Credit Risk Modeling (JAKARTA)

| January 1, 2021 | 2021, 2Jakarta, Jadwal Training 2016, Jadwal Training 2017, Jadwal Training Pelatihan Seminar 2018, Jakarta, Risk Management | No Comments

Credit Risk Modeling (JAKARTA)

NEXT SCHEDULE

  • Tanggal 25–26 Januari 2021 | Tanggal 25 Januari 2021
  • Tanggal 22–23 Februari 2021 | Tanggal 22 Februari 2021
  • Tanggal 22–23 Maret 2021 | Tanggal 22 Maret 2021
  • Tanggal 26–27 April 2021 | Tanggal 26 April 2021
  • Tanggal 24–25 Mei 2021 | Tanggal 24 Mei 2021
  • Tanggal 23–24 Juni 2021 | Tanggal 23 Juni 2021
  • Tanggal 28–29 Juli 2021 | Tanggal 28 Juli 2021
  • Tanggal 30–31 Agustus 2021 | Tanggal 30 Agustus 2021
  • Tanggal 22–23 September 2021 | Tanggal 22 September 2021
  • Tanggal 27–28 Oktober 2021 | Tanggal 27 Oktober 2021
  • Tanggal 22–23 November 2021 | Tanggal 22 November 2021
  • Tanggal 22–23 Desember 2021 | Tanggal 22 Desember 2021

*Jadwal Training masih tentative running apabila telah mencapai quota

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

INVESTASI :

Training Online, One Days Online Training :

  • Via Aplikasi Zoom : Rp 1.750.000,- (Satu Juta Tujuh Ratus Lima Puluh Ribu Rupiah)

Training Offline, Two Days Offline Training :

  • Jakarta : Rp 5.000.000,- (Lima Juta Rupiah)
  • Bandung : Rp 6.000.000,- (Enam Juta Rupiah)

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

FASILITAS :
Training Online

  • Soft Copy Materi (Dikirim By Email)
  • Seminar Kits (ATK + Flashdisk) (Dikirim Via JNE)
  • Sertifikat Kehadiran (Dikirim Via JNE)

Training Offline

  • Seminar Kits ( Handcopy Materi + Tas + ATK + Flashdisk)
  • Makan Siang
  • Coffee Break
  • Sertifikat
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  11. Mohon tidak memesan tiket perjalanan / akomodasi penginapan sebelum ada kepastian training akan berjalan. Jika ada pertanyaan bisa menghubungi 0851-0249-5051 dan 0899-812-1246
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