CREDIT SCORING
Hotel Ibis/ Dreamtel Hotel/ Favehotel, Jakarta | 13 – 14 September 2017 | Rp 5.000.000,- ALMOST RUNNING
Hotel Ibis/ Dreamtel Hotel/ Favehotel, Jakarta | 09 – 10 oktober 2017 | Rp 5.000.000,-
Hotel Ibis/ Dreamtel Hotel/ Favehotel, Jakarta | 08 – 09 November 2017 | Rp 5.000.000,-
Hotel Ibis/ Dreamtel Hotel/ Favehotel, Jakarta | 11 – 12 Desember 2017 | Rp 5.000.000,-
OUTLINE TRAINING CREDIT SCORING
- 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
- 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
- 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
- Risk modeling and measurement: introduction, determining loss due to default/downgrade, estimating PD / LGD / EAD, LossCalc, amortization vs diffusion effect
- KMV EDF Credit Monitor: introduction, measuring probability of default, loss given default, distance to default, Merton model, implied asset value volatility, expected default frequency (EDF)
- Portfolio model for credit risk: introduction, measure of portfolio risk, concentration and correlation, credit loss distribution, covariance credit portfolio model using beta distribution, Basel II portfolio model, coherent risk measure, expected shortfall, stress test
- JP Morgan CreditMetrics: introduction, credit rating transition matrix, spread curve, present value revaluation, incorporating default correlation, usage of Monte Carlo simulation;
- Credit Suisse CreditRisk+: introduction, CreditRisk+ framework, building block in CreditRisk+, CreditRisk+ loss distribution;
- Monte Carlo simulation: introduction, random generator, probability distribution, Cholesky decomposition, define assumptions, determine forecast variables, calculate credit loss distribution using default mode model, Credit VaR vs expected shortfall;
Wajib diikuti oleh
- Marketing Credit Officer
- Credit Analys
- Risk Managemet
- Fund/ Invesment Manager
- Auditor
- Bond Dealer, dan
- Bagian Kredit
PROFIL PEMBICARA TRAINING CREDIT SCORING
Team Trainer
Jadwal dan tempat pelaksanaan training :
- Tanggal 13-14 September 2017, Hotel Ibis / Dreamtel Hotel / Favehotel – Jakarta
- Tanggal 9-10 Oktober 2017, Hotel Ibis / Dreamtel Hotel / Favehotel – Jakarta
- Tanggal 8-9 November 2017, Hotel Ibis / Dreamtel Hotel / Favehotel – Jakarta
- Tanggal 11-12 Desember 2017, Hotel Ibis / Dreamtel Hotel / Favehotel – Jakarta
INVESTASI TRAINING CREDIT SCORING
Rp 5.000.000,- (Lima Juta Rupiah) belum termasuk pajak terkait.
Investasi sudah termasuk :
- Sertifikat keikutsertaan.
- Coffe Break 2X dan Lunch.
- Souvenirs dan Seminar Kits.
- Seminar Bag.
- Modul
- Discount 10% apabila pendaftaran group minimal 5 orang dari perusahaan yang sama (untuk satu pelatihan dan waktu yang sama).
- Pelaksanaan training akan diselenggarakan apabila telah mencapai quota peserta 4-5 orang.
- Konfirmasi pelaksanaan training akan dilakukan 3 (tiga hari sebelum tanggal pelaksanaan).