Credit Risk Management
Objective
To efficiently manage credit risk and ensure compliance
Course Coverage
- Introduction
- Credit Risk Evolution, Basel 1 & II accords
- Basel II regulation and reporting
- Definition of Credit Risk
- Sources of Credit Risk
- Grading Models
- ICAAP, RBI Circulars
- Methods of managing credit risk – loan portfolio management, securitization, role of collaterals, cash flow monitoring, recovery management, etc.
- Risk Weights
- Treatment of bank exposures
- Calculation approaches
- Standardised Approach
- Internal Ratings Based approaches
- Collateral Treatment
- Hair cuts, Back Testing, Stress Testing
- Credit Modeling Concepts
- Credit Risk Mitigation
- Supervisory Review, Disclosures
Target Audience
- Officials in BFSI Industry working/ to be posted in the relevant desks
- Technical team in IT companies working in projects related to Payment Systems
Course Duration
2-3 days
Benefits to the organization
- Clear understanding of credit risk
- Various calculation approaches
- Risk Mitigation
- Better Risk Management
- Extensive domain knowledge