This course introduces the concept of Sensitivity Analysis Outputs within the Credit Monitoring & Portfolio Surveillance framework. It focuses on evaluating the results of sensitivity analysis to understand how changes in key variables impact credit exposures and overall portfolio risk.
Learners will explore key assessment dimensions such as control lapses, early warning signal identification, risk trend analysis, and proactive portfolio risk management, with an emphasis on independent validation and well-documented rationale. The course also distinguishes sensitivity analysis outputs from the broader credit approval process, highlighting its specific role in identifying vulnerabilities and assessing risk under varying conditions.
By the end of the course, participants will understand how to interpret and apply sensitivity analysis outputs in practice, particularly within Stress Testing and Scenario Analysis, including setting portfolio limits, governing exception criteria, driving strategic alignment across the Credit Monitoring & Portfolio Surveillance function, and guiding escalation to the credit committee where required.