Modules

• Analysis of financial and non financial parameters of the borrower & understanding the implication of various financial ratios in credit risk assessment
• Industry, management and business analysis of the borrower
• Cash flow vs. asset backed lending & understanding various credit rating models used for corporate credit risk analysis and the implementation challenges
• Using default and recovery data to evaluate an appropriate level of return from the borrower

Duration

2 Day Classroom

Faculty

Srinarayan Pareek is Chartered Accountant, Cost Accountant and Company Secretary with more than 20 years of experience in treasury and risk management domain. He has been associated with ICRA Management Consulting Services (a Moody's associate organization) wherein he has advised banking institutions and corporate houses in India and various countries in Middle East, South East Asia and African region on treasury and financial risk management under Basel and COSO framework. During his association with Reliance Industries Limited he has also designed various OTC derivative pricing models on fixed income and foreign exchange underlying

Who should Attend

This program has been designed for credit officers and credit risk managers from banks, mutual funds, credit rating agencies, wealth management and asset management companies to gain comprehensive understanding about financial analysis from P/L, balance sheet and cash flows including industry, management and business analysis of the investee company and implementation of credit rating models

Modules

• Internal credit scoring models
• Pricing models for credit derivatives and structured credit products
• Counterparty risk assessment models based on potential future expose at default
• Capital allocation models for credit risk or credit portfolio models

Duration

2 Day Classroom

Faculty

Srinarayan Pareek is Chartered Accountant, Cost Accountant and Company Secretary with more than 20 years of experience in treasury and risk management domain. He has been associated with ICRA Management Consulting Services (a Moody's associate organization) wherein he has advised banking institutions and corporate houses in India and various countries in Middle East, South East Asia and African region on treasury and financial risk management under Basel and COSO framework. During his association with Reliance Industries Limited he has also designed various OTC derivative pricing models on fixed income and foreign exchange underlying

Who should Attend

This program has been designed for Financial Risk Managers, Credit Managers, Financial Engineers, Financial Regulators, Auditors, Credit Portfolio Managers and Asset Managers from banks and other financial institutions to gain comprehensive understanding of credit rating models including credit scoring, capital allocation models or credit portfolio models and counterparty risk assessment models