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Executive Development Programme in Applied Credit Risk Analytics – IIM Kashipur
Credit Risk quantification has emerged as a very important component to a firm’s financial well- being. This course provides training on the usage of tools used in quantification of credit risk and problems related to credit risk management. The course is full of hands-on and implementation of tools and techniques using data. The course will provide the practitioner’s perspective in measuring various dimensions of credit risk. It attempts to strike a balance between institutional details, theoretical foundations, and practical applications. The course will extensively make use of MS Excel mainly and for some models R will be used.
- Understand the basic statistics required in credit risk analysis.
- Understand the credit scoring approaches used in practice for different firms.
- Understand the implementation of Credit Metrics approach to estimate the VaR of the non- tradable loan portfolio.
- Understand the models to estimate probability of default for credit profile evaluation of a firm.
- Understand the models to estimate loss given default (LGD), exposure at default (EAD) and expected credit loss.
Understand the management of credit risk based on Credit Derivatives
What You Get?
CERTIFICATION FROM IIM KASHIPUR
Opportunity to earn certificate of Completion from Indian Institute of Management Kashipur.
SENIOR FACULTY PANEL
You get to learn from some of the best faculties and experts who, by bringing their prospects into the mix, help learners grow.
Real life case-based study pedagogy to enhance implementation of theoretical concepts to real life problems.
ON CAMPUS LEARNING
Exposure to passionate, likeminded people from a variety of backgrounds can be a great learning experience in itself. In addition, networking with peers can be useful for future employment.
Opportunity to learn best practices from Industry leaders.
INSIGHTS INTO APPLIED CREDIT RISK ANALYTICS
This course is full of hands-on exercises to get an in-depth understanding of advanced techniques that can help the participant to solve complex of risk analytics in an easy and structured way.
Who Should Attend
KPO’s and financial institutions
Jr. & Sr. level executives from Banks
- Exploratory Analysis
- Empirical Distribution
- Location measures
- Dispersion measures
- Third and fourth moments
- Joint empirical distribution
- Correlation, Sampling
- Hypothesis testing
- Descriptive statistics.
- Logit Model for Loan Default Analysis (both individual and corporate loan)
- Decision Tree for Loan Default Analysis
- Altman Z Score (For Manufacturing Firm)
- Credit Scoring Models for Private Firm
- Non-Manufacturing Firm and Indian Firms
- Behavioral Scoring
- Credit VaR for Non-Tradable loans
- Credit Ratings and Rating Transition Matrices
- Linear model
- Complementary log-log model
PIT (Point-in-Time) and TTC (Through-the cycle) estimates
- LGD Estimation: Key concepts in default handling: clients, default,
- Collateral and exposure; Non performing loans management
- LGD model methodologies; Application: uses of LGD
- Exposure at Default: Regulatory perspective on EAD, EAD
- Modelling: Credit Line Models.
- Expected and unexpected credit loss.
For Indian Residents
INR 60,000 + GST*
For International Students
Campus visit will be over and above of program fee.
INR 20,000 + GST* Payment Deadline: On Selection
USD 500 Payment Deadline: On Selection
INR 20,000 + GST* Payment Deadline: 10/06/2019
USD 500 Payment Deadline: 10/06/2019
INR 20,000 + GST* Payment Deadline: 20/07/2019
USD 500 Payment Deadline: 20/07/2019
30th June 2019
Easy EMI and Loan Facility Available