TRAINING LIQUIDITY RISK MANAGEMENT AND INTEREST RATE RISK

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

TRAINING LIQUIDITY RISK MANAGEMENT AND INTEREST RATE RISK

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

INSTRUKTUR
Tim Instruktur
Kegiatan training dan konsultansi dikelola oleh para tenaga ahli dan instruktur yang berpengalaman dan berkompeten di bidangnya. Ini akan menjadi “kunci” bagi suksesnya aktivitas training dan konsultansi yang dijalankan.Juga menjadi kunci bagi perkembangan perusahaan anda di masa depan

Karena kompleksnya pelatihan ini, maka dibutuhkan pendalaman yang lebih komprehensif melalui sebuah training.Dan menjadi sebuah kebutuhan akan training provider yang berpengalaman di bidangnya agar tidak membuat peserta menjadi cepat bosan dan jenuh dalam mendalami bidang teknik ini.

Jadwal Pelatihan Nisbi Indonesia  2024 :

Batch 1 : 03 – 04 Januari 2024 | 16 – 17 Januari 2024

Batch 2 : 06 – 07 Februari 2024 | 20 – 21 Februari 2024

Batch 3 : 05 – 06 Maret 2024 | 19 – 20 Maret 2024

Batch 4 : 03 – 04 April 2024 | 23 – 24 April 2024

Batch 5 : 07 – 08 Mei 2024 | 21 – 22 Mei 2024

Batch 6 : 05 – 06 Juni 2024 | 25 – 26 Juni 2024

Batch 7 : 09 – 10 Juli 2024 | 23 – 24 Juli 2024

Batch 8 : 06 – 07 Agustus 2024 | 20 – 21 Agustus 2024

Batch 9 : 04 – 05 September 2024 | 18 – 19 September 2024

Batch 10 : 08 – 09 Oktober 2024 | 22 – 23 Oktober 2024

Batch 11 : 06 – 07 November 2024 | 26 – 27 November 2024

Batch 12 : 04 – 05 Desember 2024 | 18 – 19 Desember 2024

TEMPAT PELAKSANAAN PELATIHAN

  • REGULER TRAINING
    • YOGYAKARTA, Hotel Dafam Malioboro
    • JAKARTA, Hotel Amaris Tendean
    • BANDUNG, Hotel Golden Flower
    • SURABAYA
    • BALI, Hotel Ibis Kuta
    • LOMBOK – NTB
  • ONLINE TRAINING VIA ZOOM
  • IN HOUSE TRAINING

Note :

Waktu dan tempat pelaksanaan pelatihan bisa kami sesuaikan dengan kebutuhan peserta.

Investasi Pelatihan :

Investasi pelatihan selama tiga 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 membuat dan menggunakan rencana pengembangan diri murah :

  • FREE Airport pickup service (Gratis Antar jemput Hotel/Bandara)
  • FREE Akomodasi Peserta ke tempat pelatihan bagi peserta training terupdate
  • Module / Handout training terupdate
  • FREE Flashdisk
  • Sertifikat training teknik komunikasi murah
  • FREE Bag or bagpackers (Tas Training)
  • Training Kit (Dokumentasi photo, Blocknote, ATK, etc)
  • 2xCoffe Break & 1 Lunch, Dinner
  • FREE Souvenir Exclusive

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