Training Credit Risk Management
Training Credit Risk Management
Pelatihan Pengelolaan Resiko Kredit
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
1.Overview & Concepts
2.Risk Management & the role of the regulators Regulators
3.An Integrated View of Risk Management
4.The Credit Cycle: Does it exist?
5.The Role of the Credit Rating Agencies
6.Internal Rating Systems Internal Rating Systems
7.Internal Risk Rating Systems :
a.Exposure, Probability of Default, and Expected Loss
b.Default Probabilities & Recovery Rates
c.Financial Assessment
d.Qualitative Factors
e.Industry Analysis
f.Third party support
g.Term, Structure & Collateral
8.Measuring Risk: The Value-at-Risk (VaR) Approach
9.Modern Portfolio Management Techniques – Overview
10.Credit Risk Management – VaR Approach :
a.Definition of Credit VaR
b.Return distribution: credit vs. security
c.Credit VaR & the capital charge
d.Expected loss, unexpected loss & economic capital
11.An Options Theoretic Model of Credit Risk
12.A Credit Migration Model of Credit Risk: The Credit Metrics Model
13.Proyeksi tingkat NPL menggunakan faktor makroekonomi Net Flow Analysis dan Vintage analysis
14.An Actuarial Model of Credit Risk: CreditRisk
15.Credit Portfolio Risk Management Techniques
16.Credit Derivatives
17.Operational Risk
18.Integrated Risk Management Revisited
19.Internal Risk Management Organization
20.Credit Portfolio Risk Management and Risk-adjusted Return on Capital
21.Stress testing dan menyikapi hasil stress testing
Peserta Training Credit Risk Management
- Credit Portfolio Managers
- Credit Managers
- Risk Managers
- Risk Controllers
- Credit Risk Modellers
- Investment Managers
- Asset Managers
- Portfolio Managers
- Quantitative Analysts
- IT Professionals
- Regulators
Jadwal Pelatihan Transindo Tahun 2023 :
- Batch 1 : 14 – 16 Februari 2023
- Batch 2 : 15 – 17 Mei 2023
- Batch 3 : 14 – 16 Agustus 2023
- Batch 4 : 7 – 9 November 2023
Catatan : Jadwal tersebut dapat disesuaikan dengan kebutuhan calon peserta pelatihan.
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 Hotel/Bandara/Stasiun/Terminal)
- 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