Singapore, September 28-29
RMA Retail Lending: Forecasting, Stress Testing, and Capital
Santa Fe, NM | June 26, 2009 – In partnership with the Risk Management Association, Strategic Analytics will lead a Retail Lending Portfolio Analytics Course in Singapore on September 28-29, 2009.
The course instructor will be Joseph Breeden Ph.D., Strategic Analytics' President and Chief Operating Officer. The current economic environment presents unique challenges and an unprecedented array of risk hurdles. Given this situation, Dr. Breeden and course attendees will discuss key drivers of portfolio performance and a range of portfolio modeling approaches. Topics will cover portfolio modeling issues such as forecasting, stress testing, volatility measurement, economic capital, diversification, and optimization relative to the efficient frontier. Throughout the course, integrating all of these modeling efforts will be emphasized so that results can be coordinated across business functions and loan products.
For more information, please visit the RMA website. Sign up now! The course will be limited to 25 attendees.
Founded in 1914, The Risk Management Association (RMA) is a not-for-profit, member-driven professional association whose sole purpose is to advance the use of sound risk principles in the financial services industry. RMA promotes an enterprise approach to risk management that focuses on credit risk, market risk, and operational risk.
Strategic Analytics
provides credit risk and capital management solutions to the world's leading consumer and mortgage lenders. Designed specifically for the unique challenges in retail credit modeling, our advanced software applications and professional services enable clients to build and manage more profitable and less volatile portfolios, enhance regulatory compliance, and increase shareholder value. Strategic Analytics helps clients to analyze over $2 trillion in retail loans worldwide. |
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