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Due to Covid19 Outbreak, Campus Visits are not mandatory until further notice.

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 3 years of experience
  • Corporate Nominated (graduation criteria maybe considered for exemption in cases where participants have some prior experience in the respective domain).

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
On Selection
Rs. 20000 + GST*
2nd Instalment
10 August 2019
Rs. 20000 + GST*
3rd Instalment
10 September 2019
Rs. 20000 + GST*

For International Students

USD 1450

Tenure
Deadline
Amount (USD)
1st instalment
On Selection
USD 500
2nd Instalment
10 August 2019
USD 500
3rd Instalment
10 September 2019
USD 450
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.
* Bank loan available

Course Certificate

Earn Certification After The Successful Completion Of The Course

IIM Kashipur Certificate
Click to enlarge

Program faculty members

Learn from the best

Dilip Kumar
DILIP KUMAR
ASSISTANT PROFESSOR (FINANCE AND ACCOUNTING)

Dr. Dilip Kumar holds PhD in Finance and has done his PhD research work at Institute for Financial Management and Research (IFMR) Chennai. Before join...

Testimonials

Our Alumni Speaks

About the institute

IIM KASHIPUR

  • The Institute is set up with the objective of providing quality management education while sensitizing students towards the needs of the society.
  •  

    • The faculty at IIM Kashipur represent the best mix of academic and industrial experiences.

     

    • The Institute is located in one of the most densely industrialized regions in the country with over 180 industries having plants in and around the region. This places the Institute at a vantage point when it comes to ‘Learning by Doing’ via frequent industry interactions and live projects.

     

    • The rigorous curriculum seeks to instil a passion for knowledge and ability to apply that knowledge to real life scenarios.

The Indian Institute of Management Kashipur is a new entrant in the elite league of IIMs. The institute is set up with the objective of providing quality management education while sensitizing students towards the needs of the society.

IIM Kashipur commenced operations from July 2011 under the mentorship of IIM Lucknow. The institute offers Post Graduate Programme in Management (PGPM), a two year full time residential programme. The rigorous curriculum seeks to instil a passion for knowledge and ability to apply that knowledge to real life scenarios. The programme lays emphasis on all-round personality development and inculcates the values of leadership and integrity.
The institute is located in one of the most densely industrialized regions in the country with over 180 industries having plants in and around the region and many more coming up. This places the institute at a vantage point when it comes to ‘Learning by Doing’ via frequent industry interactions and live projects.

The Institute also offers a two year weekend Executive Post Graduate Programme (EPGPM) for working executives. Fellow Programme in Management (FPM) and Executive Fellow Programme (EFPM) are the two doctoral programmes launched in 2015 and 2014 respectively.The faculty at IIM Kashipur represent the best mix of academic and industrial experiences.
IIM Kashipur believes in a strong industry connect and has invested in developing relationships with local industries.

Start Your Application


  • I have read the details and eligibility criteria for admission to the program, that I am applying for.

  • I understand that my application shall be considered complete only when the Application fee along with required documents are received by IIM Rohtak and all mandatory fields in the application form are completed.

  • I understand that merely submitting the application form and fee, does not entitle me for the admission to the Diploma programme The admission is purely on the basis of my profile scoring, qualification and further evaluation by the Institute.

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Corporate Prices / Plans

No. of Nomination
Discount
2 to 5
5%
6 to 10
7.5%
11 to 20
10%
21 and above
Contact the team


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EMI Options / Plans

Partner
Tenure
EMI
1 Month
Rs. 60000 + 18% GST
3 Months
Rs. 20000 + 18% GST
6 Months
Rs. 11201 Monthly
9 Months
Rs. 7662 Monthly
12 Months
Rs. 5893 Monthly
Down Payment for Course is 6,000 + 18% GST
Please Note
  • Processing Charges may be applicable as per bank rules.

  • 10% down payment of the course fees shall be paid to Nulearn.

  • No loan facility is available for foreign students.

  • Click here to apply by loan. (loan partner propelld)


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