Credit Risk Management


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