Credit Risk Management: RBI/ Basel II implications

Bagchi, S.K.

Credit Risk Management: RBI/ Basel II implications - 3rd ed. - Ahmedabadh Jaico 2013 - 398 p.

Credit Risk Management is occupying centre stage in Indian commerce at Cthe moment especially in the commercial banking industry mainly due to the heightened focus of the international regulatory authorities. This book covers all the important facets of credit risk in an integrated manner, with an added emphasis on the internal credit rating mechanism, industry profile studies and credit audit, with examples/case studies relevant in the Indian context. These aspects are considered to be the pillars of an enterprise-wide credit risk management architecture under Basel Accord 11.

Key Features

-Lucid analysis of credit risk, with a bird's eye view of market risk and operational risk

-RBI guidelines on the various aspects of the credit risk architecture

-Basel Accord II basic issues on Credit Risk Management -Directives on Specialised Lending

-Ingredients for a healthy internal credit rating system with case studies on wholesale credit and retail credit (home loans, car loans)

Concept of credit audit, with a model credit audit report -Modality of industry profile studies, with a brief specimen of an industry

profile report

-Nuances of Non-Performing Assets (NPAs) and accountability studies in

asset quality slippages

-Glossary on Credit Risk Management

About the Author

S.K. Bagchi holds a number of professional qualifications in Banking and

Finance from accredited institutions. He obtained the all-India first rank at the Industrial Finance Examination conducted by Indian Institute of Bankers, Mumbai. He has a rich and varied practical banking and financing experience working for Bank of Baroda (in India and abroad) for over three decades. He is presently Professor (Banking and Finance) at NMIMS University, Mumbai. He has so far contributed more than 40 articles on Risk Management and Financ in various journals of repute.

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Risk management

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