Objective of the Program

The objective is to expose senior officers from banks and financial institutions to the attributes of credit risk management by covering topics like project and corporate credit risk, financial distress and credit risk models, SME credit risk, retail credit and score card model, expected credit loss and impairment recognition under Ind AS, and credit risk stress testing.

Broad coverage in the program

·           Corporate bankruptcy prediction 

·           Distressed debt and credit risk

·           Altman’s Z score models

·           SME credit risk

·           Retail credit risk and score card model

·           Project and corporate credit – issues and challenges in financing

·           Ind AS – Expected credit loss (ECL) and impairment recognition

·           Stress testing for credit risk – implications for Pillar 2 capital

Program Highlight

The lead speaker for this program would be Dr. Edward Altman, Professor of Finance, at the Stern School of Business, New York University. He is an expert on corporate bankruptcy, high yield bonds, distressed debt and credit risk analysis. He is the creator of the world famous Altman-Z-Score model for bankruptcy prediction of companies globally. Dr. Altman's primary areas of research include bankruptcy analysis and prediction, credit and lending policies, risk management and regulation in banking, corporate finance and capital markets.