CREDIT RISK MANAGEMENT

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CREDIT RISK MANAGEMENT

 

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.

 MATERI KURSUS

• 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
8. Definition of Credit VaR
9. Return distribution: credit vs. security
10. Credit VaR & the capital charge
11. Expected loss, unexpected loss & economic capital

• Measuring Risk: The Value-at-Risk (VaR) Approach
• Modern Portfolio Management Techniques – Overview
• Credit Risk Management – VaR Approach :

• 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

WAKTU & TEMPAT

22 – 24 Januari 2013

08.00 – 16.00 WIB

Hotel Ibis Yogyakarta

INSTRUKTUR

Drs Miswanto, MM dan Tim

METODE

Presentation, Discussion, Case Study, Evaluation Pre test & Pos Test

FASILITAS

1. Certificate
2. Training Modul
3. Flashdisk
4. NoteBook and Ballpoint
5. Jacket or waistcoat or T-Shirt
6. Bag or backpackers
7. Training Photo
8. Training room with full AC facilities and multimedia
9. Once lunch and twice coffeebreak every day of training
10. Qualified instructor
11. Transportation for participants from hotel of participants to/from hotel of training

REGISTRASI

Biaya kursus: Rp. 6.500.000,- per peserta (Non Residential)

Rp. 6.000.000,- per peserta ( Pendaftaran 3 peserta dari 1 perusahaan)