OPERATIONAL RISK MANAGEMENT
Tanggal
28-29 JUNI 2010
Jam Pelaksanaan
08.30 – 17.00
Tempat
HOTEL AMBHARA JAKARTA
Jalan Sultan Iskandarsyah 1
Kebayoran Baru
Pembicara / Fasilitator
Salman Taufik, is a finance professional with years experience since 1990 in the area of treasury and capital market, derivative, corporate finance and planning, and risk management. He had become consultant to develop a risk management system in several financial institutions. His background in mathematical modeling will make risk modeling clearly and easily understood.
Rahmat Mulyana is finance professional with years experience in banking and finance. He holds master degree in risk management from the University of indonesia and a certified trainer in risk management certification program from BSMR & GARP. As a consultant, he served one of the biggest banks in Indonesia, Central Bank, several middle-class banks and non-bank state own company.
Salman Taufik is a finance professional with years experiences since 1990 in
Harga
Rp. 4.250.000 per peserta
Rp. 12.000,000 untuk 3 peserta dari institusi yang sama
Materi
This two day program will provide you with the knowledge you need to implement Advance Measurement Approach as recommended to measure operational risk by BASEL II.
The course focuses on both qualitative and quantitative techniques, offering integrated solutions for operational risk and suggesting approaches to the problems
that an institution will face in meeting these demanding requirements.
Learning Objectives:
- How to meet the expectations of the Basel Accord
- The role of risk appetite in driving operational risk management
- Development and use of key risk indicators
- Measuring and modeling operational risk using simulation software @RISK
- Establishing and using an internal loss database
- Development and use of both stress testing and scenario analysis
- Consideration and use of control and risk self assessment
Course Outline :
- INTRODUCTION TO OPERATIONAL RISKMANAGEMENT
- OPERATIONAL RISK IN BASEL II
- Challenge in Modeling Operational Risk
- MEASURING OPERATIONAL RISK USING ADVANCE MEASUREMENT APPROACH
- MODELING AGGREGATE LOSS DISTRIBUTION : MONTE CARLO SIMULATION USING @RISK
- REVIEWING SOFTWARE
Wajib diikuti oleh
– Risk Managers/Officers
– Auditors
– Compliance officers
– Project managers
– Risk management professional
