CREDIT RISK MODELING

ACARA

21 – 22 Maret 2018 | Rp 5.000.000,- di Hotel Ibis/ Dreamtel, Jakarta
24 – 25 April 2018 | Rp 5.000.000,- di Hotel Ibis/ Dreamtel, Jakarta
20 – 21 Mei 2018 | Rp 5.000.000,- di Hotel Ibis/ Dreamtel, Jakarta
26 – 27 Juni 2018 | Rp 5.000.000,- di Hotel Ibis/ Dreamtel, Jakarta

Jadwal Training 2018 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

FASILITATOR TRAINING CREDIT RISK MODELING

Team Trainer

 

 

Jadwal Training 2018 

  • Tanggal 21-22 Maret 2018
  • Tanggal 24-25 April 2018
  • Tanggal 20-21 Mei 2018
  • Tanggal 26-27 Juni 2018
  • Tanggal 23-24 Juli 2018
  • Tanggal 22-23 Agustus 2018
  • Tanggal 24-25 September 2018
  • Tanggal  22-23 Oktober 2018
  • Tanggal  26-27 November 2018
  •  Tanggal  19-20 Desember 2018

Request Pelaksanaan di luar Jakarta: Bandung, Yogyakarta, Surabaya, Malang, Bali

INVESTASI TRAINING CREDIT RISK MODELING

  • Hotel Ibis / Dreamtel Jakarta Rp 5.000.000,- (Lima Juta Lima  Rupiah)
  • Bandung Rp 5.000.000,- (Lima Juta  Rupiah)
  • Yogyakarta / Surabaya Rp 5.500.000,- (Lima Juta Lima Ratus Ribu Rupiah)
  • Malang Rp 6.000.000,- (Enam Juta Rupiah)
  • Bali Rp 6.500.000,- (Enam Juta Lima Ratus Ribu Rupiah)

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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