Certified Advanced Credit Risk Management Masterclass

Certified Advanced Credit Risk Management Masterclass

OVERVIEW

Credit risk remains the single largest risk faced by African banking institutions, and the environment in which it is managed is changing on two fronts simultaneously. On the regulatory front, supervisory expectations under Basel II/III credit risk frameworks and IFRS 9 Expected Credit Loss requirements continue to tighten, demanding more granular data, more defensible models, and more rigorous board and management oversight. On the technology front, artificial intelligence, machine learning, and alternative data sources are rapidly reshaping how banks score, monitor, and price credit risk creating both a significant opportunity and a significant capability gap for institutions that have not yet modernised their credit risk function.

African banks face a distinctive credit risk landscape. Corporate and SME portfolios are frequently concentrated in a narrow band of sectors exposed to commodity price cycles, currency volatility, and infrastructure constraints. Retail portfolios span sophisticated, formally banked urban customers alongside large thin-file and previously unbanked segments who are only now becoming credit-visible through mobile money, utility payment, and other alternative data sources. Legacy core banking systems, fragmented data architecture, and constrained in-house analytics capacity make it harder but also more valuable to build genuine data and AI-driven credit risk capability.

Banks that fail to modernise their credit risk management expose themselves to mispriced risk, unmanaged portfolio concentrations, escalating non-performing loans, regulatory censure, and an erosion of shareholder returns. Banks that combine strong credit fundamentals with AI-enabled scoring, portfolio monitoring, and risk-adjusted pricing are positioned to grow their books responsibly, price risk accurately, protect capital, and compete more effectively for quality clients across both retail and corporate segments.

The Dupleix Institute 5-Day Advanced Credit Risk Management Masterclass is a practitioner-focused, intensive training programme designed jointly for Retail Bankers and Corporate Bankers, together with the Credit Risk, Risk Management, Credit Committee, and Internal Audit professionals who support them. The programme builds participants’ capability across the full credit risk lifecycle from origination and assessment through portfolio monitoring, stress testing, and risk-adjusted pricing with artificial intelligence and data analytics techniques embedded into every stage rather than confined to a single module.

The defining feature of the programme is a live, continuous Credit Portfolio Simulation that runs across all five days. Participants are organised into syndicate teams, each managing a simulated retail-and-corporate credit portfolio through origination decisions, a macroeconomic stress event, an IFRS 9 ECL and capital impact assessment, and a full risk-adjusted repricing exercise culminating in a Day 5 portfolio performance presentation benchmarked against an optimal strategy. This transforms technical content into applied decision-making experience that participants can carry directly back into their own institutions.

All content is grounded in current regulatory developments and consistently contextualised to the African banking environment, the sectors, data constraints, customer segments, and supervisory landscapes that characterise banking across the continent. Case studies, exercises, and simulation data are drawn from realistic African banking scenarios to ensure direct relevance and immediate applicability.

REGISTRATION:

Investment:  R14 999 Excl VAT (Online course fees)
Investment:  R21 999 Excl VAT (Face-to-face course fees)

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