TRAINING STRESS TESTING ON BANKING RISK EXPOSURE CURRENT PRACTICE, MODELING & IMPLEMENTATION
Training Pengujian Stres Pada Paparan Risiko Perbankan Praktik Terkini, Pemodelan & Implementasi
Training Building Block Of Stress Test
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
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
Speaker :
* Mr. IVAN RUSMAN
* (Practical In Treasury Business )
Jadwal Pelatihan Galeri Training 2023 training stress testing on banking risk exposure current practice, modeling & implementation terbaru :
Jadwal Pelatihan Galeri Training Tahun 2025 :
- Batch 1 : 22 – 23 Januari 2025
- Batch 2 : 19 – 20 Februari 2025
- Batch 3 : 5 – 6 Maret 2025
- Batch 4 : 23 – 24 April 2025
- Batch 5 : 21 – 22 Mei 2025
- Batch 6 : 18 – 19 Juni 2025
- Batch 7 : 16 – 17 Juli 2025
- Batch 8 : 20 – 21 Agustus 2025
- Batch 9 : 24 – 25 September 2025
- Batch 10 : 22 – 23 Oktober 2025
- Batch 11 : 19 – 20 November 2025
- Batch 12 : 17 – 18 Desember 2025
Catatan : Jadwal dapat menyesuaikan dengan kebutuhan anda dengan catatan kuota peserta minimum 2 (dua) peserta terpenuhi.
Biaya dan Lokasi training stress testing on banking risk exposure current practice, modeling & implementation terupdate :
Lokasi :
· Jakarta : Hotel Amaris Kemang, Amaris Tendean,Trinity Hotel, Ibis Budget.
· Bandung : Hotel Santika, Hay Hotel,Ibis Style, Novotel Hotel, Golden Flower Hotel, 1O1 Hotel, Grand Tjokro Hotel, Tune Hotel, Four Point by Sheraton Hotel .
· Yogyakarta : Hotel NEO+ Awana, Cordela Hotel,Ibis Style, Boutique Hotel, Cavinton Hotel, Mutiara Hotel, Dafam Malioboro Hotel, Prima Inn Hotel .
· Surabaya : Novotel Hotel, Ibis Center Hotel, HARRIS Hotel, Favehotel, Alana Hotel .
· Malang : Amaris Hotel, The 1O1 Hotel, Ibis Style Hotel, El Hotel, Whiz Prime Hotel .
· Bali : Ibis Kuta, Fontana Hotel, HARRIS Hotel & Conventions .
· Lombok : Favehotel, Novotel Lombok, D Praya Hotel .
Catatan : Biaya diatas belum termasuk akomodasi/penginapan.
Investasi training building block of stress test murah :
Investasi pelatihan selama tiga 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 value at risk model murah :
1. FREE Airport pickup service (Gratis Antar jemput Hotel/Bandara)
2. FREE Akomodasi Peserta ke tempat pelatihan .
3. Module / Handout training pengujian stres pada paparan risiko perbankan praktik terkini, pemodelan & implementasi terupdate .
4. FREE Flashdisk .
5. Sertifikat training stress testing on banking risk exposure current practice, modeling & implementation terupdate .
6. FREE Bag or bagpackers (Tas Training) .
7. Training Kit (Dokumentasi photo, Blocknote, ATK, etc) training building block of stress test terbaru .
8. 2xCoffe Break & 1 Lunch, Dinner.
9. Souvenir .
