Training

Training is a new and complementary service of OSIS and the sessions are conducted by Dr. Bernd Engelmann. The sessions can be tailored to meet your individual requirements.

All training includes extensive case studies to illustrate the formal concepts. Furthermore, mini-workshops are included in the training which draw on real-world data and utilize training software based on the OSIS LoanPilot™ model suite to increase the learning impact.
In recent years, Dr. Bernd Engelmann has held numerous training courses across Asia and Europe which can be split into three broad areas:

General Risk Management Training:

• Financial risk management and banking regulation (Basel II / Basel III)
• Credit risk management: Overview of risk measurement techniques, regulatory rules, and their impact on lending business
• Market risk management: Pricing models, hedging, and risk management
• Quantitative methods in risk management with practical applications

Specialized Credit Risk Management Training:

• Construction and validation of rating models and scorecards
• Estimation and validation of the Basel II risk parameters (PD, LGD, EAD)
• Credit portfolio management: Risk-adjusted pricing, performance measurement, and portfolio optimization
• Credit portfolio modeling and capital allocation
• Stress testing credit risk
• IFRS 9 loss allowance modeling and CECL

Implementation-Oriented Risk Management Training:

• Financial risk management using Excel and VBA
• Credit risk modeling using the open-source software package ‘R’
• Object-oriented programming in C++ with applications to risk management

For more information please e-mail info@os-is.com or contact Bernd directly at bernd.engelmann@os-is.com