TRAINING LIQUIDITY RISK MANAGEMENT AND INTEREST RATE RISK
TRAINING LIQUIDITY RISK MANAGEMENT AND INTEREST RATE RISK
Training Manajemen Risiko Likuiditas Dan Risiko Suku Bunga
Training Risk Management
Benefit to Participants
* Understanding The Key Principle in Asset Liability Management
* Understanding on ALM Organization
* Understanding the ALM Risk Type
* Understanding on ALM Measurements
* Understanding the Segregation on Trading and Banking Book
* Understanding How to Set Up the Management Alert Triggers to mitigate the ALM Risk
* Understanding on dealing with Interest Rate Risk
* Understanding on How to manage liquidity Risk
Manfaat Bagi Peserta
* Pemahaman mengenai Prinsip Kunci dari Asset Liability Management
* Pemahaman mengenai Organisasi ALM
* Pemahaman terhadap resiko ALM
* Pemahaman terhadap pengukuran ALM
* Pemahaman terhadap pemisahan antara trading dan banking Book
* Pemahaman terhadap Bagaimana menetapkan Alert Trigger manajemen untuk memitigasi resiko
* Pemahaman dalam menangani Resiko Tingkat suku bunga
* Pemahaman bagaimana menangani serta mengelola Resiko Likuiditas
TUJUAN PELATIHAN
* Mampu memahami pentingnya visi & misi dan dapat merumuskan visi & misi yang akan dijalankan oleh kelompok atau unitnya.
* Mampu menetapkan goals kelompoknya dengan tepat.
* Mampu menyusun perfomance plan.
* Memahami dan terampil memotivasi orang lain.
* Mengenal type dan sifat-sifat diri sendiri dan orang lain, sehingga lebih mudah menggerakan dan mempengaruhi orang lain.
* Memperoleh keterampilan dan pengetahuan tentang komunikasi empatik dan efektif.
* Mampu mengaplikasikan keterampilan pendelegasian, mengatur waktu dan memecahkan masalah.
This Workshop is suitable for participants who in charge in :
* ALCO Support Functions
* Asset Liability Management
* Risk management
* Treasury
* Financial Control
* Corporate Planning
* Financial Institutions
* Banking Analyst
* Audit
MODULE
Day 1
Overview on ALM
* What is ALM ?
* Guideline on Banking & Trading Book
* The” ALM Triangle”
Yield Curve modeling
* Term structure of Interest rate
* What is the yield curve used for?
Introduction to Interest Rate Risk Management
IRR Methodology
* Fixed Income Math Concept:
+ Macaulay Duration
+ Modified Duration
+ Convexity
* Risk Sensitivity Asset & Risk Sensitivity Liability
* Non Interest Bearing Asset versus Non Interest Bearing Liabilities
* PV01 or PVBP Modeling
* NII Sensitivity Modeling
* Repricing Gap Assumptions
* Repricing Gap Profile
Day 2
Overview on Liquidity Risk Management (BASEL II)
* Milestone on Liquidity Risk Management?
+ Market Liquidity versus Funding Liquidity Risk
* Liquidity Early Warning Indicators
+ Loan to Deposit Ratio
+ Secondary Reserve Ratio
+ Concentration Ratio
+ Non Bank Deposit Ratio
+ Net Interbank Ratio
+ Swap Funding Ratio
+ Medium Term Funding Ratio
+ Undrawn Facility Ratio
How to determine Core Balance
* Volatility Approach
* Minimum Balance Methodology
Performing The Liquidity Gap Management
* Performing Liquidity Gap under Contractual Basis
* Performing Liquidity Gap under Behavioral Basis
* Performing the Behavioral assumptions.
* How to Perform The Liquidity Gap Limit :
+ Based on Business As Usual
+ Based on Name Crisis
Liquidity Stress Testing
* Stress Test Scenario :
+ General Market
+ “NAME CRISIS” / Bank Specific Scenario
* Data Preparation
* Asset Management & Contingency Funding Strategy
BASEL III – Framework
* Net Stable Funding
* Liquidity Coverage Ratio
Manfaat Bagi Peserta
* Pemahaman mengenai Prinsip Kunci dari Asset Liability Management
* Pemahaman mengenai Organisasi ALM
* Pemahaman terhadap resiko ALM
* Pemahaman terhadap pengukuran ALM
* Pemahaman terhadap pemisahan antara trading dan banking Book
* Pemahaman terhadap Bagaimana menetapkan Alert Trigger manajemen untuk memitigasi resiko
* Pemahaman dalam menangani Resiko Tingkat suku bunga
* Pemahaman bagaimana menangani serta mengelola Resiko Likuiditas
Day I
Overview on ALM
* What is ALM ?
* Guideline on Banking & Trading Book
* The” ALM Triangle”
Yield Curve modeling
* Term structure of Interest rate
* What is the yield curve used for?
Introduction to Interest Rate Risk Management
IRR Methodology
* Fixed Income Math Concept:
+ Macaulay Duration
+ Modified Duration
+ Convexity
* Risk Sensitivity Asset & Risk Sensitivity Liability
* Non Interest Bearing Asset versus Non Interest Bearing Liabilities
* PV01 or PVBP Modeling
* NII Sensitivity Modeling
* Repricing Gap Assumptions
* Repricing Gap Profile
Day 2
Overview on Liquidity Risk Management (BASEL II)
* Milestone on Liquidity Risk Management?
+ Market Liquidity versus Funding Liquidity Risk
+ Liquidity Early Warning Indicators
o Loan to Deposit Ratio
o Secondary Reserve Ratio
o Concentration Ratio
o Non Bank Deposit Ratio
o Net Interbank Ratio
o Swap Funding Ratio
o Medium Term Funding Ratio
o Undrawn Facility Ratio
How to determine Core Balance
* Volatility Approach
* Minimum Balance Methodology
Performing The Liquidity Gap Management
* Performing Liquidity Gap under Contractual Basis
* Performing Liquidity Gap under Behavioral Basis
* Performing the Behavioral assumptions.
* How to Perform The Liquidity Gap Limit :
+ Based on Business As Usual
+ Ø Based on Name Crisis
Liquidity Stress Testing
* Stress Test Scenario :
+ General Market
+ “NAME CRISIS” / Bank Specific Scenario
* Data Preparation
* Asset Management & Contingency Funding Strategy
BASEL III – Framework
* Net Stable Funding
* Liquidity Coverage Ratio
Lokasi Pelatihan Tahun 2023 :
Yogyakarta, Hotel Dafam Seturan
Jakarta, Hotel Amaris La Codefin Kemang
Bandung, Hotel Grand Serela Setiabudhi
Bali, Hotel Ibis Kuta
Lombok, Hotel Jayakarta
Catatan :
- Waktu pelatihan Dua+1* hari dengan Biaya tersedia untuk Perorangan, Group, dan Inhouse Training, belum termasuk akomodasi/penginapan.
- Untuk biaya dan jadwal training harap menghubungi marketing kembali
Investasi training:
Investasi pelatihan selama dua hari tersebut menyesuaikan dengan jumlah peserta (on call). *Please feel free to contact us.
Apabila perusahaan membutuhkan paket in house training, anggaran investasi pelatihan dapat menyesuaikan dengan anggaran perusahaan.
Fasilitas training:
Free Penjemputan dari bandara ke hotel*.
Modul / Handout.
Flashdisk*.
Certificate of attendance.
FREE Bag or bagpacker.
Training Kit (Photo Documentation, Blocknote, ATK, etc).
2x Coffe Break & 1 Lunch.
Souvenir .
