CREDIT RISK MODELING – Half Confirmed

ACARA

23 – 24 Januari 2017 | Rp 5.000.000,- di Hotel Ibis/ Dreamtel Hotel / Favehotel, Jakarta
22 – 23 Februari 2017 | Rp 5.000.000,- di Hotel Ibis/ Dreamtel Hotel / Favehotel, Jakarta – HALF CONFIRMED
08 – 09 Maret 2017 | Rp 5.000.000,- di Hotel Ibis/ Dreamtel Hotel / Favehotel, Jakarta
10 – 11 April 2017 | Rp 5.000.000,- di Hotel Ibis/ Dreamtel Hotel / Favehotel, Jakarta

Jadwal Training 2017 Selanjutnya …

 

OUTLINE TRAINING CREDIT RISK MODELING

  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

PROFIL PEMBICARA TRAINING CREDIT RISK MODELING

Rachmat Sumedhi, SE, FMAcc, MM

Adalah lulusan Magister Science of Management (Finance), National University – Indonesia, Fellow of Master of Accountancy, Charles Sturt University, Wagga Wagga Australia, Sarjana Ekonomi Universitas Katolik Atmajaya Jakarta. Saat ini beliau menjabat Chief Financial Officer di Indonesian IT, Engineering and Construction Services Group of Companies, pernah menjabat General Manager – Operation di Japanese Financing Company, Senior Consultant/ Country Financial Controller di PT Austraining Nusantara (Indonesia Office), Consultant World Bank, Consultant perbankan, BUMN dan perusahaan-perusahaan swasta , serta pernah bekerja pada salah Bank di Indonesia,  Dosen tidak tetap pada Universitas Riau, Universitas Nasional, dan STIE Perbanas Jakarta. 28 tahun berpengalaman sebagai konsultan manajemen dan 21 tahun sebagai pengajar Training-training, seminar-seminar dan Inhouse Training di bidang  Manajemen, Keuangan, Risk Management, Operational, HR and Development Programs pada perbankan nasional ataupun swasta, BPD, BUMN, perusahaan swasta dan lain-lain. Beliau juga mempunyai pengalaman bekerja di berbagai negara seperti ROC Taiwan, Sri Lanka, Singapore, Hongkong, Australia dan PNG.

 

Jadwal dan tempat pelaksanaan training :

  1. Tanggal 23-24 Januari 2017, Hotel Ibis/ Dreamtel Hotel / Favehotel – Jakarta
  2. Tanggal 22-23 Februari 2017, Hotel Ibis / Dreamtel Hotel / Favehotel –  Jakarta
  3. Tanggal 8-9 Maret 2017, Hotel Ibis / Dreamtel Hotel / Favehotel –  Jakarta
  4. Tanggal 10-11 April 2017, Hotel Ibis / Dreamtel Hotel / Favehotel –  Jakarta
  5. Tanggal 8-9 Mei 2017, Hotel Ibis / Dreamtel Hotel / Favehotel –  Jakarta
  6. Tanggal 7-8 Juni 2017, Hotel Ibis / Dreamtel Hotel / Favehotel-  Jakarta
  7. Tanggal 10-11 Juli 2017, Hotel Ibis / Dreamtel Hotel / Favehotel –  Jakarta
  8. Tanggal 7-8 Agustus 2017, Hotel Ibis / Dreamtel Hotel / Favehotel –  Jakarta
  9. Tanggal 11-12 September 2017, Hotel Ibis / Dreamtel Hotel / Favehotel –  Jakarta
  10. Tanggal 9-10 Oktober 2017, Hotel Ibis / Dreamtel Hotel / Favehotel –  Jakarta
  11. Tanggal 8-9 November 2017, Hotel Ibis / Dreamtel Hotel / Favehotel –  Jakarta
  12. Tanggal 11-12 Desember 2017, Hotel Ibis / Dreamtel Hotel / Favehotel –  Jakarta

INVESTASI TRAINING CREDIT RISK MODELING

Rp 5.000.000,- (Lima Juta Rupiah) belum termasuk pajak terkait.

Investasi sudah termasuk :

  1. Sertifikat keikutsertaan.
  2. Coffe Break 2X dan Lunch.
  3. Souvenirs dan Seminar Kits.
  4. Seminar Bag.
  5. Modul
  • Discount 10% apabila pendaftaran group minimal 5 orang dari perusahaan yang sama (untuk satu pelatihan dan waktu yang sama).
  • Pelaksanaan training akan diselenggarakan apabila telah mencapai quota peserta 4-5 orang.
  • Konfirmasi pelaksanaan training akan dilakukan 3 (tiga hari sebelum tanggal pelaksanaan).

CREDIT RISK MODELING

 

Formulir Pra-Pendaftaran Public Training / Permintaan Informasi Lebih Lanjut
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  4. DATA PRIBADI
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  11. DATA PRE REGISTRATION (Tidak Mengikat)
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  13. PESAN UNTUK PENYELENGGARA TRAINING
 

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