4: Credit Risk: Decision Making, Pricing and Management

  • Analysis of the environment (macro and market risks)
  • Country, sector and market, benchmarking, operational risks (commodity price, logistical risk, quality risk) ·
  • Business risk
  • Critical Success Factors/SWOT, client competitive edge (Porter Analysis)
  • Risk management
  • Corporate governance (strategy, structure/segregation of duties, systems)
  • Financial risk
    • Client financial strength (liquidity, solvency, flexibility)
    • Asset or project (SPV, financial/statistical models)
  • Structuring the Transaction
  • Term sheet (debt purpose, source of payback, debt profile, securities and covenants)
  • Evaluating the Credit Risk
    • Cash flow models
    • Cost of Credit (probability of default/rating, exposure at time of default, recovery rates)
    • Cost of Credit vs Profitability (RAROC)
    • Basle II


Professor: Professor Olaf Meyer


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