• Mon. May 27th, 2024
TRAINING ONLINE STRESS TESTING ON BANKING RISK EXPOSURE CURRENT PRACTICE, MODELING & IMPLEMENTATION

TRAINING ONLINE STRESS TESTING ON BANKING RISK EXPOSURE CURRENT PRACTICE, MODELING & IMPLEMENTATION

TRAINING ONLINE STRESS TESTING ON BANKING RISK EXPOSURE CURRENT PRACTICE, MODELING & IMPLEMENTATION

TRAINING ONLINE STRESS TESTING ON BANKING RISK EXPOSURE CURRENT PRACTICE, MODELING & IMPLEMENTATION

 

DESKRIPSI TRAINING ONLINE STRESS TESTING ON BANKING RISK EXPOSURE CURRENT PRACTICE, MODELING & IMPLEMENTATION

Manajemen risiko adalah suatu pendekatan terstruktur/metodologi dalam mengelola ketidakpastian yang berkaitan dengan ancaman; suatu rangkaian aktivitas manusia termasuk: Penilaian risiko, pengembangan strategi untuk mengelolanya dan mitigasi risiko dengan menggunakan pemberdayaan/pengelolaan sumberdaya. Seseorang yang berprofesi di bidang Risk Management memiliki beberapa tugas dan tanggung jawab yang diemban. Melakukan identifikasi risiko finansial, keselamatan dan keamanan perusahaan. Menyiapkan rencana untuk mengurangi risiko perusahaan. Menggali informasi keuangan klien seperti pendapatan, aset dan utang.

Menimbang cukup kompleknya materi pelatihan Stress Testing on Banking Risk Exposure Current Practice, Modeling & Implementation ini bagi peserta, dibutuhkan training provider yang berpengalaman di bidangnya agar tidak membuat peserta tidak menjadi cepat bosan dan jenuh dalam mendalami bidang teknik ini.

TUJUAN TRAINING ONLINE STRESS TESTING ON BANKING RISK EXPOSURE CURRENT PRACTICE, MODELING & IMPLEMENTATION

Dengan mengikuti pelatihan Stress Testing on Banking Risk Exposure Current Practice, Modeling & Implementation Peserta dapat berbagi pengetahuan / sharing knowledge mengenai Stress Testing on Banking Risk Exposure Current Practice, Modeling & Implementation dengan peserta dari perusahaan lain yang bergerak di bidang Stress Testing on Banking Risk Exposure Current Practice, Modeling & Implementation

MATERI TRAINING ONLINE STRESS TESTING ON BANKING RISK EXPOSURE CURRENT PRACTICE, MODELING & IMPLEMENTATION

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 YC

Day 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

Studi Kasus / Praktek pemecahan masalah Stress Testing on Banking Risk Exposure Current Practice, Modeling & Implementation

METODE pelatihan Pemahaman mengenai konsep dasar stress test online Zoom

Metode Training Stress Testing on Banking Risk Exposure Current Practice, Modeling & Implementation dapat menggunakan fasilitas training zoom atau training online, dan bisa juga training offline atau training tatap muka.

INSTRUKTUR pelatihan Pengenalan Stress testing online Zoom

Instruktur yang mengajar pelatihan Stress Testing on Banking Risk Exposure Current Practice, Modeling & Implementation ini adalah instruktur yang berkompeten di bidang Stress Testing on Banking Risk Exposure Current Practice, Modeling & Implementation baik dari kalangan akademisi maupun praktisi.

PESERTA

Peserta yang dapat mengikuti training Stress Testing on Banking Risk Exposure Current Practice, Modeling & Implementation ini adalah staff sdm atau karyawan yang ingin mendalami bidang Stress Testing on Banking Risk Exposure Current Practice, Modeling & Implementation

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.

Jadwal Training Nusantara 2024:

Batch 1 : 23 – 24 Januari 2024

Batch 2 : 7 – 8 Februari 2024

Batch 3 : 6 – 7 Maret 2024

Batch 4 : 23 – 24 April 2024

Batch 5 : 7 – 8 Mei 2024 || 21 – 22 Mei 2024

Batch 6 : 11 – 12 Juni 2024

Batch 7 : 17 – 18 Juli 2024

Batch 8 : 21 – 22 Agustus 2024

Batch 9 : 18 – 19 September 2024

Batch 10 : 8 – 9 Oktober 2024 || 22 – 23 Oktober 2024

Batch 11 : 5 – 6 November 2024 || 19 – 20 November 2024

Batch 12 : 10 – 11 Desember 2024

Jadwal tersebut dapat disesuaikan dengan kebutuhan calon peserta

Lokasi Training Tahun 2024 :

  • Yogyakarta, Hotel Dafam Seturan(7.300.000 IDR / participant)
  • Jakarta, Hotel Amaris Tendean (7.900.000 IDR / participant)
  • Bandung, Hotel Golden Flower (7.800.000 IDR / participant)
  • Bali, Hotel Ibis Kuta (8.500.000 IDR / participant)
  • Lombok, Hotel Jayakarta (8.750.000 IDR / participant)

Catatan :

  • Waktu pelatihan Dua+1* hari dengan Biaya tersedia untuk Perorangan, Group, dan Inhouse Training, belum termasuk akomodasi/penginapan.
  • Untuk biaya dan jadwal training harap menghubungi marketing kembali

Investasi training:

Investasi pelatihan selama dua 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:

  • Free Penjemputan dari bandara ke hotel*.
  • Modul / Handout.
  • Flashdisk*.
  • Certificate of attendance.
  • FREE Bag or bagpacker.
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