Banking Professional Credit Risk & Operational Risk

Industry Endorsed Certificate in Credit Risk and Operational Risk Online Course

A complete video lecture on Industry Endorsed Certificate in Credit Risk and Operational Risk Online Course

Overview of Industry Endorsed Certificate in Credit Risk and Operational Risk Online Course

This course tells you how a risk manager involved with credit & operational risk, measures and monitors credit & operational risk for his division.

Table of contents

ChapterTopics
Introduction to Credit riskA discussion on the concept of credit risk management.

Credit risk management process:Identifying the risk,Measuring the riskManaging and mitigating risk

Measuring Credit RiskKey parameters that determine potential losses from credit risk.Probability of Default: Computing the probability of default with the help of 'Credit Spread', 'Credit Rating' and 'Transition Matrices'.

Exposure at Default: Classification of the exposure into 'Direct Exposure', 'Commitments', 'Variable Exposures'. Modeling credit losses, Concept of expected and un-expected losses, Joint probabilities of default.

Credit Risk Computation - Live IllustrationA comprehensive example to illustrate the computation of credit risk for a market portfolio using Credit Metrics methodology by J.P.Morgan

Credit risk computation challenges - Cumulative default probabilities, Transition matrices.

Credit Risk ManagementManaging credit risk through pricing and capital cushion.Concept of RAROCMitigation of credit risk - A discussion on how credit risk can be mitigated through various risk mitigating tools (such as - 'Netting Arrangements' , 'Collateral', 'Limits', 'Termination Rights', 'Guarantees', and 'Credit Derivatives').Evaluation and Approval of Credit Facilities: Steps involved (such as - 'Origination', 'Underwriting', 'Due Diligence', etc.)

Role of technology in measuring and managing credit risk management.

Credit Derivative ProductsTypes of Credit Derivative Products: Credit Default Swaps (CDS), Total Return Swaps, and their workflow.Structured products - Asset backed securities.

RBI norms for securitization exposures and re-securitization exposures.

Basel Guidelines - Global

A discussion on key credit facilities (such as - loan, trade liabilities, derivative instruments etc.), and guidelines for determining credit exposure for them.

Approaches for capital adequacy: 'Standardised' approach, 'Foundation Internal Ratings' approach, and 'Advanced Internal Ratings' approach. Variation in applicability of Basel norms across geographies.

RBI Guidelines for Basel Implementation

Capital adequacy norms: Concept of 'Tier I' and 'Tier II' capital and their components. Revised norms for risk weighing assets (such as - Domestic/ foreign sovereign debt, corporate exposures, etc.)Guidelines on Credit Risk Mitigation

Operational Risk
ChapterTopics
Introduction to Operational RiskLive Case: Societe Generale, a discussion on the importance of automated processes, internal controls culture and access control.

Operational risk management: Internal risk event tracking

Operational Risk ManagementRisk Control Self Assessment (RCSA): Steps in RCSA process (such as - identification of various risks, determination on various frequencies, etc.).

Operational risk computation: Steps involved in quantifying and aggregating risks, determining loss distribution, expected and unexpected loss.

Operational Risk: Compliance and TechnologyBasel guidelines for operational risk: Step by step illustration of the three approaches to determine regulatory capital for operational risk - Basic Indicator Approach, The Standardized Approach (TSA), Advanced Measurement Approach (AMA).

Operational Risk - process and technology:Key components

About faculty of Industry Endorsed Certificate in Credit Risk and Operational Risk Online Course

Promod Radhakrishnan
He joined ICICI from campus, and subsequently worked with CTS in the BFSI practice, before moving to Oracle as a Director of Sales with their Financial Services Consulting Practice in North East US. He is a certified Financial Risk Manager from GARP.

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