Help participants understand and appreciate various dimensions of credit risk in banking and other financial sectors, enabling confidence in business decisions, as well as improving bottom lines and capital.
Enhance decision-making and facilitate resolution of challenges in initiatives and/or adapting credit risk management principles in the business environment.
Who should attend?
Executives and policy makers
Credit managers/ Risk management team
Business promotion managers
Internal audit managers
Project managers from credit, risk and IT
Course Content:-
Day 1
Risk Management Governance
• Impact of Credit Risk- An Analysis
• Building blocks to manage credit risk
• Credit Risk Guidance and Governance
• Risk Appetite
• Aligning credit risk to the credit risk appetite of the organisation
• Aligning to credit risk appetite - a Case Study
• Credit risk strategy and credit risk policy
Credit Risk Assessment
• Credit Risk Rating
• Portfolio Credit Risk Assessment
Credit Risk Measurement
• Credit Risk Components/ Credit Risk Drivers
• Probability of Default [PD]
• Exposure at Default (EAD]
• Loss Given Default [LGD]
Credit Risk Loss Measurement
• Expected Loss
• Unexpected Loss
Credit Risk Analysis and Management-Tools and Methods-I
• Credit Risk Concentration Assessment and Measurement
Day 2:
Credit Risk Analysis and Management-Tools and Methods-II
• Credit Risk Limits- Setting the limits for risk control
• Stress Testing - forward tool to manage credit risk
• Risk Based Pricing
Portfolio Risk Assessment and Monitoring
Holistic Approach to Credit Risk Management
• Impact of Credit Risk on Liquidity Risk, Leverage & Solvency Risk
• Liquidity Risk manifested by credit risk
• Leverage ratio-influence of credit risk
• Credit risk driving the Capital Adequacy & Solvency
Credit Risk Approval and Monitoring- A Lead Approach
• Credit Risk Approval based on Risk Components
• A Risk Based Credit Approval Model
Credit Risk Assessment and Monitoring - Cycle Based
• Business Cycles and challenging times
• Lead risks across economic cycles
• Risk assessment and monitoring during challenging times- A Model Based Approach
• Credit Risk Appetite and Policy in challenging times
Model Credit Risk Management Framework
• An ideal process in managing credit and credit risk
Trainer Profile:
Trainer is a seasoned banker with experience of more than 2 decades in credit and risk management and practical banking. He has rich experience in developing risk management policies, practices, tools and processes and has also implemented risk management including ORM framework & BCM and managing risk in banking in India and in multinational banks.
