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Envelope-to: caut@saraya.world
Delivery-date: Tue, 26 Jul 2022 16:06:36 +0800
Subject: [You're Invited, Alex] Credit Risk Analysis of SME and Mid-Corporate
 Borrowers
Message-ID:
 <gfCm-7b2VIEafU-YNC0-1uyMR6QHX4RHhB47d2@email.marcusevansonline.com>
Reply-To: Kamelia Simeonova <kamelias@marcusevansonline.com>
To: caut@saraya.world
From: Kamelia Simeonova <kamelias@marcusevansonline.com>
Date: Tue, 26 Jul 2022 09:05:49 +0100
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Credit Risk Analysis of SME and
Mid-Corporate Borrowers

Develop a robust understanding of the key drivers that impact credit risk.

---
Using Case Studies, Exercises and Group Discussions, the course content cov=
ers the process of credit analysis from deal origination through to documen=
tation signing. It will enhance participants=E2=80=99 understanding of why =
companies borrow, before showing them how to systematically review the busi=
ness and commercial risks associated with a borrower=E2=80=99s trading acti=
vities. Time will also be devoted towards the objective assessment of a bor=
rower=E2=80=99s management team to analyse their likely reaction and abilit=
y to deal with financial distress.

Having completed the commercial analysis referred to above, the course will=
 continue by providing instruction on how to approach the review of a borro=
wer=E2=80=99s financial statements and projected future cashflows in a simi=
larly objective and risk focused fashion. Finally, the course will provide =
a basic introduction to the principles of debt structuring to effectively p=
rotect a lender=E2=80=99s interests.

IN-PERSON BROCHURE [ http://email.marcusevansonline.com/c/11qjThwOGkJUtENHx=
sRjgsJHZzBv ]

VIRTUAL BROCHURE [ http://email.marcusevansonline.com/c/11qjTwITQ0BoTEBDbku=
O5H5XMpfS ]

---

Early-bird rates are available on both sessions for registrations completed=
 in August!

---
Course outcomes
 =E2=80=A2 Develop an understanding of the common methods used within finan=
cial institutions to apply a structured and consistent approach toward the =
credit assessment of a potential borrower
 =E2=80=A2 Identify specific risks applicable to an individual business, an=
d establish tools and methods to protect the lender=E2=80=99s position agai=
nst those risks
 =E2=80=A2 Demonstrate a robust understanding of both the financial and non=
-financial drivers of a business; and their potential impact on credit risk

---
This interactive course is designed for individuals who wish to learn how t=
o apply a structured and comprehensive approach to assessing the credit ris=
k typically associated with SME and Mid - Corporate Borrowers.

The maximum number of delegates is capped at both the in-person and virtual=
 courses. Please contact us today to avoid missing out on a place at the de=
sired course.

To receive more information, including registration details, contact me at =
[ kamelias@marcusevansuk.com?Subject=3DRequest%20Proposal:%20Credit%20Risk%=
20Analysis%20I%20EU ] or reply to this email.

Kind regards,

Kamelia Simeonova (She,her)
Marketing Manager

T: +44 (0)20 3002 3172
E: kamelias@marcusevansuk.com

If you don't want to receive further updates about this course, please upda=
te your preferences http://email.marcusevansonline.com/k/14cuVyHoUaiaFsmFQw=
gahfLCBW

http://email.marcusevansonline.com/q/1dXeYkF6Zvq5vViuId4PiT5Y/sfd
About marcus evans financial markets training

Our financial markets division has been developed to offer courses of the h=
ighest calibre to industry practitioners. Our clients=E2=80=99 increasing d=
emand for high quality hands-on training drives our focused output. Thoroug=
h research ensures their applicability to your current business concerns.

Our mailing address is:

7th floor, Magnus House
3 Lower Thames Street
EC3R 6HE
London

If you do not wish to receive further communications from the financial mar=
kets training division please unsubscribe from all training lists: http://e=
mail.marcusevansonline.com/k/1Dr8xWmHC50gQole2Vgvzkbhk

=C2=A9 Marcus evans=

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ding: 30px 60px;">
<h1>=
Credit Risk Analysis of SME and Mid-Corporate Borrowers</h1>
Develop a robust understanding of the key =
drivers that impact credit risk.
</td>
</tr>
<tr>
<td style=3D"height: 20px; padding: 0px;"></td>
</tr>
<tr>
<td style=3D"background-color: #f9f9f9; border-radius: 5px; padding: 30px 6=
0px;">
Using Case Studies, Exercises and Group Di=
scussions, the course content covers the process of credit analysis from de=
al origination through to documentation signing. It will enhance participan=
ts&rsquo; understanding of why companies borrow, before showing them how to=
 systematically review the business and commercial risks associated with a =
borrower&rsquo;s trading activities. Time will also be devoted towards the =
objective assessment of a borrower&rsquo;s management team to analyse their=
 likely reaction and ability to deal with financial distress.
Having completed the commercial analysis r=
eferred to above, the course will continue by providing instruction on how =
to approach the review of a borrower&rsquo;s financial statements and proje=
cted future cashflows in a similarly objective and risk focused fashion. Fi=
nally, the course will provide a basic introduction to the principles of de=
bt structuring to effectively protect a lender&rsquo;s interests.
<table align=3D"center" border=3D"0" cellspacing=3D"20" width=3D"100%">

<tr>
<td style=3D"width: 50%; height: 60px; border-radius: 25px; background-colo=
r: #f1ecce; text-align: center; border-color: #ebe4bc; border-style: solid;=
 border-width: 1px;"><a style=3D"text-decoration: none;" href=3D"http://ema=
il.marcusevansonline.com/c/11qjTLUYZGsTjEpyPc8iUVsdzeUf">IN-PERSON BROCHURE</a></td>
<td style=3D"width: 50%; height: 60px; border-radius: 25px; background-colo=
r: #f1ecce; text-align: center; border-color: #ebe4bc; border-style: solid;=
 border-width: 1px;"><a style=3D"text-decoration: none;" href=3D"http://ema=
il.marcusevansonline.com/c/11qjU1749mknJEdut3LNK9Otm4yC">VIRTUAL BROCHURE</a></td>
</tr>

</table>
</td>
</tr>
<tr>
<td style=3D"height: 20px; padding: 0px;"></td>
</tr>
<tr>
<td style=3D"background-color: #577399; border-radius: 5px; padding: 30px 6=
0px;">
Early-bird rates are available on both se=
ssions for registrations completed in August!
</td>
</tr>
<tr>
<td style=3D"height: 20px; padding: 0px;"></td>
</tr>
<tr>
<td style=3D"background-color: #f9f9f9; border-radius: 5px; padding: 30px 6=
0px;">
Course outcomes
<div class=3D"OutlineElement Ltr BCX8 SCXW126655313" style=3D"line-height:=
 23px; letter-spacing: 0.5px;">
<table border=3D"0" width=3D"100%">

<tr>
<td>
<ul>
<li>
Develop an understanding of the common met=
hods used within financial institutions to apply a structured and consisten=
t approach toward the credit assessment of a potential borrower
</li>
</ul>
</td>
</tr>
<tr>
<td>
<ul>
<li>
Identify specific risks applicable to an i=
ndividual business, and establish tools and methods to protect the lender&r=
squo;s position against those risks
</li>
</ul>
</td>
</tr>
<tr>
<td>
<ul>
<li>
Demonstrate a robust understanding of both=
 the financial and non-financial drivers of a business; and their potential=
 impact on credit risk
</li>
</ul>
</td>
</tr>

</table>
</div>
</td>
</tr>
<tr>
<td style=3D"height: 20px; padding: 0px;"></td>
</tr>
<tr>
<td style=3D"background-color: #f9f9f9; border-radius: 5px; padding: 30px 6=
0px;">
This interactive course is designed for in=
dividuals who wish to learn how to apply a structured and comprehensive app=
roach to assessing the credit risk typically associated with SME and Mid - =
Corporate Borrowers.
The maximum number of delegates is capped =
at both the in-person and virtual courses. Please contact us today to avoid=
 missing out on a place at the desired course.
To receive more information, including reg=
istration details, contact me at <a href=3D"mailto:kamelias@marcusevansuk.c=
om?Subject=3DRequest%20Proposal:%20Credit%20Risk%20Analysis%20I%20EU">kamel=
ias@marcusevansuk.com</a> or reply to this email.
Kind regards,
Kamelia Simeonova (She,her) <fon=
t face=3D"century gothic,avant garde,sans-serif">Marketing Manager</=
p>
T: +44 (0)20 3002 3172 E:&nbsp;<a href=3D"mailto:kamel=
ias@marcusevansuk.com">kamelias@marcusevansuk.com</a>&nbsp;
</td>
</tr>
<tr>
<td style=3D"padding: 30px 60px;">
If you d=
on't want to receive further updates about this course, please <a href=3D"h=
ttp://email.marcusevansonline.com/k/14cuVyHoUaiaFsmFQwgahfLCBW">update your=
 preferences</a>.
</td>
</tr>

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idth=3D"100%">

<tr>
<td style=3D"padding: 30px 60px;">About&nbsp;marcus evans&nbsp;financial markets tra=
ining
Our financial markets division has been developed to offer courses of the=
 highest calibre to industry practitioners. Our clients&rsquo; increasing d=
emand for high-quality hands-on training drives our focused output. Thoroug=
h research ensures their applicability to your current business concerns.</=
font>
Our mailing address is:
7th floor, Magnus House 3 Lower Thames Street&nbsp; EC3R 6HE London
This email was sent to caut@saraya.world. If you do not wish to receive f=
urther communications from the financial markets training division, please&=
nbsp;<a href=3D"http://email.marcusevansonline.com/k/1Dr8xWmHC50gQole2Vgvzk=
bhk">unsubscribe from all training lists</a> 
<h5>&copy; Marcus evans</fo=
nt></h5>
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