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Executive Development Programme in Applied Credit Risk Analytics

COURSE DURATION

BATCH

DATE OF COMMENCEMENT

ONLINE SESSIONS & CAMPUS VISITS

50 Candidates

Course description

About the Course

Executive Certificate Program in Applied Credit Risk Analytics with IIM Kashipur India is a blended learning program of 3.5 months duration. 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.

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.

Key Highlights

CERTIFICATION FROM IIM KASHIPUR
CASE-BASED SESSION
INDIA’S TOP FACULTIES
CAMPUS VISITS
WEEKEND CLASS SCHEDULE
INSIGHTS INTO APPLIED CREDIT RISK ANALYTICS
SESSIONS FROM INDUSTRY EXPERTS

Course description

Who Should attend & Course Pedagogy

Professionals who are looking to upgrade their career in Finance.
Entrepreneurs/Finance Heads & Leaders, Coordinators and Team Members
Working professionals in an organization with an acumen and interest in Applied Credit Risk Analytics.

Eligibility

Graduation or equivalent degree from any recognized University or Institute
Working Professionals with a minimum of 2 years of experience
Corporate Nominated (graduation criteria maybe considered for exemption in cases where participants have some prior experience in the respective domain).
On case-to-case basis less experience can be considered.

Course Pedagogy

The form of delivery will be Blended (Campus, Self space and online), with 2 days workshop and a final examination should be conducted by the Institute at the end of the course. All the sessions will be conducted through the digital platform and delivered LIVE by the eminent faculty of IIM Kashipur.

Assessment

End-Term Exam	60%
Assignment	20%
Quizes	20%

Assignments, Videos & Case Studies

Curated Course Syllabus

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: 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)



Program Fees

For Indian Residents

Rs.60000 + GST*

Tenure

Deadline

Amount (INR)

1st instalment

Immediate Payment

Rs. 20000 + GST*

2nd Instalment

10 August 2019

Rs. 20000 + GST*

3rd Instalment

10 September 2019

Rs. 20000 + GST*

For International Students

USD 1400

Kindly Note : Campus visit will be over and above of program fee.
* EMI dates may vary on a case to case basis. For more information, please refer the welcome email sent to you after the registration.

* Loan option available in 6, 9 & 12 EMIs from loan partners.
* 1% + GST* processing fees will be charged by loan partner in 6/9/12 months EMI.

Course Certificate

Earn Certification After The Successful Completion Of The Course

Testimonials

Experience of our Alumni

Rakshit Pophali

I started my data science journey with the guidance of The Scholar. The mentors from The Scholar taught me tableau, python and data science. The mentors from The Scholar are with full of knowledge and technical hacks. They made me learn how to solve every difficult as well as technical question with easy approach. I would recommend The Scholar for a great and exciting journey. And at the end I would say the assistance what I got from The Scholar placement team for Resume building, LinkedIn account enhancements and also how to use the job portals effectively led to an amazing placement which I was never expecting. Thank you for all the hard work.

KISHORE KUMAR B.R

Accounting Section Manager/PARAMETRIC TECHNOLOGY INDIA PVT LTD

I had the best online learning experience with Nulearn. Team is very helpful & proactive whenever their assistance was needed. Dilip Kumar Sir is very supportive, before starting the session he always does the revision of previous session, so that we could recollect and have better understanding. Nulearn has surely made upskilling easy and approachable for working professionals. Overall, a great learning journey, will surely be recommending this course to my fellow professionals. KUDOS TO ENTIRE TEAM!

Suyash Srivastava