TRAINING CREDIT RISK MODELING DI JAKARTA

TRAINING PEMODELAN RISIKO KREDIT DI JAKARTA

TRAINING RISK MODELING AND MEASUREMENT DI JAKARTA

Outline Training :
1. Bank Risk Management: banking crisis, role of banks, balance sheet
risk  management,  sources of risk, risk management process, Basel
II  regulation,  credit  risk  components, credit risk management,
financial   products,   credit  derivatives,  collateralized  debt
obligations
2. Credit   scoring:   introduction,   scoring  steps,  score  types,
application   scoring,  behavioral  scoring,  performance  window,
characteristic   analysis,   expert-guided   adjustments,   linear
weighting,   least   square   regression,   logistic   regression,
discriminant  analysis,  determine  PD, setting cutoffs, scorecard
scaling,   power  curve,  scoring  validation,  stability  report,
delinquency  report,  scorecard accuracy, credit bureaus, business
objective, limitations
3. Credit  Rating:  introduction,  rating and scoring systems, rating
terminology,  rating  system  process, rating philosophy, external
rating  agencies,  rating  system at banks, application and use of
ratings, limitations
4. Risk  modeling and measurement: introduction, determining loss due
to  default/downgrade,  estimating  PD  /  LGD  /  EAD,  LossCalc,
amortization vs diffusion effect
5. KMV  EDF  Credit  Monitor:  introduction, measuring probability of
default,  loss  given  default, distance to default, Merton model,
implied asset value volatility, expected default frequency (EDF)
6. Portfolio   model   for  credit  risk:  introduction,  measure  of
portfolio   risk,   concentration  and  correlation,  credit  loss
distribution,   covariance   credit  portfolio  model  using  beta
distribution,  Basel  II  portfolio  model, coherent risk measure,
expected shortfall, stress test
7. JP  Morgan  CreditMetrics:  introduction, credit rating transition
matrix,  spread  curve,  present  value revaluation, incorporating
default correlation, usage of Monte Carlo simulation;
8. Credit  Suisse  CreditRisk+:  introduction, CreditRisk+ framework,
building block in CreditRisk+, CreditRisk+ loss distribution;
9. Monte    Carlo   simulation:   introduction,   random   generator,
probability    distribution,    Cholesky   decomposition,   define
assumptions,  determine  forecast variables, calculate credit loss
distribution  using  default  mode  model,  Credit VaR vs expected
shortfall;

Wajib diikuti oleh
1. Marketing Credit Officer
2. Credit Analys
3. Risk Managemet
4. Fund/ Invesment Manager
5. Auditor
6. Bond Dealer, dan
7. Bagian Kredit

Lokasi Pelatihan Tahun 2021 :

Yogyakarta, Hotel Dafam Seturan

Jakarta, Hotel Amaris La Codefin Kemang

Bandung, Hotel Grand Serela Setiabudhi

Bali, Hotel Ibis Kuta

Lombok, Hotel Jayakarta

Catatan :

• Waktu pelatihan Dua+1* hari dengan Biaya tersedia untuk Perorangan, Group, dan Inhouse Training, belum termasuk akomodasi/penginapan.
• Untuk biaya dan jadwal training harap menghubungi marketing kembali

Investasi training:

Investasi pelatihan selama dua hari tersebut menyesuaikan dengan jumlah peserta (on call). *Please feel free to contact us.

Apabila perusahaan membutuhkan paket in house training, anggaran investasi pelatihan dapat menyesuaikan dengan anggaran perusahaan.

Fasilitas training:

Free Penjemputan dari bandara ke hotel*.

Modul / Handout.

Flashdisk*.

Certificate of attendance.

FREE Bag or bagpacker.

Training Kit (Photo Documentation, Blocknote, ATK, etc).

2x Coffe Break & 1 Lunch.

Souvenir .