Training Akuntasi Indonesia | Penyelenggara Training Bidang Accounting, Finance, Pajak, Export Import dan Banking di Indonesia Training Stress Testing On Banking Risk Exposure Current Practice, Modeling & Implementation | Training Akuntasi Indonesia
You are here
Home > Banking > 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

Pelatihan Stress Testing On Banking Risk Exposure Current Practice, Modeling & Implementation Di Jogja

  Manfaat Bagi Peserta Training :
   * 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

Peserta yang dapat mengikuti antara lain :
   * ALCO Support Functions
   * Risk management (Market, Liquidity, Credit & Operational Risk)
   *  Treasury Analyst Credit Analyst
   * Financial Control
   * Financial Institutions
   *  Banking Analyst
   *   Audit
   * Subject material

Course Highlight

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

Jadwal pelatihan Risk Management di jogja :

· 4 – 6 Maret 2019

· 1 – 4 April 2019

· 27 – 29 Mei 2019

· 19 – 21 Agustus 2019

· 24 – 26 September 2019

· 18 – 20 Desember 2019

Catatan : Jadwal tersebut dapat disesuaikan dengan kebutuhan calon peserta Training Pengenalan Stress Testing Pasti Jalan

Invetasi dan Lokasi Pelatihan Pemahaman Mengenai Konsep Dasar Stress Test Di Jogja :

· Yogyakarta, Hotel 101 (6.500.000 IDR / participant)

· Jakarta, Hotel Amaris Kemang (6.500.000 IDR / participant)

· Bandung, Hotel Neo Dipatiukur (6.500.000 IDR / participant)

· Bali, Hotel Ibis Kuta(7.500.000 IDR / participant)

· Surabaya, Hotel Amaris, Ibis Style (6.000.000 IDR / participant)

· Lombok, Sentosa Resort (7.500.000 IDR / participant)

Catatan : Apabila perusahaan membutuhkan paket in house training, anggaran investasi pelatihan dapat menyesuaikan dengan anggaran perusahaan.

Fasilitas  pelatihan Pengenalan Stress testing di jogja :

  • FREE Airport pickup service (Gratis Antar jemput Hotel/Bandara/Stasiun/Terminal)
  • FREE Akomodasi ke tempat pelatihan bagi peserta training Pemahaman mengenai konsep dasar stress test jogja pasti running
  • Module / Handout Training Risk Management Jogja Fixed Running
  • FREE Flashdisk
  • Sertifikat Training Stress Testing On Banking Risk Exposure Current Practice, Modeling & Implementation Di Jogja Murah
  • FREE Bag or bagpackers (Tas Training)
  • Training Kit (Dokumentasi photo, Blocknote, ATK, etc)
  • 2xCoffe Break & 1 Lunch, Dinner
  • FREE Souvenir Exclusive
  • Training room full AC and Multimedia

.

Top