IIM Kashipur - IIM Kashipur Executive Development Programme in Applied Credit Risk Analytics
- Offered byNulearn
IIM Kashipur Executive Development Programme in Applied Credit Risk Analytics at Nulearn Overview
Duration | 4 months |
Total fee | ₹60,000 |
Mode of learning | Online |
Credential | Certificate |
IIM Kashipur Executive Development Programme in Applied Credit Risk Analytics at Nulearn Highlights
- Earn a certificate of completion from IIM Kashipur
- Gain an access to recorded sessions
- Final Assessment at Campus
IIM Kashipur Executive Development Programme in Applied Credit Risk Analytics at Nulearn Course details
- For Professionals who are looking to upgrade their career in Finance
- For Entrepreneurs/Finance Heads & Leaders, Coordinators and Team Members
- For Working professionals in an organization with an acumen and interest in Applied Credit Risk Analytics
- 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
- Learn about the newest trends and tools from India’s top-notch faculty and Industry Mentors
- The course will extensively make use of MS Excel mainly and for some models R will be used
IIM Kashipur Executive Development Programme in Applied Credit Risk Analytics at Nulearn Curriculum
Basics of Credit Risk
Exploratory Analysis
Empirical Distribution
Location Measures
Dispersion Measures
Third and Fourth Moments
Joint Empirical Distribution, Correlation
Sampling
Hypothesis Testing
Descriptive Statistics
Credit Scoring Models
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 Metrics
Credit VaR for Non-Tradable loans
Credit Ratings and Rating Transition Matrices
Probability of Default Models (Discrete Time Hazard Models)
Linear model
Probit
Logit
Complementary log-log model
PIT (Point-in-Time) and TTC (Through-the cycle) estimates
Probability of Default Models (Discrete Time Hazard Models)
Linear model
Probit
Logit
Complementary log-log model
PIT (Point-in-Time) and TTC (Through-the cycle) estimates
Probability of Default: Structural (Merton) Model of Default, Moody's KMV
Reduced Form Model for Probability of Default
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
Default correlation and Credit Portfolio risk
Bayesian Approach to Credit Risk modelling, Survival Analysis, Correlation estimation with Bayesian Statistics
Credit Derivatives: Credit Default Swap, Securitization
Low Default Portfolio
IFRS 9, Brief BASEL I, II and III from the perspective of Credit Risk, Regulatory and Economic capital (basic idea)
Other courses offered by Nulearn
Student Forum
Anything you would want to ask experts?
FinanceBankingRisk ManagementIIM Kashipur Executive Development Programme in Applied Credit Risk Analytics