Credit Risk Management

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.

Course Outline :

• 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

·         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 Credit Metrics Model

·         An Actuarial Model of Credit Risk: Credit Risk

·         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