Programme on Credit Risk Measurement under Basel-IIInstitute for Development & Research in Banking Technology
Price on request
After the introduction of Basel II capital adequacy norms, the banks are required to
make more elaborate computation of credit risk and capital requirement for credit risk.
While the banks are presently following the standardized approach for credit risk, they
need to develop the systems, models and also have adequately trained manpower to
migrate to the advanced approaches.
The program aims to provide the inputs to equip the bank officials to prepare for
implementing the internal rating based (IRB) approach for credit risk and to teach the
quantitative techniques required for developing the credit risk models.
The programme will cover all the important aspects of credit risk measurement and
capital requirements for credit risk, under both standardized and IRB approaches. The
quantitative techniques for credit risk modelling and case studies will be discussed. The
systems available for risk management will also be covered. The programme will also
discuss the challenges faced in migrating towards the advanced approaches of Basel II.