This is a two-day course which investigates bad debt and profitability modelling principles. The objectives of the course are to demonstrate and explain: - The techniques available for modelling bad debt including the use of vintage analysis, net roll rate models and Markov chain models - How these models dovetail with Basel II requirements - The issues surrounding the development of profitability models - Pros and cons of different modelling options Key input and outputs for cut-off setting profitability models, and - - The options and next steps in building these models Who Should Attend? - Financial service professionals involved in credit risk management, credit marketing and finance, particularly those involved in modelling work for Basel II.