TRAINING CREDIT RISK ANALYSIS AND MODELING

Training Analisis Resiko Kredit Dan Modeling

Training Modeling Kredit

Pembicara / Fasilitator
Salman Taufik
He is a finance professional with years experiences since 1990 – 2005 in the area of treasury and capital market, derivative, corporate finance and planning, and risk management. He had become consultant to develop a risk management system in several financial institutions. His background in mathematical modeling will help participants to understand the credit risk models clearly and easier.

Materi
DAY-1
1. Dynamic Credit Analysis
Review credit analysis process
Financial analysis
Balance-sheet and Financial statement analysis
Ratio Analysis
Cash flow analysis
Credit rating of public debt

Exercise:
– Simulating the financial analysis to see the distribution of company’s performance under input scenarios
– Using stochastic optimization and models to evaluate credit risk of corporate restructuring

2. Constructing Internal Credit Rating System
Classifying company using neural network approach (as in S&P)

Exercising Neural Network application for rating categories

Estimating probability of default (PD) using historical data
Exercising cohort and hazard analysis to construct transition matrix

Estimating PD using statistical approach
– Discrimant Analysis in Altman Model
– Logit and Probit model (Moody’s)

Mapping PD into rating categories.

Estimating PD using structural approach (merton model)

Exercise:
– Using internal credit rating for credit screening
– Predicting distress using simulation for credit analysis.

DAY-2
3. Validating a Rating System
Validating a rating system
Discrimination and calibration using CAP (Cumulative Accuracy Profile) and AR (Accuracy Ratio)
Another analytical tool ROC (Receiver Operating Characteristic)
Bootstrapping confidential intervals for the AR
Interpreting CAPS and ROCS
BRIER SCORE the overall test
Testing the calibration of rating-specific default probabilities
Validation strategy

Validating credit portfolio model
Berkowitz test

Basel II and internal rating
Assessing a given grading structure
Towards optimal grading structure

4. Portfolio of Credit Risk
Understanding Default Correlation in credit portfolio

Calculating the capital requirement in IRB

Measuring risk using VAR (Value At Risk) in credit portfolio
VAR method: Var-Covar, Historical Simulation, Montecarlo
Undiversified vs Diversified VAR

Risk Budgeting: Value at Risk with asset allocation optimization model

Stest testing capital adequacy using simulation.

Wajib diikuti oleh
Bank credit officers
Risk Management officers
Investment bankers
Bond credit analysts
Fixed income/credit traders
Fixed income/credit sales people
Fund managers
Compliance officers
Financial decision makers in corporations
Regulators

Jadwal Pelatihan agendatraining Tahun 2024 :

• batch 1 : 23 – 25 Januari 2024
• batch 2 : 6 – 8 Februari 2024
• batch 3 : 5 – 7 Maret 2024
• batch 4 : 23 – 25 April 2024
• batch 5 : 6 – 8 Mei 2024 || 20 – 22 Mei 2024
• batch 6 : 11 – 13 Juni 2024
• batch 7 : 16 – 18 Juli 2024
• batch 8 : 20 – 22 Agustus 2024
• batch 9 : 17 – 19 September 2024
• batch 10 : 8 – 10 Oktober 2024 || 22 – 24 Oktober 2024
• batch 11 : 5 – 7 November 2024 || 19 – 21 November 2024
• batch 12 : 10 – 12 Desember 2024

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

Biaya dan Lokasi Pelatihan : agenda training analisis resiko kredit dan modeling terbaru

Lokasi : agenda training modeling kredit 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 analisis resiko kredit dan modeling

Investasi Pelatihan Agenda Training : agenda training modeling kredit

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 pengenalan credit risk analysis

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 .