CREDIT RISK MANAGEMENT

1. Knowledge and understanding (Conoscenza e capacità di comprensione). Basic knowledge related to the recognition and management of financial risks from the core of the management processes of financial intermediaries.
2. Applying knowledge and understanding (Capacità di applicare conoscenza e comprensione). On completion, the student will be able to apply the measurement models of the main risks analyzed (credit risk, operational risk, interest rate risk on the banking book, liquidity risk)
3. Making judgements (Autonomia di giudizio). The ability to research, analyze and process public data and information also collected through scientific researches, with specific reference to the strategies up to the study of the problems concerning the assessment processes of the specific risks that banks incur in the activity of lending.
4. Communication skills (Abilità comunicative). On completion, the student will be able to communicate the results obtained, the problems encountered and the lessons learned, also based on independent judgment.
5. Learning skills (Capacità di apprendimento). On completion, the student will be able to individuate the components of credit risk, the organizational aspects of credit risk management and to choose the assessment tools for the diagnosis of credit risk.

Lectures via slides, seminars, application exercises.

Basic notions in Economics, Banking and Finance.

Recommended.

• The reference context of credit risk management;
• Credit risk assessment and market relationship segmentation;
• The conceptual basis of credit risk management;
• The organizational and process aspects of corporate lending;
• The competitive diagnosis of the sector;
• The competitive diagnosis of the company;
• The performance evaluation of the company: information from the risk center;
• Historical analysis: reclassification of accounts and analysis by indices;
• The historical analysis: financial flows and financial dynamics of the company;
• From historical analysis to review analysis: the prospective evaluation of the company.

To be assigned

The exam aims to evaluate the achievement of the learning objectives. It is carried out through an oral exam that includes questions related to the program in addition to the discussion of a scientific research article on the generale theme of credit risk management.

Learning assessment may also be carried out on line, should the conditions require it.

The reference context of credit risk management; Credit risk assessment and market relationship segmentation; The conceptual basis of credit risk management; The organizational and process aspects of corporate lending; The competitive diagnosis of the sector; The competitive diagnosis of the company; The performance evaluation of the company: information from the risk center; Historical analysis: reclassification of accounts and analysis by indices; The historical analysis: financial flows and financial dynamics of the company; The prospective evaluation of the company.