TRAINING CREDIT RISK MANAGEMENT

PELATIHAN CREDIT RISK MANAGEMENT

DESKRIPSI PELATIHAN CREDIT RISK MANAGEMENT

Pelatihan ini memfokuskan pada teknik-teknik credit risk management, mempelajari beberapa model dan pendekatan yang telah sering digunakan dalam marketplace. Pelatihan ini menjelaskan credit risk management secara keseluruhan dan teknik-tekniknya berdasarkan pada pendekatan metode Value at Risk (VaR). metode VaR ini sangat penting karena telah lama digunakan sebagai acaun dasar bagi penunjang regulasi-regulasi perbankan dan juga sebagai dasar untuk pengembangan pada internal model dari risk analysis, dan kebijakan-kebijakan capital lainnya.

MATERI TRAINING CREDIT RISK MANAGEMENT

Overview & Concepts
Risk Management & the role of the regulators Regulators
An Integrated View of Risk Management
The Credit Cycle: Does it exist?
The Role of the Credit Rating Agencies
Internal Rating Systems Internal Rating Systems
Internal Risk Rating Systems :
- Exposure, Probability of Default, and Expected Loss
- Default Probabilities & Recovery Rates
- Financial Assessment
- Qualitative Factors
- Industry Analysis
- Third party support
- Term, Structure & Collateral
Measuring Risk: The Value-at-Risk (VaR) Approach
Modern Portfolio Management Techniques – Overview
Credit Risk Management – VaR Approach :
- Definition of Credit VaR
- Return distribution: credit vs. security
- Credit VaR & the capital charge
- Expected loss, unexpected loss & economic capital
An Options Theoretic Model of Credit Risk
A Credit Migration Model of Credit Risk: The Credit Metrics Model
Proyeksi tingkat NPL menggunakan faktor makroekonomi Net Flow Analysis dan Vintage analysis
An Actuarial Model of Credit Risk: CreditRisk
Credit Portfolio Risk Management Techniques
Credit Derivatives
Operational Risk
Integrated Risk Management Revisited
Internal Risk Management Organization
Credit Portfolio Risk Management and Risk-adjusted Return on Capital
Stress testing dan menyikapi hasil stress testing

PESERTA PELATIHAN CREDIT RISK MANAGEMENT

Credit Portfolio Managers
Credit Managers
Risk Managers
Risk Controllers
Credit Risk Modellers
Investment Managers 7. Asset Managers
Portfolio Managers
Quantitative Analysts
IT Professionals
Regulators

INSTRUKTUR PELATIHAN

Instruktur yang mengajar pelatihan Credit Risk Management ini adalah instruktur yang berkompeten di bidang Credit Risk Management 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.