TRAINING LIQUIDITY RISK MANAGEMENT & STRESS TEST
TRAINING LIQUIDITY RISK MANAGEMENT & STRESS TEST
Training Likuiditas Manajemen Risiko & Tes Stress
Training Liquidity Risk Ratio – Static Approach
Key Benefit :
* Provide clear understanding on Liquidity Risk Framework due to Basle II & Local Central Bank’s requirement
* Provide Skills & knowledge on how to perform the Liquidity Maturity Profile under Contractual Basis
* Provide Skills & knowledge on how to perform the Liquidity Maturity Profile under Behavioral Basis
* Provide Skill & Knowledge on how to set the MCO limit
* Provide Skills & knowledge on how to perform the Bank Specific Crisis Stress Test Scenario & assumptions
* Provide Skills & knowledge on how to perform the General Market Crisis Stress Test Scenario & assumptions
* Provide clear understanding on Contingency Funding Plan concept
* Provide capacity to perform the Liquidity Risk Management Policy .
TRAINING METHOD :
Pelatihan ini menggunakan metode interaktif, dimana peserta dikenalkan kepada konsep, diberikan contoh aplikasinya, berlatih menggunakan konsep, mendiskusikan proses dan hasil latihan.
Module
Overview on Liquidity Risk Management
* Milestone on Liquidity Risk Management
* Market Liquidity versus Funding Liquidity Risk
* Lesson learnt from Financial Crisis 2007-2009
* Liquidity Risk Ratio – Static Approach :
1. Loan to Deposit Ratio
2. Secondary Reserve Ratio
3. Concentration Ratio
4. Non Bank Deposit Ratio
5. Net Interbank Ratio
6. Swap Funding Ratio
7. Medium Term Funding Ratio
8. Undrawn Facility Ratio
Performing The Liquidity Gap Management
* Performing Liquidity Gap under Contractual Basis
* Performing Liquidity Gap under Behavioral Basis
* Main Issue : “How to deal with Items with no predefined maturity or cashflow”
* Statistic Analysis Tools to accommodate the Behavioral assumptions Stress Testing
* The Role of Stress Testing
* Stress test Root Cause
* The Building Block of Stress Testing
* Modeling the Stress Test
* The Role of Thumb of Liquidity Stress Test
Liquidity Stress Test Modeling
* Stress Test Scenarios :
1. General Market Scenario
2. Bank Specific Scenario
* Data Preparation
1. Time Deposit
2. Saving Account
3. Demand Deposit
* Data Source
1. Industry
2. Internal
* Applied Statistic for Liquidity Risk
* Statistic Concept on Liquidity Crisis
How to Perform The Liquidity Gap Limit ?
* Main Factors Consideration
* The MCO Profile
* MCO Limit – The Strategic Decision
Contingency Funding Plan
* The Objectives
* Identifying & Recognizing a Liquidity Crisis
* Early Warning Indicator
* Crisis Management Structure
* Management Action Strategies
PEMBICARA :
IVAN RUSMAN
Lokasi, Biaya, dan Waktu pelatihan :
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.
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 .
(Untuk informasi lebih lanjut harap menghubungi marketing kembali di 0812-9679-4263 an. Aryo Nugroho)
