Wed Jul 6 UTC - Thu Jul 7 UTC (in 5 months)
In your timezone (EST): Tue Jul 5 8:00pm - Wed Jul 6 8:00pm
This seminar aims at promoting the tools and methods for assessing credit risk on non-financial corporations and groups in central banks.
It will address the methods for analysing and rating non-financial corporations developed within central banks. It will describe in particular the assessment frameworks set up by the members of the European System of Central Banks, among which the Banque de France, their use for conducting monetary policy, performing prudential supervision, and assessing the risks related to non-financial corporations and credit portfolio.
The seminar will cover the following topics:
• NFC data collection, management and use,
• risk assessment methods used by members of the European System of Central Banks: expert rating, statistical methods,
• assessment methods used by other institutions assessing corporate credit,
• monitoring and follow-up of the performance of assessment methods,
• regulatory frameworks which include the assessment of corporate credit risk.
The workshop will foster debate and interactions among participants in order to facilitate knowledge sharing and exchange of experiences among participants, who will be requested to make contributions.
This seminar is aimed at central bank experts, in charge of assessing the financial conditions of businesses, developing the assessment frameworks of corporate credit risk, or in charge of creating or improving databases in this area.