The objective of the program is to help the bankers to develop IRB credit risk models. The program will also give guidance on arriving at probability of default (PD), loss given default (LGD) and EAD numbers on the loan asset of a banker. It will also throw light on assessment of the correlation factor amongst borrowings and borrowers. From regulators point of view, the program will give feedback regarding various valuation methods.
Senior officers leading Basel II Implementation initiatives and / or working in the Risk Management Departments of banks and FIs and is / will be directly involved in the implementation of Basel II Framework in Credit Risk Management areas.