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CREDIT RISK MANAGEMENT - APRM01U

NQF level: Credits:
Module presented in
Purpose: Content: Introduction to credit risk Origination of credit risk Importance of managing credit risk Major players Measuring credit risk Credit risk metrics Probability of Default (PD) Loss Given Default (LGD) Expected at Default (EAD) Basis Credit Models Other important metrics Credit value-at-risk Credit risk assessment Financial assessment ratios Credit scoring Credit rating agencies Purpose of rating agencies How ratings came about The rating process Rating agencies Credit Bureaus Banking credit risk Capital adequacy Credit risk regulation - Basel Capital Accord