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Credit Risk Management
1. Credit Analysis - A Library of 13 Courses
 
 
This course gives an introduction to the concept of credit risk and analysis.Topics covered include:
  • Stages in credit risk
  • Importance of credit analysis in credit risk
  • Principles of credit analysis
  • Seven C’s of credit analysis
  • Steps in credit analysis process
Duration: 1-1.5 hours
 
 
 
This course gives an introduction to the lending process followed by banks. It helps the user understand:
  • Various steps involved in loan appraisal
  • Components of a bank's lending policy
  • Loan Documentation
  • Loan Pricing and Profitability Analysis
  • Regulations related to lending
Duration: 1.5 - 2 hours
 
 
 
This course gives an introduction to the ratio analysis conducted by banks for verifying a company’s strength. It helps the user understand:
  • Various types of ratios including liquidity ratios, turnover ratios, profitability ratios, leverage ratios and market ratios.
  • Importance of these ratios
  • Comparative analysis
It also has a calculator for calculating various ratios from a Balance Sheet and P & L Account. Duration: 2 – 2.5 Hours
 
 
 
This course gives an introduction to cash flow analysis. It helps the user understand:
  • Statement of Cash Flows
  • Cash flow from operating, investing and financing activities
  • Direct and indirect method of preparing statement of cash flows
  • How to interpret cash flows for decision making
Duration: 2.5 – 3 hours
 
 
 
This course explains the importance of non-financial analysis in credit analysis. It deals with:
  • Economy, Industry and Company (EIC) framework
  • Models for non financial analysis
  • Case studies for analysis
Duration: 1.5 – 2 hours
 
 
 
Topics covered include:
  • Need for asset quality assessment
  • Quantitative and Qualitative Review of asset quality
  • Categories of asset classification
  • Special mention assets
  • Loan classification practices in various countries
Duration: 1.5 –2 hours
 
 
 
This course carries an analysis of various borrowing causes and sources of repayment by borrowers. It helps the user understand:
  • Asset conversion cycle
  • Borrowing causes related to operating cycle
  • Borrowing causes related to capital investment cycle
  • Repayment source analysis
Duration: 1.5 – 2 Hours
 
 
 
This course explains the impact of problem loans.It discusses:
  • Non-performing loans (NPLs)
  • Methods of resolving NPLs
  • How to prevent NPLs
Duration: 1.5 hours
 
 
 
 
This course introduces the concept of Consumer Installment Lending, which is widely used by lenders. It deals with:
  • Types and characteristics of consumer installment lending
  • Various types of Installment loans
  • Dealer Agreement, Recourse and Dealer Reserve
  • Common risks faced in consumer installment lending
Duration: 1-1.5 hours
 
 
 
 
 
This course introduces the concept of Floor plan lending which is a specialized revolving line of credit. The course deals with:
  • Characteristics of Floor Plan Lending
  • Methods of Floor Plan Lending
  • Risks Associated with Floor Plan Lending
Duration: 1-1.5 hours
 
 
 
 
 
This course introduces the concept of Accounts Receivable and Inventory Lending, which is a specialized area of commercial lending used by the lenders. The course deals with the:
  • Concept of Accounts Receivable and Inventory Based Lending
  • Risks faced in Accounts Receivable and Inventory Based Lending
Duration: 1-1.5 hours
 
 
 
 
 
This course introduces the concept of Participation Loan used at times of high risk. The course deals with:
  • The Concept of Loan participation
  • Need for Loan participation
  • Process of Loan participation
  • Risks faced in Loan participation
Duration: 2 hours
 
 
 
 
 
This course introduces the concept of Letter of Credit and Loan Commitments. The course deals with:
  • Concept of Letter of Credit (LC)
  • Types of Letter of Credit
  • Risks faced in Letter of Credit
  • Loan commitments, Un-funded lines of credit and their characteristics
  • Potential credit risk in loan commitments and un-funded lines of credit
Duration: 1.5 -2 hours
 
 
 
 
 
 
 
2. Credit Ratings - A Library of 3 Courses
 
 
This course explains the internal ratings systems followed by banks and financial institutions. It helps the user understand:
  • The architecture of internal rating systems
  • Operating design of rating systems
  • Uses of internal risk grades
Duration: 1.5 – 2 Hours
 
 
 
This course explains Basel Committee’s Internal Ratings-Based (IRB) approach. It discusses:
  • Overview to IRB approach
  • IRB framework for corporate exposure
  • IRB framework for other exposures
  • Implementation issues
Duration: 2-2.5 hours
 
 
 
This course discusses external credit rating and its importance for lenders. It discusses:
  • Well known credit rating agencies
  • Rating process
  • Credit scoring and its types
Duration: 1.5 hours
 
 
 
 
3. Counterparty Credit Risk - A Library of 9 Courses
 
 
This course gives an introduction to the futures and forward contracts and their difference. It explains:
  • Introduction to derivatives
  • Forward contracts and FRAs
  • Futures contracts
  • Margin concepts
  • Interest rate and currency swaps
Duration 2.5 - 3.0 hours
 
 
 
Topics covered include:
  • Basics of options
  • American and European options
  • Basic trading strategies involving options
  • Advanced trading strategies involving options
Duration: 2 - 2.5 hours
 
 
 
This course explains important elements of credit risk and methods to calculate it. It discusses:
  • Credit exposure and its classifications
  • Probability of default
  • Recovery rate and
  • Methods to measure them
Duration: 1.5 hours
 
 
 
This course gives explains how credit risk in different derivative products and how to measure it. It discusses credit risk in following instruments:
  • Swaps
  • Forward Rate Agreements
  • Options
Duration: 1.5 – 2 Hours
 
 
 
This course explains pre-settlement and settlement risk in a contract. It discusses:
  • Concept of pre-settlement risk
  • Concept of settlement risk
  • Methods to measure and mitigate these risks
Duration: 1.5 hours
 
 
 
This course gives an introduction to the concept of netting. It helps the user understand:
  • Various types of netting arrangements
  • Regulatory requirements for netting
  • Capital treatment of netting contracts
Duration: 1.5 – 2 Hours
 
 
 
This course explains the reason for credit extended by brokers and dealers and margin. It helps the user understand:
  • Margin account
  • Terminology used in margin account
  • Collateral requirements
  • Haircut
Duration: 2 – 2.5 hours
 
 
 
  • Applications of Monte Carlo Simulation approach for evaluating credit risk
  • Process of measuring Credit Exposure of derivative instruments using this approach
Duration: 1.5 – 2 Hours
 
 
 
This course analyses the following case studies related to derivatives credit risk:
  • Barings Bank’s fall
  • Metallgesellschaft
Duration: 1.5 – 2 Hours
 
 
 
 
 
 
 
 
4. Credit Risk Modeling - A LIbrary of 6 Courses
 
 
This course discusses the various approaches to credit risk modeling. It explains:
  • The applications and hurdles in credit risk models
  • The distribution of credit losses
  • Conditional Vs. Unconditional models
  • The approaches to credit risk aggregation
  • The correlation between credit events
Duration: 2 – 3 Hours
 
 
 
This course gives an introduction to CreditMetrics, the first available portfolio model for evaluating credit risk developed by JP Morgan. It discusses:
  • Introduction to CreditMetrics framework
  • Process followed to evaluate credit risk
  • Three powerful applications of CreditMetrics
Duration: 2 hours
 
 
 
This course gives an introduction to credit risk management framework introduced by Credit Suisse First Boston (CSFB). It discusses:
  • CreditRisk+ model and its components
  • Stages in CreditRisk+ modeling process
  • Applications of CreditRisk+
Duration: 1.5 hours
 
 
 
This course gives an introduction to credit risk model developed by KMV Corporation (after Moody's acquisition, it is called M-KMV). It helps the user understand:
  • KMV model
  • Distance-to-default
  • Expected default frequency
  • Advantages and weakness of KMV
Duration: 1.5- 2 hours
 
 
 
This course gives an introduction to the credit risk model namely ‘CreditPortfolioView’ developed by McKinsey. It discusses:
  • Methodology followed by CreditPortfolioView
  • Its default prediction model
  • Conditional transition matrix
Duration: 1.5 – 2 Hours
 
 
 
Topics covered include:
  • Portfolio theories
  • Traditional Vs. modern credit management approach
  • Credit risk management tools
  • Comparison of credit risk model
  • Credit derivatives and asset securitization
Duration: 1.5- 2 hours
 
 
 
5. Credit Derivatives - A Library of 23 Courses
 
 
This course familiarizes the user with:
  • Credit derivatives market
  • Basic instrument types of credit derivatives
  • Its main applications
  • Pricing and regulatory issues
 
 
 
This course is an introduction to the concept of credit risk, which is basic to the understanding of credit derivatives. It includes:
  • Basics of credit risk
  • Quantitative measurement techniques
  • Pricing of credit risk
  • Comparison of models for credit risk
  • Applications of Credit Derivatives
 
 
 
Topics covered include:
  • Rating process from the perspective of major rating agencies
  • Analysis of implications for credit derivatives
  • Analysis of risks involved
 
 
 
This course updates the user on the development of credit derivatives in emerging markets. It covers the following:
  • Status of credit derivatives market within emerging markets
  • Risks involved in emerging markets and how credit derivatives can alleviate them
  • A few credit derivative structures in an emerging market framework
 
 
 
This course gives a description of the classic structures of credit derivatives. It explains the following structures:
  • Credit Guarantees
  • Revolving Credit
  • Repos
  • Asset Swaps
 
 
 
Topics covered include:
  • Basic structure of total return swap agreements
  • Various applications of such instrument
  • Benefits to various parties
  • Issues affecting bank regulatory capital
  • Pricing related issues
 
 
 
This course provides an introduction to Credit Linked Notes. It helps the user understand:
  • Need, nature and types of Credit-linked Notes
  • Structures and advantages
  • Unique features of these structures
  • Variations possible from the basic structure
 
 
 
This course enables the user to understand:
  • Concept of repackaged notes
  • Comparison with other structures
  • Structures an designs
  • Various strategies adopted for repackaging
 
 
 
This course provides details of various credit portfolio securitization structures. It helps the user understand:
  • Nature and types of collateralized bond and loan obligations
  • Differences among them
  • Synthetic structures
  • Key areas of risk
  • Regulatory capital issues
 
 
 
This course discusses the following case studies for credit portfolio securitization structures:
  • Rose
  • Nations Bank Commercial Loan Master Trust
  • CORE
  • Glacier
  • Bistro
  • Eisberg Finance Ltd.
  • C Star
 
 
 
Topics covered include:
  • Main features of credit default swaps
  • Pricing issues
  • Various structure types
  • Uses, advantages and disadvantages
 
 
 
This course discusses various case studies related to credit default swaps. These include:
  • H.K Synthetic Deal
  • The Fourth Promise Securitization Programme
 
 
 
Topics covered include:
  • Basics of Credit Spread options
  • Credit Spread Puts
  • Credit Spread Calls
  • Credit Spread Collars
  • Credit Spread Forwards
 
 
 
This course discusses the application of credit derivatives for active management of bank loan portfolio. It helps the user understand:
  • Credit Portfolio Management through Credit Derivatives
  • Portfolio Credit Default Swaps
  • Synthetic Securitization
  • A case study – BISTRO (Broad Index Secured Trust Offering)
 
 
 
This course discusses various investment applications of credit derivatives. It covers the following:
  • Creating synthetic credit exposure resembling a corporate bond
  • Credit overlays and their use
  • Leverage in credit derivatives
  • Creating structures with desired risk profiles
 
 
 
This course discusses the applications of credit derivatives for corporates. It covers the following:
  • Existence of credit risk in corporate portfolio
  • Uses of credit derivatives as a tool for transferring credit risk
  • Present users of credit risk
 
 
 
This course describes in brief the techniques used for pricing credit derivatives. It helps the user understand:
  • Theoretical models for pricing credit derivatives
  • Pricing of default swaps
  • Asset swap approach
  • Pricing of credit spread options
 
 
 
This course discusses various risks involved in using credit derivatives like credit risk, reputation risk, liquidity risk, transaction risk, compliance risk, legal and regulatory risk, counterparty risk, and pricing risk. It also covers principles of risk management
 
 
 
This course discusses the issues related to documentation in credit derivatives. It covers the following:
  • ISDA and The Master Agreement
  • ISDA objectives and benefits of standard documentation
  • Definitions in line with ISDA Documentation
  • Applicability of Credit Definitions
 
 
 
This course details various regulations related to credit derivatives. It helps the user understand:
  • Regulations related to both funded and unfunded credit derivatives
  • Treatment of credit derivatives in the trading book
  • The New Capital Adequacy Framework
  • Variations in the treatment of specific issues in different jurisdictions
 
 
 
This course helps the user understand:
  • Evolving legal issues concerning credit derivatives
  • Applicability of some statutory laws to credit derivative transactions
  • How related legal aspects are dealt with in the U.S. and three European nations
 
 
 
This course gives an introduction to the general accounting principles for credit derivatives. It covers the following:
  • General principles of derivatives accounting under FAS 133
  • Accounting for Credit Derivatives using
    • Fair-Value Hedge Accounting, and
    • Cash Flow Hedge Accounting
  • Examples of Total Return Swaps and Credit Default Swaps
 
 
 
This course discusses the US federal income tax considerations of:
  • Total return swaps
  • Default swaps and
  • Credit-linked notes
  • Credit Spread Options
 
 
 
 
 
 
 
 
 

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