Credit Risk for Banks
House of Training · ATTF · 2026 edition

Credit Risk for Banks

Every module is a short slide deck: use the arrow keys, swipe on a phone, or press M for the slide menu. Real cases with sourced figures, emerging risks, country profiles and quizzes.

5
Real cases
5
Emerging risks
2
Quizzes
Cases

Real cases, real numbers

Climate · physical risk New

PG&E: the first climate-change bankruptcy?

California wildfires, strict liability and a $30bn hole: how a physical climate event became a default, and who recovered what.

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Private credit New

First Brands & Tricolor: the 2025 wake-up call

Receivables finance, double-pledged collateral and banks' hidden exposure to non-banks: the "cockroaches" of 2025.

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Sovereign · AI debt New

States vs. AI: the fight for the world's savings

Record government deficits meet a record AI debt wave. Who gets funded, at what price, and what it means for credit portfolios.

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Climate · transition risk

The European car industry and the EV shift

VW, the Tier-1 supplier cliff and residual-value risk in car loans and ABS: transition risk turned into credit metrics.

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Demographics

Aomori Michinoku Bank: banking on a shrinking map

Depopulation and ageing in northern Japan: deposits, SME succession risk and a regional bank's survival playbook.

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Core curriculum

The origins of credit: a Babylonian tale Slides
Credit, interest, collateral, default, loss and debt discharge, told through Hammurabi's Code.
Regulatory capital: the story & the science Slides
Why capital exists, the Basel story across major markets, capital vs. provisions.
Counterparty credit risk: default & CVA Slides
Exposure, the default charge and CVA through the simplified and basic (BA-CVA) approaches.
The illusion of security Slides
When collateral is not enough: multiple pledging, asset stripping and the real LGD.
Europe's new insolvency paradigm Slides
Personal insolvency frameworks: everybody deserves a second chance.
Significant Risk Transfer SlidesRebuilt
How banks buy protection on loan portfolios to release capital, explained step by step with real deals and figures.
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Emerging risks

The private credit leviathan Slides
Regulatory arbitrage, covenant-lite, the LGD paradox and the systemic migration of risk.
AI in credit modelling Slides
Black-box models, bias, explainability and the EU AI Act.
Geopolitical risk: the weaponisation of trade Slides
Sanctions, supply-chain shocks and trade wars as credit drivers.
Cyber risk: the invisible credit shock Slides
Data breaches, ransomware and their path to PD and LGD.
Crypto & DeFi lending Slides
Over-collateralisation, oracles and liquidation cascades: credit risk transformed, not removed.
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Country profiles

Minimum capital requirements: global map Map
Interactive map of minimum bank capital ratios across 20+ jurisdictions.
Ukraine: NBU vs CRR III Slides
The National Bank of Ukraine's capital framework compared with the EU.
Moldova vs EU Slides
Banking regulation and capital requirements converging towards Europe.
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Quizzes

Bonds & credit risk Quiz
Knowledge check on fixed income, spreads and duration.
Final quiz: test your knowledge Quiz
Comprehensive assessment across all modules.

Teaching material for the Credit Risk for Banks course (House of Training certification). Content is informative and not investment or regulatory advice.