Training Finance | Accounting | Pajak | Banking | Risk Management

ADVANCED CREDIT RISK MODELING – Pasti Jalan

ADVANCED CREDIT RISK MODELING

Hotel Ibis/ Dreamtel, Jakarta | 15 – 16 April 2019 | Rp 5.000.000,- PASTI JALAN
Hotel Ibis/ Dreamtel, Jakarta | 13 – 14 Mei 2019 | Rp 5.000.000,-
Hotel Ibis/ Dreamtel, Jakarta | 24 – 25 Juni 2019 | Rp 5.000.000,-
Hotel Ibis/ Dreamtel, Jakarta | 15 – 16 Juli 2019 | Rp 5.000.000,-

Jadwal Training 2019 Selanjutnya …

 

 

ADVANCED CREDIT RISK MODELING TRAINING 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

 

JADWAL PELATIHAN

 

Investasi : 

 

Investasi sudah termasuk :

  1. Sertifikat keikutsertaan
  2. Coffe Break 2X dan Lunch
  3. Seminar Kits
  4. Seminar Bag
  5. Modul
    • Discount 10% apabila pendaftaran group minimal 5 orang dari perusahaan 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)

 

Formulir Permintaaan Informasi Lanjutan / Pra-Pendaftaran Public Training
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  11. PRE REGISTRATION DATA (Tidak Mengikat)
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