Credit Policy and Digital Lending Training Course

Participants can set product-level credit parameters consistent with target markets and risk appetite.

• Target-market definitions based on customer segments, income sources and repayment patterns
• Product risk parameters covering tenor, amount, pricing, security and repayment frequency
• Customer lifecycle strategy from acquisition through renewal, restructuring and exit
• Risk-return analysis using expected loss, operating cost and yield assumptions
• Concentration limits by geography, sector, employer, channel and product
• New-product approval gates before pilot, rollout and post-launch review

Participants can specify consistent borrower assessment and affordability requirements for lending decisions.

• Five Cs of credit applied to retail and SME borrower assessment
• Debt-service ratio calculations using verified income, obligations and proposed instalments
• Cash-flow analysis for SMEs using bank statements, turnover and operating expenses
• Income verification rules for salaried, self-employed and informal-economy applicants
• Affordability buffers for interest-rate changes, income volatility and seasonal trading
• Minimum documentation standards differentiated by product, amount and customer segment

Participants can define scorecard use, decision thresholds and manual-review controls in policy.

• Application scorecards separating acceptance, referral and decline decision bands
• Cut-off calibration using approval rates, bad rates and expected-loss targets
• Policy rules for thin-file applicants and incomplete credit-bureau information
• Champion-challenger testing governed through documented performance and approval criteria
• Manual underwriting referrals triggered by score, fraud or affordability indicators
• Reason-code requirements for adverse actions and customer communications

Participants can establish data, verification and credit-information controls supporting defensible decisions.

• Credit-bureau reports assessed for recency, disputes, inquiries and repayment behaviour
• Know-your-customer evidence matched against borrower identity and account ownership
• Data-quality controls for missing fields, duplicates, outliers and stale records
• Verification waterfalls balancing automated checks, documents and independent confirmation
• Alternative-data sources assessed for relevance, reliability, consent and bias
• Data retention schedules linked to applications, decisions, complaints and audits

Participants can set collateral and guarantee policy requirements appropriate to product risk.

• Collateral eligibility criteria by asset type, liquidity, ownership and enforceability
• Loan-to-value limits using prudent valuation and haircuts for market volatility
• Valuation standards covering independence, frequency, evidence and review thresholds
• Guarantee assessment including guarantor capacity, documentation and enforceability checks
• Security perfection requirements before disbursement, registration and document custody
• Collateral monitoring triggers for revaluation, insurance renewal and covenant breach

Participants can design approval matrices and exception controls that preserve independent challenge.

• Delegated authority matrices based on exposure, risk grade and product complexity
• Dual-control requirements for approvals, disbursements, amendments and limit increases
• Credit memorandum structure documenting analysis, recommendation, conditions and rationale
• Policy exceptions classified by severity, frequency, approver and remediation deadline
• Override registers capturing rejected scorecards, reasons and subsequent performance
• Escalation thresholds for repeated exceptions, authority breaches and control failures

Participants can specify conditions precedent and disbursement controls that prevent documentation gaps.

• Conditions precedent checked before disbursement using controlled completion checklists
• Loan agreements aligned with approved amount, term, pricing and covenants
• Account-validation controls preventing funds diversion and third-party payment fraud
• Maker-checker workflows for contract generation, document review and release
• Covenant tracking for financial reporting, insurance, collateral and information undertakings
• Post-disbursement file reviews sampling completeness, accuracy and approval compliance

Participants can establish portfolio monitoring indicators and escalation actions for emerging credit deterioration.

• Vintage analysis comparing delinquency curves across origination cohorts and channels
• Roll-rate analysis tracking migration between current, arrears and default buckets
• Early-warning indicators covering missed payments, utilisation, complaints and covenant breaches
• Concentration dashboards by product, geography, sector, score band and originator
• Portfolio segmentation separating performing, watchlist, forbearance and non-performing exposures
• Management information packs linking trends, root causes, actions and accountable owners

Participants can define proportionate collections, restructuring and recovery actions across delinquency stages.

• Collections segmentation using days past due, balance, risk score and contactability
• Contact strategies defining frequency, channel, tone and vulnerable-customer safeguards
• Forbearance criteria distinguishing temporary hardship from unsustainable repayment capacity
• Restructuring options covering term extension, payment reduction and interest concessions
• Promise-to-pay monitoring with broken-promise triggers and escalation rules
• Recovery referral criteria for legal action, debt sale and collateral enforcement

Participants can connect credit policy decisions and portfolio actions to IFRS 9 impairment governance.

• IFRS 9 staging criteria linked to significant increases in credit risk
• Default definitions aligned across risk policy, finance reporting and collections processes
• Probability-of-default inputs informed by scorecards, arrears and behavioural indicators
• Forward-looking scenarios incorporated into expected credit loss governance and overlays
• Forbearance treatment assessed for staging, cure periods and credit-impaired status
• Model-overlay approvals supported by evidence, challenge and documented rationale

Participants can map digital lending journeys and define policy controls at each decision point.

• Digital customer journeys mapped from onboarding through disbursement, servicing and closure
• Straight-through processing criteria defining automated approval and human-intervention points
• Consent capture for data collection, credit checks and marketing permissions
• Digital disclosures covering pricing, repayment schedule, fees and adverse decisions
• Customer authentication controls using device, biometric and knowledge-based evidence
• Drop-off analysis identifying friction, incomplete applications and potential conduct issues

Participants can establish governance requirements for automated underwriting models and decision engines.

• Model inventory records covering purpose, owner, inputs, outputs and limitations
• Validation standards testing discrimination, calibration, stability and implementation accuracy
• Bias testing across protected characteristics, proxy variables and decision outcomes
• Explainability requirements for score outputs, reason codes and adverse actions
• Change-control procedures for model updates, rule changes and vendor releases
• Human oversight triggers for borderline cases, anomalies and model exceptions

Participants can incorporate fraud, cybersecurity and supplier controls into digital lending policy.

• Fraud typologies covering synthetic identity, account takeover and application manipulation
• Device fingerprinting and velocity checks configured within fraud decision rules
• Transaction monitoring triggers for unusual disbursement destinations and rapid withdrawals
• Cybersecurity requirements for encryption, access management, logging and incident response
• Third-party due diligence covering cloud providers, data processors and decision vendors
• Service-level agreements specifying uptime, security incidents, audit rights and exit

Participants can embed customer-treatment, complaint and regulatory evidence requirements into lending policy.

• Fair-treatment principles applied to product design, pricing and collections communications
• Vulnerable-customer identification procedures supporting tailored assistance and escalation
• Complaint taxonomy linking root causes to policy, process and system remediation
• Disclosure testing for clarity, prominence, timing and customer comprehension
• Regulatory examination files containing approvals, monitoring reports and issue closures
• Control testing plans assigning samples, evidence, frequency and accountable owners

Participants can conduct a structured policy review and prioritise remediation actions using evidence.

• Policy gap assessments comparing current requirements with risk appetite and controls
• Thematic file reviews testing underwriting quality, documentation and approval adherence
• Key risk indicators linked to thresholds, escalation routes and management actions
• Root-cause analysis using five whys and cause-and-effect diagrams
• Remediation plans specifying actions, owners, due dates and closure evidence
• Board reporting summarising policy performance, exceptions, breaches and decisions

Participants can build, review and present a complete credit policy and digital lending governance pack for approval.

• Credit policy scope, objectives, definitions and governance provisions drafted coherently
• Risk appetite limits connected to product parameters and portfolio monitoring
• Underwriting standards covering affordability, scorecards, verification and collateral requirements
• Digital lending controls addressing consent, automation, explainability and fraud
• Exception, collections and IFRS 9 sections tested against case evidence
• Approval presentation defending policy choices, control priorities and remediation actions