multiples should be used for individual companies\, for overall market?\nHow to value high growth enterprises with no dividends\nSustainability of profits and commercial disruptions\nRelationship of corporate valuations to underlying interest rate environment\nReturn on Equity (ROE) measurements – including risk-adjusted return on capital (RAROC)\nRisk Adjusted valuations – incorporating beta into valuation methods\nImportance of changes in the regulatory environment on valuation forecasting\n\n\n\nEquity Allocation and Performance Attribution\n\n\n\nCriteria for determining the relative allocations for equities\, fixed income\, alternative assets etc.\nContribution of each to overall portfolio return\n\nStrategic versus tactical\nCore versus satellite holdings\n\n\nActive equity allocation – stock selection vs. passive investment\nRelative performance of active managers to benchmarks\nPerformance attribution – allocation to specific securities vs. overall exposure to benchmarks\nExamination of contrasting styles of Growth vs. Value investing\nWarren Buffet’s investment philosophy\n\n\n\nPortfolio Theory and the Risk/Return Trade Off\n\n\n\nCornerstones of Capital Asset Pricing Model (CAPM)\n\nSecurities market line (SML)\, beta\, alpha\, risk free rate etc.\nThe concept of the efficient frontier\nSystematic Risk and idiosyncratic or specific Risk\n\n\nModern Portfolio Theory (MPT) and diversification\n\nMarkowitz model and covariance matrix analysis\n\n\nRisk Adjusted Return\n\nSharpe Ratio\, Sortino Ratio\, Treynor Ratio\, Calmar Ratio\, Total Expense Ratio (TER)\nRisk-adjusted return on capital (RAROC)\n\n\nDifference between CAPM and Arbitrage Pricing Theory (APT)\nActive and passive strategies – index tracking\, stock picking\, transaction costs\nHedging and use of derivatives in risk management\nSurvivorship bias phenomenon\n\n\n\nRisk Budgeting\n\n\n\nExplanation of risk premia – excess return or compensation for not holding riskless assets\nRisk as a scarce resource and how to allocate exposures according to risk premia and expected returns\nStatistical distributions for modelling probability structures\nBenchmarks and tracking errors – active versus passive risk\nRecognizing importance of drawdowns – holding periods\, needs for liquidity\nExpected returns from a risk-budgeting perspective\nObligations to market – trading book\, Basel III approaches\nCalculations and mechanics of standard deviation / tracking error/ M 2 / beta\nValue at Risk – methodologies\, Expected Shortfall\, Extreme Value Theory\n\n\n\n\n\n\n\nExchange Traded Funds (ETF’s)\n\n\n\nCompare availability and range of ETF’s traded on US\, European platforms\nNumber of funds\, assets under management\, growth trajectories\nContrast features of ETF’s to other collective investment vehicles (CIV’s)\nFiduciary/trust architectures\, role of sponsors\, creation units\nContrast passive index tracker ETF’s (the majority) with actively managed funds\nExamination of MSCI geographical indices which many ETF’s track\nFeatures of inverse ETF’s\, leveraged funds\nContrast between funds which hold “physicals” versus those which are synthetic – hold futures\, swaps\, structured products.\nReplication strategies – stratified sampling vs. full replication\, use of synthetics\nExamination of tracking error for exchange traded products\nRisks associated with ETF’s\, liquidity risk\, risks with synthetic ETF’s\n\n\n\nSpecial Risk Factors for Emerging Market Equities\n\n\n\nExamination of how capital flows into emerging markets are influenced by the intention of central banks especially Federal Reserve to push asset managers into risk assets\nGlobalization of resourcing and capital flows has invalidated much traditional macro-economic theory regarding economic cycles\nDifferentiation between EM economies which have trade surpluses/deficits\nExamination of negative feedback loops for EM markets when advanced economies reduce their accommodative monetary policy\nExamination of ETF’s which provide exposure to emerging market equity and debt\nAnalysis of correlation between emerging market equities and commodities\nChallenges and strategies for hedging and managing risk of emerging market equities because of lack of depth in markets for hedging exotic currencies\n\n\n\nTechniques For Forecasting Expected Returns\n\n\n\nRisk Factor Asset allocation strategies – reversing the trend of MPT and focusing on specific factors which “account” for asset class behaviour\nIdentifying key risk factors as drivers of asset prices\nInsights from behavioural finance – risk seeking versus risk aversion\nLong term correlations amongst asset classes – mean reversion\nContrarian indicators – sentiment\, positioning of traders\, hedge funds\nIs there any evidence of asset returns having cyclical behavior?\n\n\n\nOverview of Equity Based Derivatives\n\n\n\nTerminology – underlying\, spot markets\, options\, futures\, swaps\n\nInitial margin\, variation margin\, cost of carry\, basis risk\nEquity index futures contracts\nOptions on individual equities and equity indices\nAmerican\, European\, Asian style\n\n\nPuts and calls – perspective of buyer and writer\nRisk elements of derivatives\n\nCounterparty risk\, Market risk\, Liquidity risk\nRisks to the buyer of futures/options\nRisks to the writer/seller of futures/options\n\n\nExplain the key contrasts between Exchange traded versus Over the counter (OTC) derivatives\nCentral clearing versus counterparty risk\nRole of options/futures in hedging equity portfolios\nRole of Total Return Swaps – collateral issues\, lessons from Archegos debacle\n\n\n\nManaging Risk for Equity Portfolios\n\n\n\nMain types of portfolio risk\n\nMarket risk – asset price volatility\, currency\, interest rates etc.\nInvestment horizon and holding period\nSystemic and tail risk\n\n\nPrinciples used to mitigate portfolio risk:\nSeeking relatively uncorrelated assets\nBenefits/limitations of diversification\nUse of derivatives in hedging and risk management\nModeling risk scenarios – stress testing\, stress regression based on outlier values\, tools of statistical analysis\, Monte Carlo simulations\, back testing\nTail risk protection strategies\n\n\n\nSmart Beta Strategies\n\n\n\nReview of the logic behind smart beta – risk factor asset allocation models\nExamination of the performance of various widely used smart beta ETF’s\nCrowding and herding issues with smart beta strategies\nAre the promises provided by smart beta ETF sponsors warranted?\n\n\n\nESG Strategies\n\n\n\nExamine arguments for and against ESG in relation to investment performance and effectiveness\nAnalyze how ESG can create both risks and opportunities for investors\nReview case studies and actual examples of decision making regarding ESG\n\n\n\nConcluding Themes\n\n\n\nThe benefits of strategic investment vs. short term trading and market timing\nRecognition that investor behavior can be emotion driven in the short term but more calculated over longer term horizons\nSources of bias in decision making and judgment in asset allocation\nEstablishing investment objectives that can be defined\, quantified\, and achieved successfully\nImportance of periodic re-balancing and refreshment of portfolios\nSynthesis of different asset allocation approaches\nMacro-economic top-down allocation\nMicro-economic bottom-up allocation\n\n\n\nEvent Coordinated by BASA Training \nYou can also visit our Online Courses Website Excel Elearning \nYou can also get an affordable ebook on ebooksnest.com \n\n\n\n\n\nRegistration Form\nPlease enable JavaScript in your browser to complete this form.Please enable JavaScript in your browser to complete this form.Applicant Details *FirstLastEmail *EmailConfirm EmailPhone Number *Course Type *--- Select Choice ---CertificationsAccounting and FinanceAdministrationAuditing and GovernanceBankingBusiness Continuity and Crisis ManagementCommunication and Writing SkillsConferenceCustomer ServiceData Analytics and Artificial IntelligenceData Management and Business IntelligenceDigital Innovation and TransformationGovernment and Public SectorHuman Resources and TrainingInsurance and Financial ServicesInterpersonal Skills and Self DevelopmentIT Management and Cyber SecurityLeadership and ManagementManagementPlanning and Strategy ManagementProject ManagementPublic RelationsQuality and ProductivityRisk and ComplianceSafety and EnvironmentSecurity ManagementSelect the correct course category (typically found below in the course details)		\n			Email Additional Address\n			\n		\n		Course Name *Course VenuePretoria\, South AfricaDurban\, South AfricaCape Town\, South AfricaKigali\, RwandaHarare\, ZimbabweDubaiAdditional InformationOrganization Name *AddressAddress Line 2 *FirstLastAddress Line 3 *FirstLastOrganization Contact DetailsFirstLastNumber of Participants from organization\n\n\n\n	Participants: 1\nUse the slider to chose whether you want to register only 1 or 10 participantsAdditional Participants detailsSubmit
URL:https://basatraining.com/course/managing-equity-portfolios-short-course/2026-09-20/
LOCATION:Pretoria\, 484 Hilda St\, Hatfield\, Pretoria\, Gauteng\, 0083\, South Africa
CATEGORIES:Banking,Insurance and Financial Services
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ORGANIZER;CN="BASA":MAILTO:info@basatraining.com
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DTSTART;VALUE=DATE:20260920
DTEND;VALUE=DATE:20260925
DTSTAMP:20260202T100010Z
CREATED:20241001T220000Z
LAST-MODIFIED:20260202T100010Z
UID:10045412-1789862400-1790294399@basatraining.com
SUMMARY:Advanced Financial Analysis and Valuation
DESCRIPTION:Advanced Financial Analysis\nWhy Attend\nThis course brings together the key elements of financial statement analysis. It will enable participants to ask the right questions\, see the real risks facing businesses and investors\, feel more confident in their ability to comment on business activities and performance\, and analyze financial health for management. These skills and the required technical knowledge will be put into practice throughout the course using interactive examples and case studies\, putting theory and technique into context. \n\nCourse Methodology\nThe course uses a mix of interactive techniques\, such as brief presentations by the consultant\, group exercises and case studies using Excel to apply knowledge acquired throughout the course\, followed by presentations by the participants. \nCourse Objectives\n\n\nBy the end of the course\, participants will be able to: \n\nList and differentiate between the important components of basic financial statements\nExplain financial statements’ ratios and design Excel sheets and graphs for financial statements analysis\nGive examples of creative accounting schemes and discuss the validity of the used accounting rules\nAssess the quality of financial reports and evaluate quality of the reported earnings and cash flows\nAnalyze the financial position and performance of a company over a period of time and draw conclusions regarding its sustainability\nForecast financial statements based on the analysis of the historical performance of a company\n\nTarget Audience\n\n\nChief accountants\, accounting managers\, senior accountants\, finance directors\, finance managers\, financial analysts\, financial controllers\, financial accounts managers\, heads of finance departments\, credit controllers\, corporate financiers\, credit risk analysts\, bankers\, and relationship managers. \nTarget Competencies\n\n\n\nUnderstanding financial statements\nReading annual reports\nProcessing financial data\nFinancial analysis\nCredit analysis\nRisk management\nCriticizing financial reporting standards used\nApplying professional skepticism\nIdentifying financial fraud\nFinancial forecasting\n\nOutline\n\n\nIntroduction to advanced financial analysis\n\n\n\nUsers of financial data\nContent of the annual financial report\n\nRegional versus global standards\n\n\nNon-financial elements of the annual financial report and their importance\n\nEmotional and cognitive biases affecting analysts’ judgment\n\n\nUnderstanding the income statement\, balance sheet and cash flow statement\nOther comprehensive income components\n\n\n\nBasics of industry analysis and analyzing ratios using Excel\n\n\n\nTop-down approach for analysis\n\nMacroeconomic factors to assess country exposure\n\nIndicators of GDP\, unemployment rates\, inflation and interest rates\nDeficit-to-GDP\, debt-to-GDP and GDP growth rates\n\n\nIndustry analysis: understanding Michael Porter’s five forces shaping an industry’s long term profitability\n\nStarbucks\, Apple Inc.\, Nike and McDonald’s cases\n\n\n\n\nCommon size analysis to improve comparability\nCalculating trends and growth patterns\nRatio analysis to assess key aspects of company performance:\n\nProfitability\nLiquidity\nEfficiency and working capital management\nFinancing structure and risk\n\n\nAltman Z-score to assess potential bankruptcy\nUsing graphical representation\n\n\n\nFinancial cosmetics and creative accounting\n\n\n\nSignals to read from inventory balances\nLIFO liquidation technique\nValuing inventory at net realizable value: looking for signals of obsolete inventory\nAnalyst’s consideration when examining inventory\nEvaluating how capitalizing versus expensing costs affect financial statements and ratios\n\nInterest capitalization\nResearch and development costs capitalization\n\n\nEffect of different depreciation methods on financial statements\nImpairment of business units and operating segments\nRevaluation of long-lived assets\nThe choice of operating lease or finance lease\nUsing special purpose vehicles for balance sheet manipulation\nStock options and stock grants instead of bonuses\nCase study: creative accounting scandals of Enron\, Worldcom\, Parmalat\n\n\n\n\n\n\n\nAssessing quality of financial reports\n\n\n\nFramework for assessing a company’s quality of financial reports\nPotential problems that affect the quality of financial reports\nBeneish model: M-score to describe the degree to which earnings are manipulated\nEvaluating the earnings quality of a company\nEvaluating the cash flow quality of a company\nIndicators of balance sheet quality\nSources of information about risk\nCase study: investment decision at Nestle\n\n\n\nFinancial forecasting techniques for analysts\n\n\n\nRevenue forecasting: bottom up versus top down\nCost of goods sold\n Fixed and variable costs\nBalance sheet accounts\n\n Sales outstanding\nInventory on hand\nUsing days of payables\nFixed assets forecasting\nRetained earnings and dividend pay-out policy\n\n\nBuilding a 3-year forecast for Johnson & Johnson\n\n\n\nEvent Coordinated by BASA Training \nYou can also visit our Online Courses Website Excel Elearning \nYou can also get an affordable ebook on ebooksnest.com \n\n\n\n\n\nRegistration Form\nPlease enable JavaScript in your browser to complete this form.Please enable JavaScript in your browser to complete this form.Applicant Details *FirstLastEmail *EmailConfirm EmailPhone Number *Course Type *--- Select Choice ---CertificationsAccounting and FinanceAdministrationAuditing and GovernanceBankingBusiness Continuity and Crisis ManagementCommunication and Writing SkillsConferenceCustomer ServiceData Analytics and Artificial IntelligenceData Management and Business IntelligenceDigital Innovation and TransformationGovernment and Public SectorHuman Resources and TrainingInsurance and Financial ServicesInterpersonal Skills and Self DevelopmentIT Management and Cyber SecurityLeadership and ManagementManagementPlanning and Strategy ManagementProject ManagementPublic RelationsQuality and ProductivityRisk and ComplianceSafety and EnvironmentSecurity ManagementSelect the correct course category (typically found below in the course details)Course Name *Course VenuePretoria\, South AfricaDurban\, South AfricaCape Town\, South AfricaKigali\, RwandaHarare\, ZimbabweDubaiAdditional InformationOrganization Name *		\n			Email Venue Phone\n			\n		\n		AddressAddress Line 2 *FirstLastAddress Line 3 *FirstLastOrganization Contact DetailsFirstLastNumber of Participants from organization\n\n\n\n	Participants: 1\nUse the slider to chose whether you want to register only 1 or 10 participantsAdditional Participants detailsSubmit
URL:https://basatraining.com/course/advanced-financial-analysis-and-valuation/2026-09-20/
LOCATION:Pretoria\, 484 Hilda St\, Hatfield\, Pretoria\, Gauteng\, 0083\, South Africa
CATEGORIES:Banking,Insurance and Financial Services
ATTACH;FMTTYPE=image/jpeg:https://basatraining.com/wp-content/uploads/2024/10/credit-score-f6uzBA-2048x1365-1.jpg
ORGANIZER;CN="BASA":MAILTO:info@basatraining.com
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