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This two-day course teaches a structured approach to mitigating and protecting banks against business, financial, and structure risks.
This two-day course builds on the risk analysis learned in Fundamentals of Corporate Credit. It teaches a structured approach to mitigating and protecting banks against those risks. The course focuses on loss given default (LGD) as part of the risk equation. It demonstrates how poor understanding of the different types of structure risk can increase LGD.
- Structure complex deals, taking a practical approach to protect against business, financial, and structure risk.
- Assess the impact and effectiveness of financial and non-financial covenants on a bank’s position.
- Assess the value of collateral and the reality of executing that collateral in a stress scenario.
- Instruct lawyers more effectively regarding the wording of loan documentation.
- Account managers
- Credit analysts
- Corporate finance staff
- Relationship managers
- Risk management staff
- Sales managers within treasury actively involved in putting together or appraising complex deals and monitoring a portfolio of credit exposures