TRAINING CREDIT RISK MODELING
Training Pemodelan Risiko Kredit
Training Credit Suisse Creditrisk+
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
Jadwal Pelatihan Galeri Training 2023 training credit risk modeling terbaru :
Jadwal Pelatihan Galeri Training Tahun 2023 :
- Batch 1 : 24 – 26 Januari 2023
- Batch 2 : 14 – 16 Februari 2023
- Batch 3 : 20 – 23 Maret 2023
- Batch 4 : 4 – 6 April 2023
- Batch 5 : 15 – 17 Mei 2023
- Batch 6 : 26 – 28 Juni 2023
- Batch 7 : 17 – 19 Juli 2023
- Batch 8 : 14 – 16 Agustus 2023
- Batch 9 : 25 – 27 September 2023
- Batch 10 : 10 – 12 Oktober 2023
- Batch 11 : 7 – 9 November 2023
- Batch 12 : 5 – 7 Desember 2023
Catatan : Jadwal dapat menyesuaikan dengan kebutuhan anda dengan catatan kuota peserta minimum 2 (dua) peserta terpenuhi.
Biaya dan Lokasi training credit risk 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 credit suisse creditrisk+ 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 kmv edf credit monitor murah :
1. FREE Airport pickup service (Gratis Antar jemput Hotel/Bandara)
2. FREE Akomodasi Peserta ke tempat pelatihan .
3. Module / Handout training pemodelan risiko kredit terupdate .
4. FREE Flashdisk .
5. Sertifikat training credit risk modeling terupdate .
6. FREE Bag or bagpackers (Tas Training) .
7. Training Kit (Dokumentasi photo, Blocknote, ATK, etc) training credit suisse creditrisk+ terbaru .
8. 2xCoffe Break & 1 Lunch, Dinner.
9. Souvenir .
