Two short case studies; one with Overnight risk report attachment and the other with selection of investments. These case studies are designed to test your ability to confidently discuss credit risk management strategies for contracts, commitments and financial instruments and to apply complex credit risk management concepts and methods to real-life situations. The soundness of your reasoning will be tested by being asked to recommend credit risk mitigation strategies which are appropriate to the type of credit risk exposure involved and align with predetermined credit risk appetite and tolerance.
The case study topics are as follows:
Working out a past-due credit
Expected loss of counterparty exposures exceeds tolerance
Determining the optimal structure for a medium term loan to a joint-venture
