Basel II Compliant Credit Scoring (IRB-based) System


This course gives an introduction to Basel II requirements for the advanced IRB approach. Topics of the course cover requirements for the internal rating development process, documentation quality, monitoring periodicity and completeness and also capital adequacy calculation.


8(4) hours



Who should attend:

Specialists of a credit risk and business areas that need to obtain knowledge about the Basel II compliant credit scoring system making process.

Learn how to

  • develop your internal ratings based on historical data
  • make your internal rating system Basel II compliant
  • monitor and improve your IRB system


This course requires no practical background. Attendees should know general principles of portfolio management and reserve capital management.

Course contents:

  • Basel II - goals and objectives
  • Credit Scoring System and Credit Risk Model Introduction
  • Minimal Capital Requirements Calculation
  • Internal Credit Risk Ratings
  • Monitoring and Documentation Requirements

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