MATERI 

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 (Cumulative Accuracy Profile)
  • Gini Coefficient
  • Receiver Operating Characteristic
  • Scoring Validation
  • Stability Report
  • Delinquency Report
  • Scorecard Accuracy
  • Credit Bureaus
  • Business Objective
  • Limitations

3. Credit Rating I

  • 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,
  • Credit VaR
    • Covariance redit portfolio model using beta distribution,
    • Basel II portfolio model
    • Coherent risk measure
    • Expected shortfall
    • Stress test

7. JP Morgan Credit Metrics

  • Introduction
  • Credit Rating Transition Matrix
  • Spread Curve
  • Present Value Revaluation
  • Incorporating Default Correlation
  • Usage of Monte Carlo Simulation

8. Credit Suisse Credit Risk

  • Introduction
  • Credit Risk Framework
  • Building Block in CreditRisk
  • Credit Risk 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

TRAINING METHOD

Presentation

Discussion

Case Study

Evaluation

FACILITIES

Training Kit

Handout

Certificate

Lunch + 2 X Coffee Break

Souvenir

Pick Up Participant

Permintaan Brosur penawaran Training ( Harga, Waktu dan Tempat) silahkan Menghubungi kami.

Catatan :

  • Pelatihan ini dapat di-customized sesuai kebutuhan perusahaan Anda bila diselenggarakan dalam bentuk In-House Training. Untuk permintaan In-House Training dengan jenis topik lainya, silahkan mengirimkan ke alamat email yang tercantum di web kami.
  • Request Training. Jika anda membutuhkan informasi pelatihan yang belum tercantum pada website ini, atau anda ingin memberikan usulan materi yang sesuai dengan tingkat kebutuhan perusahaan anda, silahkan mengirimkan ke alamat emailyang tercantum.
  • Bila tidak ada tanggal dan waktu atau yang tercantum sudah kadaluarsa didalam artikel mohon tanyakan kepada kami untuk jadwal terbarunya.
  • Peserta bisa mengajukan Tanggal Pelatihan / Training selain yang tertera pada silabus penawaran.

Informasi Jadwal training / Pelatihan 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | di Yogyakarta, Jakarta, Bandung, Bogor, Surabaya, Malang, Bali, Lombok, Balikpapan, Makassar, Medan, Batam, Riau, Pontianak, Semarang, Solo, Manado, dan Kota-kota lainnya

Advertisement