This intensive program provides a step by step, systematic and practical approach to credit analysis and credit applications.
The methodology is repeatedly applied to companies operating in a range of different industries. The focus is on cash flow analysis and the identification of critical success factors. The impact of Basel II is covered through the assignment of internal and external credit ratings and the calculation of capital requirements and returns according to the Advanced IRB Approach.
The program content can be adapted to suit specific requirements and include for example:
- Case studies based on preferred industries or markets
- An introduction to rating agencies methodologies
- An introduction to Credit Models: KMV Moody’s, CreditRisk+ etc
Duration – Five days (Contents can be structured to fit 3 days)
Target Group
Any employee involved in credit risk decisions, deal transactions and credit analysis How you will benefit by attending this program You will develop:
- A sound understanding of credit risk, focusing on:
- The nature and importance of credit risk as the largest source of bank losses
- The main causes of credit losses and what sound credit risk management entails – best practices of credit management
- Capital requirements-the regulatory framework of Basel I and Basel II.
- The pricing of transactions – why it is a credit risk issue and how it relates to capital requirements and Returns on Equity (ROE)
- The credit risk inherent in the main corporate banking exposures and products, including understanding the mechanics of the products themselves.
- The ability to understand the borrower’s business and assess its ability to liquidate the bank’s exposure.