TRAINING CREDIT RISK MODELING

Training Pemodelan Risiko Kredit

Training Credit Suisse Creditrisk+

agenda training pemodelan risiko kredit

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

Jadwal Pelatihan agendatraining Tahun 2021 :

  • 19-20 Januari 2021
  • 16-17 Februari 2021
  • 16-17 Maret 2021
  • 20-21 April 2021
  • 18-19 Mei 2021
  • 15-16 Juni 2021
  • 20-21 Juli 2021
  • 17-18 Agustus 2021
  • 21-22 September 2021
  • 19-20 Oktober 2021
  • 16-17 November 2021
  • 21-22 Desember 2021

Catatan : Jadwal dapat menyesuaikan dengan kebutuhan anda dengan catatan kuota peserta minimum 2 (dua) peserta terpenuhi. agenda pelatihan credit risk modeling

 

Biaya dan Lokasi Pelatihan : agenda training pemodelan risiko kredit terbaru

Lokasi : agenda training credit suisse creditrisk+ terbaru

· Jakarta : Hotel Amaris Kemang, Amaris Tendean,Trinity Hotel, Ibis Budget.

· Bandung : Hotel Santika, Hay Hotel,Ibis Style, Novotel Hotel, Golden Flower Hotel, 1O1 Hotel, Grand Tjokro Hotel, Tune Hotel, Four Point by Sheraton Hotel.

· Yogyakarta : Hotel NEO+ Awana, Cordela Hotel,Ibis Style, Boutique Hotel, Cavinton Hotel, Mutiara Hotel, Dafam Malioboro Hotel, Prima Inn Hotel .

· Surabaya : Novotel Hotel, Ibis Center Hotel, HARRIS Hotel, Favehotel, Alana Hotel .

· Malang : Amaris Hotel, The 1O1 Hotel, Ibis Style Hotel, El Hotel, Whiz Prime Hotel .

· Bali : Ibis Kuta, Fontana Hotel, HARRIS Hotel & Conventions .

· Lombok : Favehotel, Novotel Lombok, D Praya Hotel .

Catatan : Biaya diatas belum termasuk akomodasi/penginapan. agenda pelatihan pemodelan risiko kredit

 

Investasi Pelatihan Agenda Training : agenda training credit suisse creditrisk+

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

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

Fasilitas Pelatihan Agenda Training : agenda training kmv edf credit monitor

1. FREE Airport pickup service (Gratis Antar jemput Hotel/Bandara)

2. FREE Akomodasi Peserta ke tempat pelatihan .

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. Souvenir .

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TRAINING CREDIT SCORING

June 27, 2019