Advanced Credit Rating Development: Strategi Membangun Sistem Rating Kredit yang Akurat dan Reliable

Advanced Credit Rating Development: Strategi Membangun Sistem Rating Kredit yang Akurat dan Reliable

Advanced Credit Rating Development: Strategi Membangun Sistem Rating Kredit yang Akurat dan Reliable

25 - 26 August 2026 Yogyakarta Hotel Ibis Style

Deskripsi

Credit Rating merupakan salah satu komponen penting dalam proses pengelolaan risiko kredit karena digunakan untuk mengukur tingkat risiko debitur, mendukung proses keputusan kredit, menentukan risk appetite, pricing, monitoring portofolio, serta mengidentifikasi potensi peningkatan risiko sejak dini.

Pelatihan Advanced Credit Rating Development: Strategi Membangun Sistem Rating Kredit yang Akurat dan Reliable dirancang untuk memberikan pemahaman menyeluruh mengenai proses pengembangan sistem rating kredit, mulai dari penyusunan metodologi, pemilihan indikator, analisis data, pembentukan rating grade, pengukuran Probability of Default (PD), validasi model, hingga monitoring dan review terhadap kinerja model.

Peserta juga akan memahami bagaimana mengintegrasikan aspek financial risk, business risk, management risk, industry risk, behavioral risk dan non-financial factors dalam penilaian rating debitur sehingga menghasilkan sistem rating yang konsisten, objektif, dan dapat dipertanggungjawabkan.

Tujuan

  • Memahami konsep dan prinsip dasar Credit Rating System.
  • Memahami proses pengembangan sistem rating kredit secara end-to-end.
  • Menyusun metodologi dan kriteria penilaian rating debitur.
  • Mengidentifikasi faktor financial dan non-financial dalam credit rating.
  • Mengembangkan rating grade dan rating scale yang sesuai dengan karakteristik portofolio bank.
  • Memahami konsep Probability of Default (PD) dan hubungan rating dengan risiko default.
  • Mengembangkan indikator Early Warning Indicator dalam sistem rating.
  • Memahami proses validasi dan pengujian performa model rating.
  • Melakukan backtesting, calibration dan monitoring terhadap model.
  • Mengidentifikasi model risk dan kelemahan dalam Credit Rating System.
  • Mengintegrasikan hasil rating dalam proses keputusan dan pricing kredit.
  • Meningkatkan kualitas monitoring dan portfolio credit risk management.

Materi

  • Fundamental Credit Rating & Credit Risk
  • Konsep dasar Credit Rating dalam perbankan.
  • Fungsi dan tujuan Credit Rating System.
  • Perbedaan Credit Rating, Credit Scoring dan Credit Assessment.
  • Hubungan Credit Rating dengan Credit Risk Management.
  • Rating sebagai dasar pengambilan keputusan kredit.
  • Hubungan rating dengan kualitas aset dan portfolio risk.
  • Prinsip consistency, objectivity dan reliability dalam credit rating.
  • Credit Rating Framework & Rating Architecture
  • Konsep Internal Credit Rating System.
  • Struktur dan komponen Credit Rating Framework.
  • Rating philosophy dan rating methodology.
  • Penyusunan rating criteria.
  • Penentuan rating scale dan rating grade.
  • Definisi masing-masing rating grade.
  • Rating mapping dan risk segmentation.
  • Pengelompokan debitur berdasarkan karakteristik risiko.
  • Identifikasi Faktor-Faktor Penentu Credit Rating
  • Financial factors.
  • Business risk.
  • Industry risk.
  • Management & governance risk.
  • Ownership risk.
  • Market risk.
  • Operational risk.
  • Legal & regulatory risk.
  • Behavioral factors.
  • Qualitative dan quantitative factors.
  • Penentuan bobot masing-masing faktor.
  • Financial Risk Assessment
  • Analisis laporan keuangan sebagai dasar rating.
  • Analisis profitability.
  • Analisis liquidity.
  • Analisis leverage.
  • Analisis solvability.
  • Analisis cash flow.
  • Analisis debt service capacity.
  • Financial ratio sebagai rating indicators.
  • Tren kinerja keuangan.
  • Analisis kualitas dan sustainability earnings.
  • Identifikasi financial red flags.
  • Business & Industry Risk Assessment
  • Analisis business model debitur.
  • Competitive position.
  • Market position.
  • Business sustainability.
  • Industry outlook.
  • Industry cyclicality.
  • Supply chain risk.
  • Customer concentration.
  • Supplier concentration.
  • Business diversification.
  • Sensitivity terhadap perubahan ekonomi dan pasar.
  • Management, Governance & Non-Financial Assessment
  • Penilaian kualitas manajemen.
  • Management track record.
  • Corporate governance.
  • Ownership structure.
  • Related party risk.
  • Legal risk.
  • Compliance risk.
  • Reputation risk.
  • ESG dan sustainability factors.
  • Integrasi qualitative assessment dalam rating.
  • Penyusunan Rating Methodology
  • Menentukan rating criteria.
  • Menentukan rating factor.
  • Menentukan scoring methodology.
  • Penentuan weight dan score.
  • Penyusunan rating matrix.
  • Penentuan rating grade.
  • Rating notch dan rating override.
  • Expert judgment dalam rating.
  • Override policy dan governance.
  • Dokumentasi methodology.
  • Credit Rating Model Development
  • Konsep pengembangan model rating.
  • Data requirement dan data quality.
  • Historical default data.
  • Pemilihan variabel/model drivers.
  • Variable selection.
  • Model development approach.
  • Statistical approach dalam credit rating.
  • Scorecard approach.
  • Rating assignment.
  • Cut-off dan rating threshold.
  • Model interpretability.
  • Probability of Default (PD) & Default Risk
  • Konsep Probability of Default.
  • Hubungan rating grade dengan PD.
  • Default definition.
  • Default rate dan observed default rate.
  • Point-in-Time (PIT) dan Through-the-Cycle (TTC).
  • PD estimation.
  • Rating migration dan default probability.
  • Penggunaan PD dalam credit risk management.
  • Rating Scale, Rating Migration & Transition Matrix
  • Konsep rating scale.
  • Internal rating grade.
  • Rating migration.
  • Upgrade dan downgrade.
  • Rating transition matrix.
  • Cohort analysis.
  • Migration risk.
  • Watchlist dan deteriorating rating.
  • Penggunaan rating migration untuk portfolio monitoring.
  • Early Warning System & Credit Rating
  • Hubungan Credit Rating dengan Early Warning System.
  • Early Warning Indicators.
  • Trigger rating downgrade.
  • Trigger financial deterioration.
  • Behavioral indicators.
  • Covenant breach.
  • Account conduct.
  • Penyusunan rating review trigger.
  • Monitoring debitur berdasarkan rating.
  • Credit Rating Validation
  • Tujuan dan prinsip model validation.
  • Validation framework.
  • Development sample dan validation sample.
  • Backtesting.
  • Discriminatory power.
  • Calibration.
  • Stability testing.
  • Accuracy ratio.
  • Gini coefficient.
  • ROC/AUC.
  • Population Stability Index (PSI).
  • Identifikasi model deterioration.
  • Model Performance Monitoring
  • Monitoring performa Credit Rating System.
  • Actual vs predicted default.
  • Rating performance analysis.
  • Default rate by rating grade.
  • Rating migration analysis.
  • Model drift.
  • Data drift.
  • Threshold monitoring.
  • Periodic model review.
  • Model redevelopment criteria.
  • Model Risk Management & Governance
  • Konsep Model Risk.
  • Model development governance.
  • Model validation governance.
  • Model approval.
  • Model implementation.
  • Model inventory.
  • Model documentation.
  • Model change management.
  • Independent validation.
  • Model limitations.
  • Governance dan accountability.
  • Integrasi Credit Rating dengan Credit Decision
  • Rating sebagai bagian dari credit approval process.
  • Hubungan rating dengan credit limit.
  • Rating-based lending.
  • Risk appetite dan rating.
  • Rating sebagai dasar credit terms.
  • Rating-based pricing.
  • Covenant dan rating.
  • Collateral consideration.
  • Rating downgrade dan remedial action.
  • Credit Rating & Portfolio Risk Management
  • Penggunaan rating untuk portfolio segmentation.
  • Portfolio concentration berdasarkan rating.
  • Portfolio quality monitoring.
  • High-risk borrower identification.
  • Rating distribution analysis.
  • Portfolio migration.
  • Expected loss dan rating.
  • Credit risk appetite.
  • Portfolio stress analysis.
  • Stress Testing dalam Credit Rating
  • Konsep stress testing credit rating.
  • Macroeconomic scenarios.
  • Sensitivity analysis.
  • Adverse scenario.
  • Impact terhadap rating grade.
  • Impact terhadap PD.
  • Rating migration under stress.
  • Penggunaan hasil stress testing dalam portfolio management.

Peserta

Divisi Credit Risk

Divisi Credit Rating

Divisi Kredit

Divisi Risk Management

Divisi Credit Review

Divisi Corporate Banking

Divisi Risk Analytics

Metode

• Pre Test 
• Presentasi Materi 
• Diskusi 
• Studi Kasus 
• Post Test 

Fasilitas


• Training Amenities 
• Peralatan Pelatihan (Tas, Hand Out, Block Note, Pulpen, Watermark) 
• Sertifikat 
• Souvenir 
• 2x Coffee Break, 1x Lunch

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