Februari 2018Perbankan & KoperasiYogyakarta

Liquidity Risk Management and Stress Test

Jadwal Training Liquidity Risk Management and Stress Test:

    BENEFIT

    • Provide clear understanding on Liquidity Risk Framework due to Basel II and 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 Skills & Knowledge on how to set the MCO limit
    • Provide Skills & Knowledge on how to perform the Bank Specific Crisis Stress Test Scenario and assumptions
    • Provide Skills & Knowledge on how to perform the General Market Crisis Stress Test Scenario and assumptions
    • Provide clear understanding on Contingency Funding Plan concept
    • Provide capacity to perform the Liquidity Risk Management Policy

     

    MATERI Training Liquidity Risk Management and Stress Test

    1. Overview on Liquidity Risk Management

    • Milestone on Liquidity Risk Management
    • Market Liquidity versus Funding Liquidity Risk
    • Lesson learn from Financial Crisis 2007-2009
    • Liquidity Risk Ratio-Static Approach:
      • 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

    2. 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

    3. Liquidity Stress Test Modeling

    • Stress Test Scenarios :
      • General Market Scenario
      • Bank Specific Scenario
    • Data Preparation
    • Applied Statistic for Liquidity Risk
    • Statistic Concept on Liquidity Crisis
      • Time Deposit
      • Saving Account
      • Demand Deposit
    • Data Source
      • Industry
      • Internal
    • Applied Statistic for Liquidity Risk
    • Statistic Concept on Liquidity Crisis

    4. How to Perform The Liquidity Gap Limit?

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

    5. Contingency Funding Plan

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

     

    TRAINING METHOD

    Presentation

    Discussion

    Case Study

    Evaluation

     

    FACILITY

    Training Kit

    Handout

    Certificate

    Lunch + 2x Coffee Break

    Souvenir

    Pick Up Participant (Yogyakarta)

     

    TRAINING FEE for Liquidity Risk Management and Stress Test

    Rp6.500.000,-/Peserta/Non Recidential

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