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:

Credit Risk Management Trainings

  • 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

Implementation-Oriented Risk Management Trainings

  • 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