Published on 21 September 2023
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.