Advanced Credit Risk Modeling

Advanced Credit Risk Modeling

Outline

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. Usage of Validation and Correlation Test: KMV EDF Credit Monitor, Portfolio model for credit risk, JP Morgan CreditMetrics, usage of Monte Carlo simulation, Credit Suisse CreditRisk+
6. Credit Modelling Correlation Test by using AMOS®
7. Case Studies

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
Team Trainer

INVESTASI :
Training Online, Two Days Online Training :

1. Via Aplikasi Zoom : Rp 3.500.000,- (Tiga Juta Lima Ratus Ribu Rupiah)

Training Offline, Two Days Offline Training :

1. Jakarta : Rp 5.000.000,- (Lima Juta Rupiah)
2. Bandung : Rp 6.000.000,- (Enam Juta Rupiah)

Ket :
Hotel Ibis Arcadia/Hotel Dreamtel / Hotel Hi / Hotel Blue Sky / Hotel Erian Jakarta

FASILITAS :

Training Online

1. Soft Copy Materi (Dikirim By Email)
2. Seminar Kits (ATK) & Sertifikat Kehadiran (Dikirim Via JNE)

Training Offline

1. Seminar Kits ( Handcopy Materi + ATK + Souvenir)
2. Makan Siang
3. Coffee Break
4. Sertifikat

NEXT SCHEDULE:

1. Tanggal 18-19 Januari 2023
2. Tanggal 15-16 Februari 2023
3. Tanggal 20-21 Maret 2023
4. Tanggal 17-18 April 2023
5. Tanggal 22-23 Mei 2023
6. Tanggal 14-15 Juni 2023
7. Tanggal 17-18 Juli 2023
8. Tanggal 23-24 Agustus 2023
9. Tanggal 20-21 September 2023
10. Tanggal 18-19 Oktober 2023
11. Tanggal 22-23 November 2023
12. Tanggal 20-21 Desember 2023

*Jadwal Training masih tentative running apabila telah mencapai quota