Background: Credit risk models are gaining importance with increasing competition and global expansion because these models can help banks in reducing losses and improve overall performance. These models are designed to calculate the probability of default or rating downgrade, or both and the likely amount that can be recovered after the default event happens. There are structural models and reduced form models. There are unresolved issues and questions. It is in this background that this two day full time programme is designed by IFMR.
Objectives: This program is designed with the objective of exposing the participants to a variety of ways by which credit risk can be modeled, using structural and reduced form models, how to use equity and debt market data for credit risk modeling and development of credit risk metrics, integrating credit risk and market risk.
Target audience: Managers of credit from public sector banks, private sector banks, state finance corporations, regulators and other development finance institutions.
Date: FEB 7-8, 2008
Venue: IFMR Chennai
Fee: Rs. 15000
Course Co-ordinator: Prof. Raghu Sundaram
|
