Training Credit Risk Analysis And Modeling

Training Analisis Resiko Kredit Dan Modeling

Training Modeling Kredit

Pembicara / Fasilitator
Salman Taufik
He is a finance professional with years experiences since 1990 – 2005 in the area of treasury and capital market, derivative, corporate finance and planning, and risk management. He had become consultant to develop a risk management system in several financial institutions. His background in mathematical modeling will help participants to understand the credit risk models clearly and easier.

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

Jadwal Pelatihan Trainingakuntansi 2023:

Batch 1 : 14 – 16 Februari 2023

Batch 2 : 15 – 17 Mei 2023

Batch 3 : 14 – 16 Agustus 2023

Batch 4 : 7 – 9 November 2023

Catatan : Jadwal tersebut dapat disesuaikan dengan kebutuhan calon peserta Training Pengenalan Credit Risk Analysis Pasti Jalan

Invetasi dan Lokasi Pelatihan Modeling Kredit Di Jakarta :

· Yogyakarta, Hotel 101 (6.500.000 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)

· Surabaya, Hotel Amaris, Ibis Style (6.000.000 IDR / participant)

· Lombok, Sentosa Resort (7.500.000 IDR / participant)

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

Fasilitas  Pelatihan Pengenalan Credit Risk Analysis Di Jakarta :

• FREE Airport pickup service (Gratis Antar jemput Hotel/Bandara/Stasiun/Terminal)
• FREE Akomodasi ke tempat pelatihan bagi peserta Training Modeling Kredit Jakarta Pasti Running
• Module / Handout Training Analisis Resiko Kredit Dan Modeling Jakarta Fixed Running
• FREE Flashdisk
• Sertifikat Training Credit Risk Analysis And Modeling Di Jakarta Murah
• FREE Bag or bagpackers (Tas Training)
• Training Kit (Dokumentasi photo, Blocknote, ATK, etc)
• 2xCoffe Break & 1 Lunch, Dinner
• FREE Souvenir Exclusive
• Training room full AC and Multimedia

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