PELATIHAN CREDIT RISK MODELING

PELATIHAN CREDIT RISK MODELING

PELATIHAN CREDIT RISK MODELING

Outline Pelatihan Credit Risk Modeling

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

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

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

Risk modeling and measurement: introduction, determining loss due to default/downgrade, estimating PD / LGD / EAD, LossCalc, amortization vs diffusion effect

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)

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

JP Morgan CreditMetrics: introduction, credit rating transition matrix, spread curve, present value revaluation, incorporating default correlation, usage of Monte Carlo simulation;

Credit Suisse CreditRisk+: introduction, CreditRisk+ framework, building block in CreditRisk+, CreditRisk+ loss distribution;

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 Pelatihan Credit Risk Modeling

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

Jadwal Pelatihan Lokal Media Training 2023 :

Batch 1 : 14 – 16 Februari 2023

Batch 2 : 4 – 6 April 2023

Batch 3 : 26 – 28 Juni 2023

Batch 4 : 14 – 16 Agustus 2023

Batch 5 : 10 – 12 Oktober 2023

Batch 6 : 5 – 7 Desember 2023

Jadwal Pelatihan Lokal Media

TEMPAT PELAKSANAAN PELATIHAN

• REGULER TRAINING
  • YOGYAKARTA
  • JAKARTA
  • BANDUNG
  • MALANG
  • SURABAYA
  • BALI
  • LOMBOK – NTB
• IN HOUSE TRAINING
• ONLINE TRAINING VIA ZOOM

Note :

Waktu dan tempat pelaksanaan pelatihan bisa kami sesuaikan dengan kebutuhan peserta.

Investasi Pelatihan Lokal Media Training:

1. Investasipelatihan selama tiga hari tersebut menyesuaikan dengan jumlah peserta
2. Apabila perusahaan membutuhkan paket in house training, anggaran investasi pelatihan dapat menyesuaikan dengan anggaran perusahaan.

Fasilitas Pelatihan di Lokal Media Training:

1. FREE Airport pickup service (Gratis Antar jemput Hotel/Bandara)
2. FREE Akomodasi ke tempat pelatihan bagi peserta
3. Module / Handout
4. FREE Flashdisk
5. Sertifikat
6. FREE Bag or bagpackers (Tas Training)
7. Training Kit (Dokumentasi photo, Blocknote, ATK, etc)
8. 2xCoffe Break & 1 Lunch, Dinner
9. FREE Souvenir Exclusive
10. Training room full AC and Multimedia