This course introduces the concept of SMA Classification Accuracy within the Credit Monitoring & Portfolio Surveillance framework. It focuses on ensuring the accurate classification of Special Mention Accounts (SMA) to enable timely identification of emerging stress and appropriate risk categorization across the portfolio.
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 SMA classification accuracy from broader credit management processes, highlighting its specific role in strengthening early risk detection and maintaining classification discipline at the exposure level.
By the end of the course, participants will understand how to apply SMA classification accuracy in practice, particularly within Watchlist and Special Mention Account Management, 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.