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
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 2025
- BATCH 1 : 13-14 Januari 2025
- BATCH 2 : 10-11 Februari 2025
- BATCH 3 : 10-11 Maret 2025
- BATCH 4 : 14-15 April 2025
- BATCH 5 : 15-16 Mei 2025
- BATCH 6 : 12-13 Juni 2025
- BATCH 7 : 10-11 Juli 2025
- BATCH 8 : 18-19 Agustus 2025
- BATCH 9 : 17-18 September 2025
- BATCH 10 : 16-17 Oktober 2025
- BATCH 11 : 13-14 November 2025
- BATCH 12 : 15-16 Desember 2025
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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