TRAINING STRESS TESTING ON BANKING RISK EXPOSURE CURRENT PRACTICE, MODELING & IMPLEMENTATION
TRAINING STRESS TESTING ON BANKING RISK EXPOSURE CURRENT PRACTICE, MODELING & IMPLEMENTATION
TRAINING STRESS TESTING ON BANKING RISK EXPOSURE CURRENT PRACTICE, MODELING & IMPLEMENTATION
Training Risk Management
Training Pemahaman Mengenai Konsep Dasar Stress Test
DESKRIPSI STRESS TESTING ON BANKING RISK EXPOSURE
Stress testing juga dikenal sebagai pengujian daya tahan untuk menentukan batas, di mana sistem atau perangkat lunak atau perangkat keras rusak. Hal ini juga untuk memastikan sistem berjalan efektif meskipun dalam kondisi ekstrem.
Perlunya memilih provider training NISBI INDONESIA yang tepat agar pengetahuan kita mengenai STRESS TESTING ON BANKING RISK EXPOSURE tidak salah
TUJUAN TRAINING STRESS TESTING ON BANKING RISK EXPOSURE
- Pemahaman mengenai konsep dasar Stress Test pada Bank
- Pemahaman mengenai Metodologi Stress Test pada Market Risk Exposure
- Pemahaman mengenai Metodologi Stress Test pada Liquidity Risk Exposure
- Pemahaman mengenai Metodologi Stress Test pada Credit Risk Exposure
- Pemahaman mengenai Metodologi Stress Test pada Operational Risk Exposure
Dengan mengikuti pelatihan NISBI INDONESIA Peserta dapat berbagi pengetahuan / sharing knowledge mengenai STRESS TESTING ON BANKING RISK EXPOSURE dengan peserta dari perusahaan lain yang bergerak di bidang STRESS TESTING ON BANKING RISK EXPOSURE
MATERI TRAINING STRESS TESTING ON BANKING RISK EXPOSURE
Day 1
- Introduction on Stress Testing
- Role of Stress Test
- The ICAAP
- Building Block of Stress Test
- Stress Testing Types
- Sensitivity versus Scenario Analysis
- Analysis on specific Risk Factors
- Learning from the Past
- Introduction to Value at Risk Model (related to Stress Test)
- What is VaR Model?
- The background
- Advantages of VaR compare to Traditional Risk Measurement
- Statistic’s Distribution
- Volatility Concept
- Calculating the Standard Deviation and generating the Correlation Matrix
- Holding Period & Confidence Level
- Calculating The individual and Diversified VaR
- Historical VaR & Montecarlo VaR
- Backtesting the VaR Model
- Excell Spreadsheet Exercise :
- Modeling VaR in Excell Spreadsheet
- Modeling the Stress Testing on Market Risk Exposure
- Performing Stress test on Trading Book Exposure
- Stress Test on FX Exposure
- Stress Test on Trading Interest Rate Risk Exposure
- Stress Test on Option Risk Exposure
- Excell Spreadsheet Exercise :
- Calculating the Stress Level on Trading Book position
- Scenario Simulation on Yield Curve under Stress
- Term structure of Interest rate
- Playing with the Yield Curve versus the Pararelly Shifting
- Stress the interest rate risk position Using DV01 Model
- Excell Spreadsheet Exercise :
- Modeling Stress Level on the YCDay 2
- Liquidity Stress Testing
- Liquidity Profile
- Stress Test Scenario : General Market,
- Stress Test Scenario : Bank Specific Scenario
- Data Preparation
- Statistic Concept on GMC Scenario & BSC Scenario
- Asset Management Strategy
- Excell Spreadsheet Exercise : Modeling Stress Level on GMC and BSC Scenario
- Stress Test of Interest Rate Risk on Banking Book (IRRBB)
- Definition & Background
- Duration & Immunization Concept : Macaulay Duration, Modified Duration, Convexity
- Risk Sensitivity Asset & Risk Sensitivity Liability
- Economic Value of Equity Model
- Stress Test on PV01 or PVBP Modeling
- Stress Test on NII (NII Sensitivity Modeling)
- Excell Spreadsheet Exercise :
- Modeling Stress Level with EVE Model
- Modeling Stress Level with NII Simulation
- Modeling Stress Level with PVBP
- Stress Test on Credit Risk Exposure
- Expert System
- Design The Scoring-Rating System
- Credit Risk Statistic Distribution
- Probability of Default
- Loss Given Default
- Exposure of Default
- Calculating the Expected & Unexpected Losses
- Performing the Stress Test on Credit Risk Exposure
- Excell Spreadsheet Exercise :
- Performing Stress Test with Credit Risk VaR Model
- Stress Test on Operational Risk Exposure
- Operational Risk Statistic Distribution
- Probability of Event
- Loss Given Event
- Event’s Exposure
- Calculating the Expected & Unexpected Losses
- Performing the Stress Test on Operational Risk Exposure
- Excell Spreadsheet Exercise :
- Performing Stress Test with Operational Risk VaR Model
PESERTA TRAINING STRESS TESTING ON BANKING RISK EXPOSURE
- ALCO Support Functions
- Risk management (Market, Liquidity, Credit & Operational Risk)
- Treasury Analyst Credit Analyst
- Financial Control
- Financial Institutions
- Banking Analyst
- Audit
- Subject material
METODE TRAINING STRESS TESTING ON BANKING RISK EXPOSURE
Metode penyelenggaraan baik secara training online atau training zoom atau training daring maupun training offline atau training tatap muka :
- Presentasi
- Diskusi antar peserta
- Studi kasus
- Simulasi
- Evaluasi
- Konsultasi dengan instruktur
TRAINER/ INSTRUKTUR
Instruktur yang berkompeten di bidang STRESS TESTING ON BANKING RISK EXPOSURE
Tim Instruktur NISBI INDONESIA
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 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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