Industry Transformation Initiative

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DE03 – Debt Capital Market:  The Credit Risk Assessment

DE03 – Debt Capital Market:  The Credit Risk Assessment

Duration: 1 Day
Accreditation: SIDC CPE-approved: 10 CPE points

This course is designed to enable participants to develop understanding and gain insight into corporate credit analysis and cash flow modelling in debt structure analysis.

 

Who Should Attend

  • Dealers’ Representatives
  • Futures Brokers’ Representatives
  • Fund Managers’ Representatives
  • Investment Representatives
  • Financial Planners
  • Futures Fund Managers’ Representatives
  • Futures Trading Advisers’ Representatives

  • Programme Delivery

    Learning Outcomes

    Upon completion of this programme, participants will be able to:

    • Identify latest innovations in fixed income derivative products
    • Know the latest trends in pricing and modeling and appreciate the current bond valuation modeling methods
    • Create benchmarking tools and theoretical spot rate curves
    • Analyse and mitigate trading risks to better inform clients
  • Programme Outline

    DE03 – Debt Capital Market: The Credit Risk Assessment
    0830am - 0900am Registration
    0900am - 0910am Welcome remarks and introduction to the course
    0910am - 0940am Session I: Theory
    • Role of credit rating agencies
    • Credit ratings and credit scoring
    • Industry metrics and country metrics
    • Financial analysis (credit analysis and credit risk)
    0940am - 1000am Morning refreshments
    1000am - 1050am Case Study 1
    1050am - 1100am Break
    1100am - 1130am Session II: Methodologies and Techniques
    • Rating definitions, process and methodology
    • Industry analysis and trends
    • Identification of warning signals
    1130am - 1220pm Case Study 2
    1220pm - 1250pm Session III:
    • Default probability
    • Creating credit scoring models
    1250pm - 0200pm Lunch
    0200pm - 0250pm Case Study 3
    0250pm - 0320pm Session IV: Application
    • Application of credit analysis framework
    • Limitations of financial credit analysis
    • Credit presentations and summarising risks
    0320pm - 0340pm Afternoon refreshments
    0340pm - 0430pm Case Study 4
    0430pm - 0500pm Q&A
    0500pm - 0530pm Debrief & programme wrap-up
  • Programme Fees

    Venue Fees (RM) + 6% GST
    Klang Valley (KL & Selangor) 265
    Rest of Malaysia 318