Jadwal Training Advanced Credit Risk Modeling 0851-0197-2488

Advanced Credit Risk Modeling

Outline

Bank Risk Management: banking crisis, role of banks, balance sheet risk management, sources of risk, risk management process, Basel II regulation, credit risk components, credit risk management, financial products, credit derivatives, collateralized debt obligations
Credit scoring: introduction, scoring steps, score types, application scoring, behavioral scoring, performance window, characteristic analysis, expert-guided adjustments, linear weighting, least square regression, logistic regression, discriminant analysis, determine PD, setting cutoffs, scorecard scaling, power curve, scoring validation, stability report, delinquency report, scorecard accuracy, credit bureaus, business objective, limitations
Credit Rating: introduction, rating and scoring systems, rating terminology, rating system process, rating philosophy, external rating agencies, rating system at banks, application and use of ratings, limitations
Risk modeling and measurement: introduction, determining loss due to default/downgrade, estimating PD / LGD / EAD, LossCalc, amortization vs diffusion effect
Usage of Validation and Correlation Test: KMV EDF Credit Monitor, Portfolio model for credit risk, JP Morgan CreditMetrics, usage of Monte Carlo simulation, Credit Suisse CreditRisk+
Credit Modelling Correlation Test by using AMOS®
Case Studies

Wajib diikuti oleh

FASILITATOR
Team Trainer

INVESTASI :
Training Online, Two Days Online Training :

Training Offline, Two Days Offline Training :

Ket :
Hotel Ibis Arcadia/Hotel Dreamtel / Hotel Hi / Hotel Blue Sky / Hotel Erian Jakarta

FASILITAS :

Training Online

Training Offline

NEXT SCHEDULE:

*Jadwal Training masih tentative running apabila telah mencapai quota