h1>TRAINING CREDIT RISK MODELING

h2>TRAINING AUDITOR INTERNAL

TRAINING BANK RISK MANAGEMENT

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
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
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
Risk modeling and measurement: introduction, determining loss due to defaultdowngrade, estimating PD LGD EAD, LossCalc, amortization vs diffusion effect
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)
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
JP Morgan CreditMetrics: introduction, credit rating transition matrix, spread curve, present value revaluation, incorporating default correlation, usage of Monte Carlo simulation;
Credit Suisse CreditRisk+: introduction, CreditRisk+ framework, building block in CreditRisk+, CreditRisk+ loss distribution;
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

Marketing Credit Officer
Credit Analys
Risk Managemet
Fund Invesment Manager
Auditor
Bond Dealer, dan
Bagian Kredit

• 10 – 12 Januari 2023 || 24 – 26 Januari 2023
• 7 – 9 Februari 2023 || 21 – 23 Februari 2023
• 6 – 8 Maret 2023 || 20 – 23 Maret 2023
• 4 – 6 April 2023 || 11 – 13 April 2023
• 2 – 4 Mei 2023 || 15 – 17 Mei 2023
• 13 – 15 Juni 2023 || 26 – 28 Juni 2023
• 4 – 6 Juli 2023 || 17 – 19 Juli 2023
• 14 – 16 Agustus 2023 || 28 – 30 Agustus 2023
• 12 – 14 September 2023 || 25 – 27 September 2023
• 10 – 12 Oktober 2023 || 24 – 26 Oktober 2023
• 7 – 9 November 2023 || 21 – 23 November 2023
• 5 – 7 Desember 2023 || 12 – 14 Desember 2023
• Catatan :span style=”font-size: inherit;”> .span>

Investasi dan Lokasi pelatihan:

• Yogyakarta, Hotel Neo Malioboro (7.500.000 IDR participant)
• Jakarta, Hotel Amaris Tendean (7.500.000 IDR participant)
• Bandung, Hotel Neo Dipatiukur (7.500.000 IDR participant)
• Bali, Hotel Ibis Kuta(7.500.000 IDR participant)
• Surabaya, Hotel Amaris, Ibis Style (7.500.000 IDR participant)
• Lombok, Sentosa Resort (7.500.000 IDR participant)
• Catatan : Apabila perusahaan membutuhkan paket in house training, anggaran investasi pelatihan dapat menyesuaikan dengan anggaran perusahaan.

Fasilitas :

• FREE Airport pickup service (Gratis Antar jemput HotelBandaraStasiunTerminal)
• FREE Akomodasi Peserta ke tempat pelatihan .
• Module Handout
• FREE Flashdisk
• Sertifikat
• FREE Bag or bagpackers (Tas Training)
• Training Kit (Dokumentasi photo, Blocknote, ATK, etc)
• 2xCoffe Break & 1 Lunch, Dinner
• FREE Souvenir Exclusive
• Training room full AC and Multimedia