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Section I Basic Concepts
Section II Measuring Credit Risk—Introduction to Some Popular Credit Risk Models
Section III Credit Risk Transfers – Securitization, Loan Sales, Covered Bonds and Credit Derivatives
Section IV Treatment of Credit Risk in India—Some Important Exposure Norms, Prudential Norms for Asset Classification, Income Recognition and Provisioning
Section V Treatment of Credit Risk in India—Securitization and Credit Derivatives
Test Your Understanding
Topics for Further Discussion
Annexures I, II, III (Case Study)
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