TRAINING CREDIT RISK ANALYSIS AND MODELING

Training Analisis Resiko Kredit Dan Modeling

Training Modeling Kredit

Materi

DAY-1
1. Dynamic Credit Analysis
Review credit analysis process
Financial analysis
Balance-sheet and Financial statement analysis
Ratio Analysis
Cash flow analysis
Credit rating of public debt

Exercise:
– Simulating the financial analysis to see the distribution of company’s performance under input scenarios
– Using stochastic optimization and models to evaluate credit risk of corporate restructuring

2. Constructing Internal Credit Rating System
Classifying company using neural network approach (as in S&P)

Exercising Neural Network application for rating categories

Estimating probability of default (PD) using historical data
Exercising cohort and hazard analysis to construct transition matrix

Estimating PD using statistical approach
– Discrimant Analysis in Altman Model
– Logit and Probit model (Moody’s)

Mapping PD into rating categories.

Estimating PD using structural approach (merton model)

Exercise:
– Using internal credit rating for credit screening
– Predicting distress using simulation for credit analysis.

DAY-2
3. Validating a Rating System
Validating a rating system
Discrimination and calibration using CAP (Cumulative Accuracy Profile) and AR (Accuracy Ratio)
Another analytical tool ROC (Receiver Operating Characteristic)
Bootstrapping confidential intervals for the AR
Interpreting CAPS and ROCS
BRIER SCORE the overall test
Testing the calibration of rating-specific default probabilities
Validation strategy

Validating credit portfolio model
Berkowitz test

Basel II and internal rating
Assessing a given grading structure
Towards optimal grading structure

4. Portfolio of Credit Risk
Understanding Default Correlation in credit portfolio

Calculating the capital requirement in IRB

Measuring risk using VAR (Value At Risk) in credit portfolio
VAR method: Var-Covar, Historical Simulation, Montecarlo
Undiversified vs Diversified VAR

Risk Budgeting: Value at Risk with asset allocation optimization model

Stest testing capital adequacy using simulation.

Wajib diikuti oleh

Bank credit officers
Risk Management officers
Investment bankers
Bond credit analysts
Fixed income/credit traders
Fixed income/credit sales people
Fund managers
Compliance officers
Financial decision makers in corporations
Regulators

Metode :

Kelas interaktif (ceramah dan studi kasus), metode penyelenggaraan dapat dilakukan melalui training online, training zoom ataupun training tatap muka

Jadwal Informasi Training Tahun 2024 :

16 -17 Januari 2024
13 – 14 Februari 2024
5 – 6 Maret 2024
24 – 25 April 2024
21 – 22 Mei 2024
11 – 12 Juni 2024
16 – 17 Juli 2024
20 – 21 Agustus 2024
17 – 18 September 2024
8 – 9 Oktober 2024
12 – 13 November 2024
17 – 18 Desember 2024

Jadwal training diatas dapat berubah sewaktu-waktu. Untuk memastikan jadwal pelatihan fix running di tahun ini silahkan konfirmasi jadwal dan lokasinya melalui whatsapp marketing kami

LOKASI DAN INVESTASI

Lokasi Pelatihan Info Training Indonesia:

• Yogyakarta, Hotel Dafam Fortuna Grande Malioboro (6.000.000 IDR / participant)
• Jakarta, Hotel Amaris Kemang (6.500.000 IDR / participant)
• Bandung, Hotel Neo Dipatiukur(6.500.000 IDR / participant)
• Bali, Hotel Ibis Kuta (7.500.000 IDR / participant)
• Lombok, Hotel Jayakarta (7.500.000 IDR / participant)

LOKASI DAN INVESTASI

Investasi Pelatihan tahun 2024 ini :

Investasi pelatihan selama tiga hari tersebut menyesuaikan dengan jumlah peserta (on call). *Please feel free to contact us.

Apabila perusahaan membutuhkan paket in house training, anggaran investasi pelatihan dapat menyesuaikan dengan anggaran perusahaan.

Fasilitas Pelatihan :

• Airport pickup service (Gratis Antar jemput Hotel/Bandara Khusus Bali dan Bandung)
• Akomodasi Peserta ke tempat pelatihan .
• Module / Handout Softcopy ataupun Hardcopy
• Flashdisk atau Link Download Material
• Sertifikat dan dokumentasi
• Bag or bagpackers (Tas Training)
• Training Kit (Blocknote, ATK, etc)
• 2x Coffee Break & 1 Lunch, Dinner
• Souvenir Exclusive

Jadwal Pelatihan masih dapat berubah, mohon untuk tidak booking transportasi dan akomodasi sebelum mendapat konfirmasi dari Marketing kami. Segala kerugian yang disebabkan oleh miskomunikasi jadwal tidak mendapatkan kompensasi apapun dari kami.