Corporate credit risk assessment

Published on 21 September 2023

Séminaires
23 January 2024 - 09:00

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. Finally, it will discuss their use for conducting monetary policy, performing prudential supervision, and assessing the risks related to non-financial corporations and credit portfolio.

Closed

Dates: 23-26 January 2024

Apply before: 23 November 2023

Language: English and French with simultaneous translation and video replays

Location: Paris

Contact: Stéphane GOURDET

E-mail: corporate@banque-france.fr

 

Content

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,
  • credit mediation, support for very small businesses, start-up credit risk assessment.

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.

Participants

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.

Programme

Updated on 7 February 2024