Introduction to Credit Risk by zzy11091

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									               E X P A N D I N G                             C R E D I T                      I N T E L L I G E N C E

www.moodys.com/trainingservices
                                                       Moody’s Training Services Group
                               Introduction to Bank Credit Risk
                                                          A two-day course ~ R$2.550




 Overview                                                  Course Agenda
 This two-day seminar will introduce participants to       DAY ONE                                              DAY TWO
 Moody's methodology for the analysis of Bank
 Credit Risk and will provide an understanding of               Session 1: Moody's Investors Service                 Session 7: Economic Capital
 Moody's Investors Service ratings and rating                   Rating Methodology and Process
                                                                                                                • Importance of capital for bank credit risk
 process for banks. Delegates will learn about the              Session 2: Introduction to the                  • Capital adequacy - Basel Accord, BIS ratios
 impact of securitization on a bank's balance sheet             Banking Industry                                  for credit and market risk, risk weighting of
 and risk profile. Special attention will be given to                                                             assets
 the sovereign operating environment and its effect        • How banks are different from corporations          • How regulations on capital adequacy drive
 on banks' performance. Basel II proposals will also       • Exercise: Lessons to be learned from bank            business decisions, e.g. the growth in
                                                             failures                                             issuance of hybrid securities etc.
 be discussed along with their impact on the way
 banks measure and manage risk.                                 Session 3: The Operating                        • Proposed new capital adequacy
                                                                Environment                                       requirements ("Basel II")
 Course Objective                                                                                               • Moody's assessment of hybrid securities that
                                                           • Sovereign environment: macro economic,               qualify as regulatory capital
 On the completion of this seminar, delegates wil be         political, legal and social issues                 • Economic vs. regulatory capital
 able to:                                                  • Regulation, supervision and support                • Exercise: Analyzing the level of economic
 • apply a structured framework to analyze                 • Industry structure and the nature of                 capital
   banking institutions                                      competition
 • evaluate a bank's published financial                   • Exercise: Compare and contrast the impact               Session 8: Franchise Value
   information                                               of the operating environment on the                • Definition of franchise value and why it is
 • identify and interpret key ratios and measures            profitability and asset quality of the banks in      used in analyzing banks
   of credit and market risk                                 two countries
                                                                                                                • Banking system driven vs. financial
 • understand the objectives of bank regulation                 Session 4: Basic Accounting for                   institution driven franchise value
   and the calculation of capital adequacy                      Banks                                           • Franchise value as an indicator of market
 • detect early warning signals for deteriorating                                                                 leadership and performance
   credit quality                                          • A review of the balance sheet, income              Exercise: Franchise Value
 • analyze various elements of regulatory capital,           statement, notes to the accounts, off
                                                             balance sheet items, derivatives etc.                   Session 9: Ownership and
   including hybrid securities
                                                                                                                     Governance
                                                                Session 5: Earning Power
 Who Should Attend                                                                                              • Shareholders' influence on a bank's
 This seminar is designed for investment and               • Earnings as key determinant of long term             creditworthiness
 commercial bankers, credit analysts, regulators,            success
                                                                                                                • Shareholders influence on corporate
 central bankers, fixed income professionals, bond         • Quality of earnings: sources & stability of          governance
                                                             income
 researchers (both buy and sell sides),                                                                         • Ownership trends and the role of
                                                           • Ratios which measure levels of profitability         shareholders
 correspondent banking officers and relationship
                                                             and efficiency
 managers involved in exposures to or investments                                                               Exercise: Ownership and governance
                                                           • Exercise: Determining Recurring earning
 in banks. Due to the intensive nature of this               power                                                   Session 10: Management Strategies
 seminar, some pre-course reading will be required.
                                                                Session 6: Risk Profile and Risk                • Moody's approach to assessing
 Instructor                                                     Management (Credit, Market,                       management's strategic goals and
 Elizabeth Jackson Moore
                                                                Agency, Reputation, Legal risks)                  management culture
 Ms. Jackson-Moore is a former Managing Director                                                                • Exercise: Concluding assessment of
                                                           • Credit risk: Asset quality in the loan portfolio
                                                                                                                  management's influence on Bank's strengths
 of Moody’s Investors Service Financial Institutions         and investments
                                                                                                                  and weaknesses as compared to the
 Group. She spent over eight years in this position,       • Credit, counterparty and product risk                opportunities and threats resulting from the
 and was responsible for Moody’s bank ratings in           • Securitization and credit derivatives                operating environment
 nearly 30 countries in the Middle East, Africa,           • Exercise: Analyzing the quality of the loan
 Eastern Europe and South Asia. She is now a                 portfolio and investments
 Senior Training consultant with Moody's Investors         • Markets risk of the trading book and
 Service, specialising in bank analysis and Islamic          derivatives
 Finance. Prior to joining Moody’s, Ms. Jackson-           • Measuring market risk: Value-at-Risk, back-
 Moore was a Managing Director at Capital                    testing and stress testing
 Intelligence (CI), a specialist rating agency covering    • Exercise: Assessing market risk of the
                                                             trading portfolio and derivatives
 banks in the emerging markets of the Middle East,
                                                           • Market risk: Asset and Liability
 Europe and Asia. She graduated with a degree in             management, liquidity and composition of
 mathematics from Liverpool University and followed          funding
 this with a post-graduate diploma in statistics from      • Other risks: Legal, operating and agency
 Manchester University.                                      risks
                                                           • Exercise: Measuring the bank's liquidity and
                                                             funding base
                    C R E D I T                      &            R I S K                     T R A I N I N G
                                         w w w. m o o d y s . c o m / t r a i n i n g s e r v i c e s


                                               Registration Form
Introduction to Bank                              Delegate Details
Credit Risk
I wish to attend the following training:         Name:
     Sao Paulo, Aug 6-7, 2007, R$2.550           Title:
     Rio De Janerio, Aug 9-10, 2007, R$2.550
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                                                 - 10% discount when 2 or more individuals from an organisation register for the same seminar
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                                                 Cancellation: Cancellations may be made up to 30 days in advance of the seminar, after which date refunds
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