PELATIHAN CREDIT RISK MODELING

PELATIHAN CREDIT RISK MODELING

PELATIHAN CREDIT RISK MODELING, Dengan perkembangan ekonomi yang kompleks, kompetisi yang semakin ketat, serta “business environment” yang semakin rumit dan susah diramalkan, tentunya akan berdampak terhadap kualitas kredit suatu bank atau perusahaan. Kegagalan bank/ perusahaan dalam mengantisipasi risiko terutama risiko kredit dapat menyebabkan kerugian cukup besar bagi bank/ perusahaan. Sangatlah penting bagi suatu bank untuk dapat mengidentifikasi, mengukur, memonitor dan mengontrol tingkat risiko tersebut sehingga dapat mengurangi tingkat kerugian (loss rate) dan mengurangi biaya kredit (credit cost) termasuk menngurangi atau bahkan memininalisaikan biaya recoverynya.

OUTLINE

  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;

Peserta

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

Metode Pelatihan :

  • Presentasi
  • Diskusi
  • Case Study
  • Simulation
  • Evaluation (Pre and Post Test)
  • Kunjungan/Praktek (Menyesuaikan/tentative)
Metode PelatihanJadwal/Agenda Pelatihan
- Presentasi
- Diskusi
- Case Study
- Simulation
- Evaluation (Pre and Post Test)
- Kunjungan/Praktek (Menyesuaikan/tentative)
- 7 sd 9 Januari 2020
- 11sd13 Februari 2020
- 10 sd 12 Maret 2020
- 21 sd 23 April 2020
- 18 sd 20 Mei 2020
- 9 sd11 Juni 2020
- 21 sd 23 Juli 2020
- 25 sd 27 Agustus 2020
- 15 sd 17 September 2020
- 13 sd 15 Oktober 2020
- 17 sd 19 November 2020
- 22 sd 24 Desember 2020

Catatan : Jadwal tersebut dapat disesuaikan dengan kebutuhan calon peserta

Catatan : Jadwal tersebut dapat disesuaikan dengan kebutuhan calon peserta

Lokasi & InvestasiFasilitas
- Yogyakarta (6.500.000 IDR / participant)
- Jakarta (6.500.000 IDR / participant)
- Bandung (6.500.000 IDR / participant)
- Bali (7.500.000 IDR / participant)
- Surabaya (6.000.000 IDR / participant)
- Malang (7.000.000 IDR / participant)
- Batam (7.500.000 IDR / participant)
- Lombok(7.500.000 IDR / participant)
- FREE Airport pickup service (Gratis Antar jemput Hotel/Bandara/Stasiun/Terminal)
- FREE TransporsiPeserta ke tempat pelatihan .
- Module atau Handout
- FREE Flashdisk
- Sertifikat
- FREE Bag or bagpackers (Tas Training)
- Training Kit (Dokumentasi photo, Blocknote, ATK, etc)
- 2x Coffe Break & 1 Lunch, Dinner
- FREE Souvenir Exclusive
- Training room full AC and Multimedia

Catatan : Hotel untuk pelatihan ada beberapa pilihan seperti Hotel Ibis, Hotel Aston, Hotel Amaris, Hotel Cavinton, Hotel Hyatt, Hotel Grand Aston, Novotel, Hotel Harris, Hotel 101, Hotel Grand Mercure,Ritz Carlton, Hotel Ibis Style dan masih banyak pilihan menarik lainnya.

Apabila perusahaan membutuhkan paket in house training anggaran investasi pelatihan dapat menyesuaikan dengan anggaran perusahaan. Dapatkan harga spesial untuk pengiriman minimal 3 peserta dari perusahaan yang sama. Serta untuk pengiriman 3 pesertas dari perusahaan yang sama kita bisa membantu pelatihan special class tersendiri.

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