Credit Risk Management

Credit Risk Management is occupying centre stage in Indian commerce at the moment especially in the commercial banking industry mainly due to the heightened focus of the international regulatory authorities. This book covers all the important facets of credit risk in an integrated manner, with an added emphasis on the internal credit rating mechanism, industry profile studies and credit audit, with examples/case studies relevant in the Indian context. These aspects are considered to be the pillars of an enterprise-wide credit risk management architecture under Basel Accord II.

1. Anatomy of Risk
2. Risk Organisational Set-up and Rationale
3. Types of Risk
4. Nature and Scope of Credit Risk
5. Accounting Ratios for Risk Evaluation
6. The Credit Rating Mechanism
7. The Credit Risk Model
8. Credit Risk Portfolio Management
9. Off-Balance Sheet Exposures: Management & Risk Quantification
10. Country Risk
11. Credit Audit
12. Risk Adjusted Return on Capital, and standardized and Internal Rating-Based Approach
13. Risk-Based Supervision
14. Credit Derivatives
15. Credit Risk in Non-Performing Advances (NPA)
16. Risk Management Focus of the Basel Accord II
17. Specialised Lending
18. Miscellaneous Credit Risk