PELATIHAN PENGUJIAN STRES TERHADAP RESIKO EXPOSURE PERBANKAN
TRAINING PENGUJIAN STRES TERHADAP RESIKO EXPOSURE PERBANKAN
Daftar ISI
PELATIHAN PENGUJIAN STRES TERHADAP RESIKO EXPOSURE PERBANKAN
PELATIHAN PENGUJIAN STRES TERHADAP RESIKO EXPOSURE PERBANKAN
Tujuan PELATIHAN PENGUJIAN STRES TERHADAP RESIKO EXPOSURE PERBANKAN :
* 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
Materi PELATIHAN PENGUJIAN STRES TERHADAP RESIKO EXPOSURE PERBANKAN :
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
Peserta PELATIHAN PENGUJIAN STRES TERHADAP RESIKO EXPOSURE PERBANKAN :
* ALCO Support Functions
* Risk management (Market, Liquidity, Credit & Operational Risk)
* Treasury Analyst Credit Analyst
* Financial Control
* Financial Institutions
* Banking Analyst
* Audit
* Subject material
Jadwal Pelatihan Jogja Media Training 2026 :
Batch 1 : 03 – 04 Januari 2026 | 16 – 17 Januari 2026
Batch 2 : 06 – 07 Februari 2026 | 20 – 21 Februari 2026
Batch 3 : 05 – 06 Maret 2026 | 19 – 20 Maret 2026
Batch 4 : 03 – 04 April 2026 | 23 – 24 April 2026
Batch 5 : 07 – 08 Mei 2026 | 21 – 22 Mei 2026
Batch 6 : 05 – 06 Juni 2026 | 25 – 26 Juni 2026
Jadwal Training Jogja Media
Catatan : Jadwal tersebut dapat disesuaikan dengan kebutuhan calon peserta
Lokasi Pelatihan :
- Yogyakarta, Hotel Dafam Malioboro
- Jakarta, Hotel Amaris Tendean
- Bandung, Hotel Golden Flower
- Bali, Hotel Ibis Kuta
- Online Daring, Zoom, Google Meet, Teamlink
Investasi Pelatihan Tahun 2023 – 2022 ini :
- 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 :
- FREE Airport pickup service (Gratis Antar jemput Hotel/Bandara/Stasiun/Terminal)
- Module / Handout
- FREE Flashdisk
- Sertifikat
- 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
