STRESS TESTING & SCENARIO ANALYSIS : Performing Stress Test On The Liquidity Risk, Interest Rate Risk, Fix Risk, Concentration Credit Risk On Single & Multi Factor Shocks Scenario

in Banking - Finance,Strategic Finance

Who Should Attend

Para praktisi Risk Analytics Officers, Financial Risk / Analyst, Investment Analyst, Treasurer, Credit Risk, Alma, Internal Audit / Auditor dari Perbankan, Asuransi, Multifinance,maupun korporasi lainnya

 

Benefit Program :

  • Pemahaman terhadap Prinsip dasar Stress Test
  • Pemahaman terhadap Methodologi yang digunakan dalam Stress Testing
  • Keberhasilan dalam menentukan dan membuat  forward-looking stress tests dan scenario analyses
  • Fokus pada membangun stress testing dan scenario analysis sesuai dengan regulatory requirements
  • Merancang  dan menganalisa scenario yang fleksibel dalam me- mitigasi & mengelola resiko secara efektif
  • Pemahaman atas kebutuhan stress testing dari resiko secara efektif
  • Menggali lebih dalam best-practice techniques untuk merancang suatu kerangka kerja  stress testing dan  scenario analysis

 

Subject Material:

  • Introduction on Stress Testing
  • Scenario Simulation on Yield Curve under Stress
  • Introduction to Value at Risk Model ( Related  to    Stress Test )
  • Modeling the Stress Testing on Market Risk Exposure
  • Liquidity Risk Stress Test
  • Stress Test of Interest Rate Risk on Banking Book ( IRRBB )
  • Performing The Stress Test Impact on Capital ( Summary )

 

Trainer:

Team Trainer bidang  Treasury

 

Jadwal Training Public

 

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STRESS TESTING & SCENARIO ANALYSIS

Performing Stress Test On The Liquidity Risk, Interest Rate Risk, Fx Risk, Concentration Credit Risk On Single & Multi Factor Shocks Scenario

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