🏦 Part of our Banking & Financial Services Industry Training Series — browse all related courses →
About This Course
Effective credit portfolio management is one of the most critical competencies in modern banking and financial services. As credit markets grow more complex and regulatory expectations intensify, institutions must move beyond individual loan assessment toward a disciplined, portfolio-wide view of credit risk. Failure to do so exposes organisations to concentration risk, unexpected losses, and regulatory sanctions that can undermine financial stability.
This five-day programme offered by TrainingComplex provides a comprehensive and practical grounding in credit portfolio management. Participants will explore how to construct and maintain credit portfolios that balance return objectives with acceptable risk thresholds. The course covers the entire credit portfolio lifecycle — from origination strategy and risk appetite setting through to ongoing monitoring, stress testing, provisioning, and regulatory reporting.
Drawing on real-world case studies from African, Middle Eastern, and global banking markets, the training blends quantitative rigour with strategic insight. Participants will work with portfolio analytics tools, credit scoring models, and early-warning systems, gaining hands-on experience that they can apply immediately upon return to their institutions. The programme also addresses the evolving regulatory landscape, including Basel III and IFRS 9 implications for credit portfolios.
By the end of the course, participants will leave with a structured framework for managing their institution's credit portfolio more effectively, supported by practical templates, analytical tools, and a network of peers from across the region.
Who Should Attend
- Credit Risk Managers and Officers
- Portfolio Managers in commercial and development banks
- Loan Review and Credit Audit Officers
- Chief Risk Officers and Deputy CROs
- Treasury and Balance Sheet Management professionals
- Financial analysts involved in credit decisioning
- Regulatory compliance officers working in lending institutions
- Senior Relationship Managers responsible for large credit exposures
- Credit Policy and Strategy professionals
Learning Objectives
- Understand the principles and objectives of credit portfolio management within a financial institution
- Define and articulate risk appetite and credit portfolio strategy aligned to organisational goals
- Apply quantitative and qualitative techniques to measure credit risk at the portfolio level
- Identify and manage concentration risk across sectors, geographies, and borrower segments
- Utilise credit rating models, probability of default frameworks, and loss given default estimates
- Conduct portfolio stress testing and scenario analysis to assess resilience under adverse conditions
- Apply IFRS 9 expected credit loss methodology to provisioning and reporting
- Design and implement early-warning systems and portfolio monitoring dashboards
- Interpret regulatory requirements under Basel III and their impact on portfolio composition and capital
- Formulate portfolio rebalancing strategies and credit risk mitigation techniques
- Communicate credit portfolio performance and risk findings to senior management and boards
Course Modules
Module 1: Foundations of Credit Portfolio Management
- The evolution from transaction-level to portfolio-level credit management
- Key objectives of credit portfolio management in banking institutions
- Credit portfolio stakeholders: risk, finance, treasury, and business lines
- Difference between credit origination and portfolio management roles
- Overview of the credit portfolio management lifecycle
- Linking portfolio strategy to institutional financial performance
Module 2: Risk Appetite and Credit Portfolio Strategy
- Defining and articulating institutional risk appetite for credit
- Translating risk appetite into portfolio limits and credit policy
- Setting sector, geography, and single-obligor concentration limits
- Aligning credit growth targets with capital and liquidity constraints
- Role of the board and senior management in approving portfolio strategy
- Reviewing and updating risk appetite in response to market changes
Module 3: Credit Risk Measurement at the Portfolio Level
- Key credit risk metrics: PD, LGD, EAD, and Expected Loss
- Unexpected loss and economic capital allocation concepts
- Portfolio correlation and its impact on diversification benefits
- Credit Value at Risk (CVaR) and its application in portfolio management
- Internal rating systems and their use in portfolio segmentation
- Limitations of quantitative credit risk models and compensating controls
Module 4: Concentration Risk Identification and Management
- Types of concentration risk: single name, sector, geographic, and product
- Regulatory and internal thresholds for managing concentration
- Herfindahl-Hirschman Index and other concentration measurement tools
- Portfolio heat maps for visualising concentration exposures
- Strategies for reducing concentration: syndication, sale, and hedging
- Case study: sector concentration and its role in systemic banking stress
Module 5: Credit Rating Models and Obligor Segmentation
- Internal credit rating methodologies for corporate and retail exposures
- Scorecard development and validation principles
- Segmenting the portfolio by risk grade and monitoring frequency
- Migration analysis: tracking rating upgrades and downgrades over time
- Challenging and overriding model outputs responsibly
- Using external ratings as benchmarks and supplements to internal models
Module 6: IFRS 9 and Expected Credit Loss Provisioning
- Overview of IFRS 9 and its three-stage impairment model
- Significant increase in credit risk: criteria and triggers
- Forward-looking information in ECL calculations
- Lifetime versus 12-month ECL: when to apply each stage
- Governance and documentation requirements for IFRS 9 compliance
- Impact of IFRS 9 provisioning on capital ratios and portfolio strategy
Module 7: Stress Testing and Scenario Analysis
- Purpose and regulatory expectations of credit stress testing
- Designing macro-economic stress scenarios relevant to portfolio exposures
- Sensitivity analysis versus full scenario stress testing
- Applying stress results to capital adequacy assessment
- Reverse stress testing: identifying vulnerabilities before they materialise
- Communicating stress test results to senior management and regulators
Module 8: Early Warning Systems and Portfolio Monitoring
- Building a portfolio monitoring framework with tiered alert levels
- Quantitative and qualitative early warning indicators by segment
- Designing credit portfolio dashboards and management information reports
- Watch list management: criteria, escalation, and resolution protocols
- Using covenant tracking and behavioural data as early warning signals
- Frequency and depth of portfolio review: best practices across institution types
Module 9: Basel III and Regulatory Capital for Credit Portfolios
- Basel III credit risk capital requirements: Standardised and IRB approaches
- Credit risk-weighted assets and their computation
- Capital conservation buffer and its effect on lending capacity
- Large exposure rules and their alignment with concentration risk limits
- Pillar 2 and ICAAP implications for credit portfolio management
- Preparing for regulatory examination of the credit portfolio function
Module 10: Portfolio Optimisation, Rebalancing, and Credit Risk Mitigation
- Techniques for rebalancing the portfolio toward target risk-return profiles
- Credit risk transfer instruments: loan sales, participations, and securitisation
- Credit derivatives: credit default swaps and total return swaps
- Collateral management and its role in reducing portfolio loss severity
- Portfolio return metrics: risk-adjusted return on capital (RAROC)
- Developing a portfolio action plan and presenting it to decision-makers
Requirements & Prerequisites
Participants should have a working background in banking, lending, or financial services, with at least two years of experience in credit analysis, loan management, or risk functions. A basic familiarity with financial statements, credit appraisal concepts, and risk terminology is expected. No advanced quantitative or statistical background is required, though comfort with numerical data and spreadsheets will be beneficial.
Training Methodology
- Structured case studies drawn from real non-performing loan crises and portfolio turnaround scenarios in African and global banking markets
- Portfolio analytics workshops using pre-built Excel-based credit risk models, where participants input real-style data and interpret results
- Group stress-testing exercises in which teams apply shock scenarios to a simulated bank credit portfolio and present their findings
- Facilitated peer discussions on credit policy design, risk appetite statements, and concentration limits from participants' own institutions
- Role-play exercises simulating credit committee presentations where participants defend portfolio recommendations under scrutiny
- Review and annotation of actual regulatory guidance documents including Basel III capital requirements and IFRS 9 provisioning standards
- Personal action-planning sessions where each participant maps course tools and frameworks to their institutional context before departure
Organisational Benefits
- Stronger institutional risk culture anchored in portfolio-level credit thinking
- Reduction in non-performing loans through proactive concentration risk management
- Improved alignment between credit origination strategy and institutional risk appetite
- More accurate provisioning and capital planning through IFRS 9 and Basel-compliant approaches
- Enhanced early-warning capabilities leading to earlier intervention and lower credit losses
- Better-informed credit policy decisions supported by robust portfolio analytics
- Increased regulatory confidence and smoother examination outcomes
- Higher risk-adjusted returns through strategic portfolio optimisation and rebalancing
- Strengthened board and senior management reporting on credit portfolio health
Where Is Credit Portfolio Management Training Offered?
This course runs in-person across: Kampala, Nairobi, Cape Town, Nakuru, Dubai, Pretoria, Kisumu, Arusha, Johannesburg, Naivasha, Abuja, Addis Ababa, Mombasa, Kigali, Accra, Dar es Salaam, Lagos, Riyadh, Zanzibar, plus Live Virtual (online) cohorts. Browse live dates for your city below.
Upcoming Schedules
| Location | Format | Dates | Price |
|---|
| Kampala, Uganda |
In-Person |
5 Oct 2026 – 9 Oct 2026 |
USD 1,900 |
| Nairobi, Kenya |
In-Person |
5 Oct 2026 – 9 Oct 2026 |
KES 105,000 |
| Cape Town, South Africa |
In-Person |
5 Oct 2026 – 9 Oct 2026 |
USD 3,800 |
| Nakuru, Kenya |
In-Person |
12 Oct 2026 – 16 Oct 2026 |
KES 115,000 |
| Dubai, United Arab Emirates |
In-Person |
12 Oct 2026 – 16 Oct 2026 |
USD 4,100 |
| Pretoria, South Africa |
In-Person |
19 Oct 2026 – 23 Oct 2026 |
USD 3,300 |
| Live Virtual |
Online |
19 Oct 2026 – 23 Oct 2026 |
KES 80,000 |
| Kisumu, Kenya |
In-Person |
19 Oct 2026 – 23 Oct 2026 |
KES 120,000 |
| Arusha, Tanzania |
In-Person |
19 Oct 2026 – 23 Oct 2026 |
USD 2,100 |
| Johannesburg, South Africa |
In-Person |
19 Oct 2026 – 23 Oct 2026 |
USD 3,500 |
| Naivasha, Kenya |
In-Person |
19 Oct 2026 – 23 Oct 2026 |
KES 115,000 |
| Abuja, Nigeria |
In-Person |
19 Oct 2026 – 23 Oct 2026 |
USD 2,800 |
| Addis Ababa, Ethiopia |
In-Person |
19 Oct 2026 – 23 Oct 2026 |
USD 2,400 |
| Live Virtual |
Online |
24 Oct 2026 – 15 Nov 2026 |
KES 80,000 |
| Mombasa, Kenya |
In-Person |
26 Oct 2026 – 30 Oct 2026 |
KES 120,000 |
+237 more dates — view live schedule →
Frequently Asked Questions
Who is this course designed for?
This course is designed for mid-to-senior professionals working in credit risk, loan management, portfolio analysis, or risk governance within banks, development finance institutions, or financial regulatory bodies. It is particularly suited to those who have moved or are transitioning from individual credit assessment to portfolio-level responsibilities.
Do I need advanced mathematical skills to benefit from this course?
No advanced mathematical background is required. The course uses accessible analytical frameworks and pre-built Excel tools that allow participants to engage with quantitative concepts practically. A general comfort with numbers and financial data is sufficient.
Will participants receive a certificate upon completion?
Yes. All participants who attend and complete the full five-day programme will receive a Certificate of Completion from TrainingComplex, which can be used for professional development records and continuing education requirements.
How does the course address different regulatory environments across Africa and the Middle East?
The programme covers the internationally applicable Basel III and IFRS 9 frameworks, which underpin regulation across virtually all the markets served by TrainingComplex. Country-specific variations are discussed during facilitated sessions, and participants are encouraged to share and compare their local regulatory context with peers.
Can this course be delivered in-house for an entire credit or risk team?
Yes. TrainingComplex offers customised in-house delivery of this programme for institutions that wish to train their entire credit, risk, or lending team together. In-house delivery can be tailored to the institution's specific portfolio composition, systems, and regulatory context. Please contact TrainingComplex directly for a customised proposal.
