Training Credit Risk Management

Deskripsi

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.

Course Outline :

• 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

1. Exposure, Probability of Default, and Expected Loss
2. Default Probabilities & Recovery Rates
3. Financial Assessment
4. Qualitative Factors
5. Industry Analysis
6. Third party support
7. Term, Structure & Collateral
   • Measuring Risk: The Value-at-Risk (VaR) Approach
   • Modern Portfolio Management Techniques – Overview
   • Credit Risk Management – VaR Approach
     1. Definition of Credit VaR
     2. Return distribution: credit vs. security
     3. Credit VaR & the capital charge
     4. Expected loss, unexpected loss & economic capital
        • An Options Theoretic Model of Credit Risk
        • A Credit Migration Model of Credit Risk: The CreditMetrics Model
        • 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

 

Peserta :

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

Fasilitas Yang Diperoleh

• Lokasi Training di Hotel Bintang 3-5
• Ruang Pelatihan Full AC, Toilet dan Musholla
• Perlengkapan Visual LCD Proyektor, & Whiteboard
• Modul / Handout(Hard Copy & Soft Copy)
• Training Kit (Co-Card, Bolpoin, & Buku Catatan)
• 1x Makan Siang dan 2x Coffee Break (Snack)
  
• Penjemputan Bandara Hotel (Pulang-Pergi selama pelatihan)
• Basement Tempat Parkir Motor dan Mobil yang Aman
• Akses Internet Wireless
• Smoking Area.
• Sertifikat Keikutsertaan Training
• Merchandise menarik dari Duta Pro Training & Consulting
• Konsultasi dengan Instruktur setelah Pelatihan