Count Every Second Until the Event

2022-11-07 8:30

Course Overview

Credit Departments within banks have become increasingly complex driven by the demands of regulation and business practices. This level of increase in sophistication has accelerated in recent years as many banks have developed credit departments with ever increasing responsibilities. 

There has been an increased use of modelling credit risk as a result of the implementation of IFRS9 and also the developments in the global credit markets. The Credit Risk - Revised Capital Rules & Impact of Covid-19 Masterclass will take you through the key modelling techniques that are applied and highlighted to meet the demands of regulations. The crisis of 2020/2021 has resulted in the assessment of both corporate and retail customers becoming increasingly complex. The challenge is to move to a forward-looking model which properly assesses the key elements of credit risk. This will be considered throughout this course.

Why join the event

Key takeaways of the program

An understanding of the impact of the current crisis on credit risk modeling and assessment.

An appreciation of the key issues relating to credit models and how they can be resolved.

An understanding of the changing capital requirement and what this means for risk management and governance.

To enable attendees to appreciate the key issues relating to the modelling of credit risk and it’s role within the credit approval process.

To ensure the attendees understand what the main techniques currently employed and key approaches to this developing subject.

Using a series of practical case studies, participants will be taken through the key approaches and will learn lessons to be applied within their own organisations.

An understanding of the key challenges within credit risk emanating from the current crisis.

To appreciate how the rules are changing and the impact that this will have.

Who Should Attend

An event precisely for you

Risk Professionals
Risk Professionals
Internal Auditors
Internal Auditors
Anyone with an interest in Credit Risk Modelling
Anyone with an interest in Credit Risk Modelling

The speaker

Meet your trainer

Dr. Haughton is an international recognized quantitative financial risk expert, industry consultant and senior research fellow specializing in computational finance for more than 30 years.

Following completion of this PhD in Mathematical Computer Science (1989), he has held a series of senior positions in risk and capital markets within large financial institutions including those related to mathematical modelling (Lloyd’s Register), model validation ( JP Morgan Chase), which lead to global directorships at Deutsche Bank (money markets and derivatives risk), Merrill Lynch (establishing the quantitative credit risk function), and at Dresdner Bank AG (mathematical methods and software implementation, pricing derivatives and structured products).

A career shift resulted in taking on the role of Chief Risk Officer and co-Head of Treasury at a Building Society while serving as an Adjunct Professor of Finance at the University of Technology, Kingston.

He subsequently took on the role as Quantitative and Economic Advisor to the Commonwealth Secretariat, UK (2015-2018).

His most recent work in the field of sustainable development has enhanced awareness as to how sovereign contingent liabilities and financing for development can be better achieved. He has provided policy advice to sovereign states globally related to sovereign wealth funds, infrastructure development, debt and capital management and project financing.

Dr Haughton’s advisory services and research extends to that of leadership, corporate governance, diversity and inclusion. In this respect he has developed a framework for achieving inclusive leadership primarily in financial institutions.

He has published widely across a number of subject areas including the recent The Woken Leader (2020).

Dr Haughton holds advanced degrees including a PhD in Mathematical Computer Science (Wolverhampton University) an MBA in Financial Strategy from Oxford University Said Business School, and a Master’s degree in Mathematical Finance (University of York, with distinction).

His professional qualifications include Chartered Asset Manager (AAM), Chartered Portfolio Manager (AAM), Chartered Risk analyst (AAM), Chartered Wealth Manager (AAM) and Certified Treasury Professional (AFP).

For more than six years, Dr Haughton has been a visiting senior research fellow at King’s College London specializing in computational finance where he is responsible for the coordination of the core module of the MSc in Computational Finance and teaching industry leaders within financial institutions.

Dr. Howard P. Haughton

Dr. Howard P. Haughton

Quantitative Financial Risk Expert & Senior Lecturer
King's College - London

The Curriculum

What you’ll get from this exclusive event

Fresh Content

Knowledge is only useful when it is relevant. This event is based on the latest research, best practices and industry information. As a result, we close events with a strong knowledge base that helps achieve same-day results.


Meet and collaborate with like-minded professionals across the globe. Grow your professional network, exchange ideas, and learn more about the industry with your own peers, together.


Experience comes with practice, and this event will guide you on the right path in becoming a well renowned expert in your field. You will learn through a combination of lecture-based content, real-life case studies, and a more hands-on experience.

Q&A Session

By joining this class, you will be given the opportunity to constantly engage with your peers and raise your concerns, questions, or doubts you may have pertaining to the subject. And, receive well-founded, well-thought-out answers to your every need by leading experts in the industry. 

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