The course is structured in six modules, with each module catering to a separate risk domain.
Introduction
* About the course
* Brief Objectives
* Relevance
Module 1: Principles of Risk Management:
* Introduction to Credit Risk Management:
* Classification of Credit Risk – Credit Spreads
* Credit Risk assessment tools
* Types and mitigants of Concentration and Transaction Risk Management
* Micro & Macro Business environment
Module 2: Basel Accords and its implications; Credit Risk Loss Distribution;
* Credit Risk Models Basel I/II/III/IV Guidelines
* Approaches of Credit Risk
* PD, LGD, EAD, CEL
* External Ratings
* Credit Scoring and Retail Credit Risk Management
* Credit Derivatives
Module 3: Credit process, credit selection
* Credit Analysts Skills/Role
* Credit risk in selection of borrower
Character, Capacity, Collateral, Capital and Condition ***
Counter Party Credit Risk. ***
Module 4: * * Application of Credit Risk Measurement: Reading financial Statement and Economics of Credit __**
* Basic Accounting Principles and Concepts
* Accounting Standards
* Financial Statement Analysis, Profit and Loss account / Balance Sheet
Module 5: Credit Risk management – Mitigation tools
* Financial Assessment Tools
* Trend Analysis
* Ratio Analysis
* Cash Flow Statement
* Fund Flow Statement
Module 6: Strategic credit decision making, management of Credit Portfolio and Credit Rating System
* Selection of Collateral
* Negotiation for Covenants
* Spread Risk, Portfolio Credit Risk, Structured Credit Risk
* Various Credit Risk Models,
Risk Adjusted Return on Capital & Return on Risk Weighted Assets ***
Capital Asset Pricing Model (CAPM), Weighted Average Cost of Capital
