Behavioural Scoring and Portfolio Management

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Register interest

 

 

 

 Week 1:

Module 1

Portfolio Metrics:

·         Measures of portfolio performance

·         Problems with tracking profit

·         Dynamic delinquency

·         The portfolio effects and how to spot them

Module 2

Behavioural Scoring:

·        Credit scoring vs behavioural scoring

·        Requirements and issues

·        Types of scorecard

·        How many do I need - using CHAID?

·        Scorecard examples

Week 2:

Module 3

Portfolio Strategy Design:

·        The principles of strategy design

·        Bad strategies

·        Example strategies

·        Avoiding strategy overlaps

Module 4

Tracking Portfolio Strategies:

·         How to track behavioural strategies

·         Champion / Challenger testing

·         Review and interpret tracking reports

·         Scorecard vs. strategy performance

·         Using alternative metrics

Week 3:

Module 5

Analysing portfolio causes:

·         Expected vs. Observed

·         Analysis of variance

·         Statistical confidence of results

·         Other problem solving techniques

·         Visual identification of problems

Module 6

Forecasting portfolio quality:

.         Using roll rates

.         Using dynamic delinquency

·         Using regression

·         Stress testing

Week 4:

Module 7

Portfolio Profit Modelling

·         An example profit model

·         Predicting profit Vs. risk

·         Combining behavioural models

Module 8

Recessions and Portfolios:

·         The impact of a recession

·         Portfolios in the last recession

·         Dynamic delinquency - the recession effect

·         The problem of over-indebtedness

·         Case study

 

  

This is the distance learning equivalent of our standard course.

Each week, at the start of the week we will send delegates the material. Questions will be addressed via email during the week. At the end of the week there will be an exercise to complete. The delegates will need to pass the exercises (achieve 80%) to pass the course.

Price: £399 plus VAT