Daftar SegeraJadwal Training Lengkap 2018
Jadwal Training Pelatihan :

Liquidity Risk Management & Stress Test

Liquidity Risk Management & Stress Test
“Designing Liquidity Risk Cash Flow Maturity Profile, Modeling The Stress Test & Performing The Contingency Funding Plan”

Tanggal
Jadwal: 23 Juli 2011

Pukul
09.00 – 16.30 WIB

Tempat
Hotel Harris Tebet, Jakarta

Key Benefit :

  1. Provide clear understanding on Liquidity Risk Framework due to Basle II & Local Central Bank’s requirement
  2. Provide Skills & knowledge on how to perform the Liquidity Maturity Profile under Contractual Basis
  3. Provide Skills & knowledge on how to perform the Liquidity Maturity Profile under Behavioral Basis
  4. Provide Skill & Knowledge on how to set the MCO limit
  5. Provide Skills & knowledge on how to perform the Bank Specific Crisis Stress Test Scenario & assumptions
  6. Provide Skills & knowledge on how to perform the General Market Crisis Stress Test Scenario & assumptions
  7. Provide clear understanding on Contingency Funding Plan concept
  8. 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

  1. 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 :
      • 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
  2. 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
  3. Liquidity Stress Test Modeling
    • Stress Test Scenarios :
      • General Market Scenario
      • Bank Specific Scenario
    • Data Preparation
      • Time Deposit
      • Saving Account
      • Demand Deposit
    • Data Source
      • Industry
      • Internal
    • Applied Statistic for Liquidity Risk
    • Statistic Concept on Liquidity Crisis
  4. How to Perform The Liquidity Gap Limit ?
    • Main Factors Consideration
    • The MCO Profile
    • MCO Limit – The Strategic Decision
  5. Contingency Funding Plan
    • The Objectives
    • Identifying & Recognizing a Liquidity Crisis
    • Early Warning Indicator
    • Crisis Management Structure
    • Management Action Strategies

Investasi:
Rp 2.500.000,-/Peserta
Rp 2.250.000,-/Peserta (Early Bird untuk pembayaran sebelum 16 Juli 2011)

FASILITAS PELATIHAN :
Setiap peserta akan memperoleh ‘Certificate of Accomplishment’ dari Lembaga Pelatihan, Gandaan Materi baik hardcopy (makalah) maupun softcopy (CD Materi), dan konsumsi (makan siang dan 2xmeals).

Instruktur:
IVAN RUSMAN

 

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