Summary

Learning Outcomes 

• The participants understand the methods of enhancing enterprise value through proactive risk management and develop capabilities to formulate, Improve and appreciate the Market Risk Policies of the entity
• The participants will be familiar with the concepts, methods and models relating to the various forms of Market Risk and understand how Interest Rate Risk, Foreign Exchange Risk and Equity and Commodity Risk will impact the financial entity and the measures taken to manage them
• Get acquainted with the tools and models that are used in managing the various forms of market risk
  

Who should attend? 

• Executives and Policy Makers
• Head of Risk and Compliance functions
• Heads of Business functions including Treasury and Finance 
• Internal Audit
  

Day 1: 

Session 1

• Impact of Credit Risk- An Analysis
• Building blocks to manage credit risk
• Credit Risk Guidance and Governance
• Risk Appetite

Session 2

Credit Risk Assessment

• Credit Risk Rating
• Portfolio Credit Risk Assessment
  

Day 2: Duration – 4 hours

Session 3

Credit Risk Measurement

• Credit Risk Components/ Credit Risk Drivers
• Probability of Default [PD]
• Exposure at Default (EAD]

Session 4

Credit Risk Loss Measurement

• Expected Loss (EL)
• Unexpected Loss (UEL)
• Excel Exercise to compute EL and UEL

Session 5

Credit Risk Analysis and Management-Tools and Methods-I

• Credit Risk Concentration Assessment and Measurement 
• Excel Exercise to assess Credit Concentration Risk
  

Session 6

Credit Risk Analysis and Management-Tools and Methods-II

• Credit Risk Limits- Setting the limits for risk control
• Stress Testing – forward tool to manage credit risk 

Day 2

Session 7

Portfolio Risk Assessment and Monitoring 

Session 8

Holistic Approach to Credit Risk Management

• Impact of Credit Risk on Liquidity Risk, Leverage & Solvency Risk
• Liquidity Risk manifested by credit risk

Session 9

Credit Risk Approval and Monitoring- A Lead Approach 

• Credit Risk Approval based on Risk Components 

Session 10

Credit Risk Assessment and Monitoring - Cycle Based

• Business Cycles and challenging times
• Lead Risks across economic cycles 

Session 11

Model Credit Risk Management Framework

• An ideal process in managing credit and credit risk
  

Trainer Profile

Trainer is a seasoned Banker with 15+ years of experience in Credit Underwriting, Trade Finance and Project Fi-nance. His comprehensive credit experience spans Large, Mid-size, SME and MNC customers across industries. He has also been conducting training programs/ workshops for the last 9 years in the areas of credit risk, market risk, derivatives, quantitative finance and emerging technologies like Artificial Intelligence and Blockchains. He has worked as a guest/visiting faculty with Indian Institute of Banking & Finance (IIBF), Indian Institute of Management, Rohtak and College of Supervisors, Reserve Bank of India.

Training dates - March 11 - 12, 2026

Training fees - ₹ 18,000 + applicable taxes