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 Galeri Training 2023 training credit risk analysis and modeling terbaru :
Jadwal Pelatihan Galeri Training Tahun 2025 :
- Batch 1 : 7 – 8 Januari 2026
- Batch 2 : 11 – 12 Februari 2026
- Batch 3 : 4 – 5 Maret 2026
- Batch 4 : 8 – 9 April 2026
- Batch 5 : 6 – 7 Mei 2026
- Batch 6 : 10 – 11 Juni 2026
- Batch 7 : 8 – 9 Juli 2026
- Batch 8 : 5 – 6 Agustus 2026
- Batch 9 : 9 – 10 September 2026
- Batch 10 : 14 – 15 Oktober 2026
- Batch 11 : 4 – 5 November 2026
- Batch 12 : 2 – 3 Desember 2026
Catatan : Jadwal dapat menyesuaikan dengan kebutuhan anda dengan catatan kuota peserta minimum 2 (dua) peserta terpenuhi.
Biaya dan Lokasi training credit risk analysis and modeling terupdate :
Lokasi :
· 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.
Investasi training modeling kredit murah :
Investasi pelatihan selama tiga hari tersebut menyesuaikan dengan jumlah peserta (on call). *Please feel free to contact us.
Apabila perusahaan membutuhkan paket in house training, anggaran investasi pelatihan dapat menyesuaikan dengan anggaran perusahaan.
Fasilitas training pengenalan credit risk analysis murah :
1. FREE Airport pickup service (Gratis Antar jemput Hotel/Bandara)
2. FREE Akomodasi Peserta ke tempat pelatihan .
3. Module / Handout training analisis resiko kredit dan modeling terupdate .
4. FREE Flashdisk .
5. Sertifikat training credit risk analysis and modeling terupdate .
6. FREE Bag or bagpackers (Tas Training) .
7. Training Kit (Dokumentasi photo, Blocknote, ATK, etc) training modeling kredit terbaru .
8. 2xCoffe Break & 1 Lunch, Dinner.
9. Souvenir .
