TRAINING CREDIT RISK MODELLING (ADVANCED)

INVESTASI ONLINE TRAINING (2 Days)

Online Training (Group) Minimal pendaftaran 3 orang

Rp 2.000.000,-/ orang

 

Online Training (Reguler)

Rp 2.800.000,-/ orang

 

Online Training (Private)

Dapatkan harga khusus hubungi kami

 

PELAKSANAAN ONLINE TRAINING:

08.30-12.00 WIB atau 13.00-16.30 WIB

Fullday available

 

INVESTASI TERMASUK  : 

  1. Soft Copy Modul Training (Email)
  2. Modul Training (Tiki)
  3. Sertifikat Kehadiran (Tiki)
  4. Qualified Instructor

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TANGGAL PELAKSANAAN :

6-7 Jan 2022

7-8 Feb2022

10-11 Mar 2022

7-8 April 2022

19-20 Mei 2022

6-7 Juni 2022

7-8 Juli 2022

4-5 Agus 2022

5-6 Sept 2022

6-7 Okt 2022

8-9 Nov 2021

9-10 Des 2021

OVERVIEW

Pelatihan lanjutan ini memberikan panduan pelatihan yang ditargetkan untuk para peserta yang ingin menyempurnakan, memvalidasi, dan menguji stres mereka dari probability of default (PD), loss given default (LGD) or exposure at default (EAD) models in a Basel or konteks IFRS 9.

 

Menggabungkan antara teori dan praktek, pelatihan ini dimulai dengan ulasan singkat tentang pemodelan PD, LGD dan EAD. Berbagai pendekatan pemodelan yang berkaitan dengan Low Default Portofolio akan dibahas. Pelatihan akan menguraikan validasi model dan mendiskusikan backtesting dan benchmarking model PD, LGD dan EAD bersama dengan validasi kualitatif. Stres testing dijelaskan secara luas dengan meninjau berbagai pendekatan untuk memahami perilaku model risiko kredit dalam keadaan ekonomi yang tidak menguntungkan.

 

OUTLINE TRAINING :

  1. 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
  2. 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
  3. 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
  4. Risk modeling and measurement: introduction, determining loss due to default/downgrade, estimating PD / LGD / EAD, LossCalc, amortization vs diffusion effect
  5. Usage of Validation and Correlation Test: KMV EDF Credit Monitor, Portfolio model for credit risk, JP Morgan CreditMetrics, usage of Monte Carlo simulation, Credit Suisse CreditRisk+
  6. Credit Modelling Correlation Test by using AMOS®
  7. Case Studies

WAJIB DIIKUTI OLEH

  1. Marketing Credit Officer
  2. Credit Analys
  3. Risk Managemet
  4. Fund/ Invesment Manager
  5. Auditor
  6. Bond Dealer
  7. Bagian Kredit

METODE TRAINING :

  1. Ceramah & Tanya jawab
  2. Presentation
  3. Diskusi / Case Study
  4. Problem Solving

TRAINER & FACILITATOR :

Tim Trainer Arcarta Consultant

 

INVESTASI TRAINING  

(Jakarta ):

Rp  5.000.000,-/ orang

 

(Bandung):

Rp. 5.500.000,-/ orang

 

(Yogyakarta):

Rp. 6.000.000,-/ orang

 

INVESTASI TRAINING (LUAR KOTA):

Rp. 7.000.000,-/ orang (Pengiriman 1-5 peserta)

Rp. 6.000.000,-/ orang (Pengiriman di atas 5 peserta)

 

INVESTASI TERMASUK  : 

  1. Modul Training
  2. Sertifikat Kehadiran
  3. Seminar Bag
  4. Seminar Kits
  5. Training room with full AC facilities and multimedia
  6. 2X Cofee Break dan Lunch
  7. Qualified Instructor

PELAKSANAAN TRAINING :

09.00 – 16.00 WIB

 

TEMPAT : 

Hotel Ibis Group, hotel lainnya yang akan di konfirmasi kemudian

 

REQUEST FOR TRAINING VENUE: 

Jakarta, Bandung, Yogyakarta, Bali, Semarang, Surabaya 

 

In House Training Depend on request

 

INFORMASI

Registrasi, hubungi :

Arcarta Consultant 

TELEPON : +6221-889-68569

HP/ WA : 

+62-812-2483-2565 (Citra)

Email: 

info_training@arcartaconsultant.com; 

info.arcartaconsultant@gmail.com

08-09 Nov 2021SelesaiOnline Training
09-10 Dec 2021Akan datang
06-07 Jan 2022Akan datang
07-08 Feb 2022Akan datang
10-11 Mar 2022Akan datang
07-08 Apr 2022Akan datang
Online Training (Group)
- Rp 2.000.000
Online Training (Reguler)
- Rp 2.800.000
Jakarta
- Rp 5.000.000
Bandung
- Rp 5.500.000
Yogyakarta
- Rp 6.000.000
Kota lain
- Rp 6.000.000 - Rp 7.000.000
REGISTER
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