PELATIHAN CREDIT RISK MODELING
TRAINING CREDIT RISK MODELING
TRAINING CREDIT RISK MODELING
MATERI PELATIHAN CREDIT RISK MODELING
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 default/downgrade, 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;
PESERTA TRAINING CREDIT RISK MODELING
- Marketing Credit Officer
- Credit Analys
- Risk Managemet
- Fund/ Invesment Manager
- Auditor
- Bond Dealer, dan
Bagian Kredit
INSTRUKTUR
Instruktur yang mengajar pelatihan Credit Risk Modeling ini adalah instruktur yang berkompeten di bidang Credit Risk Modeling baik dari kalangan akademisi maupun praktisi.
Jadwal Pelatihan Transform-mpi.com 2025 :
- Batch 1 : 30 – 31 Januari 2025
- Batch 2 : 13 – 14 Februari 2025
- Batch 3 : 11 – 12 Maret 2025
- Batch 4 : 16 – 17 April 2025
- Batch 5 : 15 – 16 Mei 2025
- Batch 6 : 25 – 26 Juni 2025
- Batch 7 : 16 – 17 Juli 2025
- Batch 8 : 6 – 7 Agustus 2025
- Batch 9 : 3 – 4 September 2025
- Batch 10 : 8 – 9 Oktober 2025 || 29 – 30 Oktober 2025
- Batch 11 : 13 – 14 November 2025 || 25 – 27 November 2025
- Batch 12 : 15 – 16 Desember 2025
Catatan : Jadwal dapat menyesuaikan dengan kebutuhan anda.
Biaya dan Lokasi Pelatihan :
- Jakarta :
- Bandung
- Yogyakarta
- Surabaya
- Malang
- Bali
- Lombok
Catatan : Biaya diatas belum termasuk akomodasi/penginapan. Apabila ada pertayaan mengenai materi, biaya, lokasi, jadwal dan penawaran lainnya, hubungi kami di nomor CS kami.
Fasilitas Pelatihan di transform-mpi.com:
- Penjemputan dari Hotel/Bandara/Stasiun/Terminal.
- Training Kit (Dokumentasi photo, Blocknote, ATK, Flashdisk, dll).
- Transportasi Peserta ke tempat pelatihan.
- 2x Coffe Break & 1 Lunch (Makan Siang).
- Training Room Full AC and Multimedia.
- Free Bag or Bagpackers (Tas Training).
- Softfile Foto Training
- Sertifikat Pelatihan.
- Souvenir Exclusive.
