Credit Risk Management

Credit Risk Management

Credit Risk Management

Hotel  Aston Tropicana, Bandung | 2 – 4  November 2013 | IDR 5.75000.000,-/peserta

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

Instruktur :

Nur Hidayat . Akt. MBA.

Waktu

• 2 – 4  mei 2013 Batch  II
• 3 – 5 Agustus 2013 Batch III
•   2 – 4  November 2013 Batch IV

Tempat

Hotel  Aston Tropicana Cihampelas Bandung

Metode

• Pre-test and post- test
•   Role play
• Group case discussion
• Game

Investasi
IDR 5.75000.000,-/peserta non residensial. Pendaftaran 3 peserta dari perusahaan yang sama discount 10 %.

Fasilitas

• Training KIT
• Sertifikat
•   Souvenir
• 2 X Coffe Break +lunch
• Soft copy materi
• Additional programm

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