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
- Exposure, Probability of Default, and Expected Loss
- Default Probabilities & Recovery Rates
- Financial Assessment
- Qualitative Factors
- Industry Analysis
- Third party support
- Term, Structure & Collateral
- Measuring Risk: The Value-at-Risk (VaR) Approach
- Modern Portfolio Management Techniques – Overview
- Credit Risk Management – VaR Approach
- Definition of Credit VaR
- Return distribution: credit vs. security
- Credit VaR & the capital charge
- 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