Credit is the largest source of risk for most banks and lenders, and the margin between a healthy and an impaired portfolio is often the quality of decisions made at origination and the speed of response afterwards. Regulators expect forward-looking provisioning and strong governance, shareholders expect returns, and borrowers in volatile economies need structures that survive shocks. Senior practitioners must therefore combine sound financial analysis with modelling, legal awareness and commercial judgement.

This advanced programme builds on core lending skills. It starts with the credit risk framework and risk appetite, then moves into in-depth financial statement and cash flow analysis, including adjustments, projections and sensitivity cases. Participants study rating system design, scorecards, and the estimation of PD, LGD and EAD, followed by IFRS 9 stage allocation and expected credit loss, including the use of macroeconomic scenarios. The middle sessions address structuring of term loans, working capital, trade finance and project finance, collateral valuation, guarantees and covenant design. The closing days focus on portfolio concentration, stress testing, early warning, restructuring, recovery and credit governance.

The learning method is case-led. Participants analyse realistic borrowers, work with spreadsheets, defend their recommendations before a mock credit committee and leave with models and templates tailored to their institution.

By the end of the course, participants will be able to:

• Analyse corporate borrowers using cash flow, leverage, liquidity and sensitivity techniques.
• Assign and defend internal risk ratings using quantitative and qualitative factors.
• Estimate probability of default, loss given default and exposure at default.
• Apply IFRS 9 staging and calculate expected credit loss with forward-looking scenarios.
• Structure facilities with suitable tenor, security, covenants and pricing.
• Value collateral and assess the enforceability of guarantees and security.
• Measure portfolio concentration and run credit stress tests.
• Manage problem loans through early warning, restructuring and recovery.

The course is intended for experienced lending and risk professionals such as:

• Senior credit analysts and credit officers
• Credit risk and portfolio managers
• Corporate, commercial and SME relationship managers
• Credit committee members and heads of credit
• Recovery, collections and workout officers
• Internal auditors and risk-based reviewers of loan books
• Central bank and regulatory examiners
• Credit staff in microfinance banks, SACCOs and development finance institutions
• Investment officers in funds that lend to businesses

Participants leave with:

• A reusable credit analysis spreadsheet with cash flow projections and sensitivity cases.
• A rating grid they can adapt to their own borrower segments.
• A simple expected credit loss workbook following IFRS 9 stages.
• A covenant and security checklist for different facility types.
• A credit memorandum drafted and defended in a mock committee.
• A problem loan action plan with early warning triggers and workout options.

The week is analytical and discussion based, using:

• Full credit files covering manufacturing, trading, real estate and agribusiness borrowers
• Spreadsheet labs for projections, ratings and ECL
• Mock credit committees where participants defend recommendations
• Short briefings on regulatory and accounting developments
• Peer review of memoranda and problem loan plans

Participants who complete the case analyses and attend all sessions are issued a CPD-accredited Certificate of Completion by Vision Reach Global Consultancy.