Background:
The approach to Credit Risk Management has undergone a paradigm shift along with changing market dynamics, impacting the overall credit portfolio. Over the years, financial institutions have developed various measures & analytical tools to mitigate the credit risk in their portfolio and there has been a perceptible improvement in credit underwriting standards. The constant regulatory emphasis on credit risk management from identification methodology to measurement and eventual provision requirements has paved the way for improved credit risk management in Banks/FIs. As part of prudent Credit Risk Management, securitisation of assets is gaining ground for which the necessary regulatory guidelines are in place. The prolific growth in Retail lending has contributed substantially to the credit growth in recent times, which may lead to certain sectoral/portfolio risks. The advent of technology and digital lending has opened up a plethora of opportunities for lending, but also brought in new risks in a lender’s credit portfolio.
Objective:
This two day program seeks to provide an opportunity to the senior officials from Banks/FIs/NBFCs to enhance their understanding of the salient aspects of credit risk management and securitisation. It will also provide a platform for peer level discussion and interaction with stakeholders.
Program Highlights:
The Program will deal with the following:
- Regulatory Framework for Securitization of Assets
- Credit Risk & Expected Loss Provisioning
- Broad risks in Infrastructure Financing
- Risk Based Pricing and Return
- Managing Trade Finance Risk
- Early Warning Signals and Creative Accounting
- Credit Rating by External Agencies