Training Liquidity Risk Management and Stress Test

Training Liquidity Risk Management and Stress Test

Benefits Training

• Provide clear understanding on Liquidity Risk Framework due to Basle II & Local Central Bank’s requirement
• Provide Skills & knowledge on how to perform the Liquidity Maturity Profile under Contractual Basis
• Provide Skills & knowledge on how to perform the Liquidity Maturity Profile under Behavioral Basis
• Provide Skill & Knowledge on how to set the MCO limit
• Provide Skills & knowledge on how to perform the Bank Specific Crisis Stress Test Scenario & assumptions
• Provide Skills & knowledge on how to perform the General Market Crisis Stress Test Scenario & assumptions
• Provide clear understanding on Contingency Funding Plan concept
• Provide capacity to perform the Liquidity Risk Management Policy .

Description Training

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 :

1. 1. Loan to Deposit Ratio
   2. Secondary Reserve Ratio
   3. Concentration Ratio
   4. Non Bank Deposit Ratio
   5. Net Interbank Ratio
   6. Swap Funding Ratio
   7. Medium Term Funding Ratio
   8. Undrawn Facility Ratio

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

Liquidity Stress Test Modeling

• Stress Test Scenarios :

1. 1. General Market Scenario
   2. Bank Specific Scenario

• Data Preparation
• Data Source
• Applied Statistic for Liquidity Risk
• Statistic Concept on Liquidity Crisis

1. 1. Time Deposit
   2. Saving Account
   3. Demand Deposit

• Data Source

1. 1. Industry
   2. Internal

• Applied Statistic for Liquidity Risk
• Statistic Concept on Liquidity Crisis

How to Perform The Liquidity Gap Limit?

• Main Factors Consideration
• The MCO Profile
• MCO Limit – The Strategic Decision

Contingency Funding Plan

• The Objectives
• Identifying & Recognizing a Liquidity Crisis
• Early Warning Indicator
• Crisis Management Structure
• Management Action Strategies

Metode Training

1. Presentation
2. Discussion
3. Case Study
4. Evaluation 

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Kami memberikan alternatif Fasilitas atas Investasi anda dalam Program ini, diantaranya :

1. Sertifikat, Peralatan Training, USB, Souvenir, Lunch, Coffe Break, City Tour
2. Running minimal 2 Orang (Semarang, Jogja, Solo), Running minimal 3 Orang (Bandung, Jakarta), Running 4 Orang diperuntukan untuk daerah (Bali, Lombok, Manado, Balikpapan)
3. Kami menyediakan transportasi antar Jemput dari Stasiun/Bandara ke Tempat Pelatihan(Hotel) bagi perusahaan yang Running minim 2 Orang
4. Harga dilampirkan di Brosur Penawaran

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Tambahan Informasi :

1. Silahkan tanyakan ketersediaan Tanggal dan Waktu dari jadwal training terbaru apabila anda tidak menemukan waktu yang sesuai dengan jadwal anda.

2. Training dapat disesuaikan dengan kebutuhan perusahaan jika dalam bentuk In-House Training. Silahkan baca ketentuan In-House Training diwebsite kami atau hubungi kami di Nomer Mobile untuk mendapatkan Fast Respon.

3. Silahkan mengisi Form Request Training di website kami untuk mendapatkan informasi tambahan yang belum ada, atau jika anda ingin menanyakan usulan materi sesuai kebutuhan perusahaan. Hubungi kami lewat email yang tertera atau Register disini!

4. Apabila telah menerima Silabus Training, Customer dapat Request Waktu Training yang diinginkan.

5. Informasi dan Data yang jelas akan memudahkan kami untuk segera merespon permintaan anda.

Customer Dapat Request Tempat, Waktu, serta Fasilitas Training. Silahkan Hubungi kami untuk Menerima Brosur Penawaran.