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Liquidity Risk Management and Stress Test
January 22, 2020
Jadwal Pelatihan Liquidity Risk Management and Stress Test
| Tanggal | Tempat | Kota | | Belum ada jadwal terbaru |
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:
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- 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
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- General Market Scenario
- Bank Specific Scenario
- Data Preparation
- Applied Statistic for Liquidity Risk
- Statistic Concept on Liquidity Crisis
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- Time Deposit
- Saving Account
- Demand Deposit
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- 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
