Credit Risk Management

Hotel All Season, Yogyakarta | 12-14 Maret 2012 | 08.00 – 16.00 WIB | IDR 6.500.000,-
Hotel Scarlet Dago, Bandung | 05-07 Juni 2012 | 08.00 – 16.00 WIB | IDR 6.500.000,-
Hotel Harris Tebet,  Jakarta | 18-20 September 2012 | 08.00 – 16.00 WIB | IDR 6.500.000,-
Hotel Ibis, Semarang | 20-22 November 2012 | 08.00 – 16.00 WIB | IDR 6.500.000,-

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

• 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

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

1. Definition of Credit VaR
2. Return distribution: credit vs. security
3. Credit VaR & the capital charge
4. 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

METODE
Presentation, Discussion, Case Study, Evaluation, Pre test dan Pos Test

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

Drs Miswanto, MM dan Tim

WAKTU &TEMPAT

• 12-14 Maret 2012                   : Hotel All Season – Yogyakarta
• 05-07 Juni 2012                       : Hotel Scarlet Dago – Bandung
• 18-20 September 2012           : Hotel Harris Tebet – Jakarta
• 20-22 November 2012                        : Hotel Ibis – Semarang

INVESTASI

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

FASILITAS
Certificate, Training Kit, Module / Handout, Lunch, Coffee Break, Souvenir

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Updated By Admin2 • February 19, 2012