Pelatihan Manajemen Risiko Kredit

Pelatihan Manajemen Risiko Kredit

Pelatihan Manajemen Risiko Kredit. 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.

ikuti juga :  pelatihan financial credit management 

Materi  

1. 1.Overview and Concepts
2. Risk Management and the role of the regulators Regulators
3. An Integrated View of Risk Management
4. The Credit Cycle: Does it exist?
5. The Role of the Credit Rating Agencies
6. Internal Rating Systems Internal Rating Systems
7. Internal Risk Rating Systems :
   a.Exposure, Probability of Default, and Expected Loss
   b.Default Probabilities and Recovery Rates
   c.Financial Assessment
   d.Qualitative Factors
   e.Industry Analysis
   f.Third party support
   g.Term, Structure and Collateral
8. Measuring Risk: The Value-at-Risk (VaR) Approach
9. Modern Portfolio Management Techniques – Overview
10. Credit Risk Management – VaR Approach :
    a.Definition of Credit VaR
    b.Return distribution: credit vs. security
    c.Credit VaR and the capital charge
    d.Expected loss, unexpected loss and economic capital
11. An Options Theoretic Model of Credit Risk
12. A Credit Migration Model of Credit Risk: The Credit Metrics Model
13. An Actuarial Model of Credit Risk: CreditRisk
14. Credit Portfolio Risk Management Techniques
15. Credit Derivatives
16. Operational Risk
17. Integrated Risk Management Revisited
18. Internal Risk Management Organization
19. 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