COUNTERPARTY TREASURY EXPOSURES IN FINANCIAL MARKET PENGELOLAAN RISIKO KREDIT TREASURY UNTUK PENCAPAIAN PROFIT DAN OPTIMALISASI DANA BANK

TWO DAYS ONLINE TRAINING

Online Training ini memberikan pemahaman baru kepada peserta untuk bisa memastikan jenis-jenis Counterparty Credit Limit yang wajib tersedia dan pengelolaannya untuk memitigasi risiko kredit transaksi treasury dalam rangka mengamankan pencapaian profit dan mengamankan pptimalisasi pengelolaan dana bank.

LEARNING OBJECTIVES
1. Memahami ap aitu risiko kredit counterparty dan bagaimana mitigasi risiko kredit counterparty dalam transaksi treasury
2. Mendalami ap aitu treasury exposure di pasar keuangan
3. Mengetahui cara menganalisa bank counterparty
4. Memahami apa saja persyartan untuk menyiapkan atau mengajukan batas kredit
5. Memahami cara menghitung batas kredit counterparty
6. Memahami Batasan proses persetujuan
7. Memahami cara pemantauan dan pemanfaatan batas laporan
8. Memahami cara mengendalikan Batasan pelanggaran: Aliran Kerja

MATERI
Hari Pertama
A. UNDERSTANDING CREDIT / COUNTERPARTY RISK
• What is Credit/Counterparty Risk (Billateral Risk)?
• Background and Purpose of Counterparty Credit Limit
• What are the differences between Loan Exposure and Ctpty Exposures?
• How to Mitigate Counterparty Credit Risk?
- Diversification
- Netting
1. Payment Netting
2. Close-Out Netting
- Collateralization : Collateral Value VS Market Value
- Hedging by Credit Derivatives : Credit Default Swap (CDS), TRORS, etc
B. TREASURY EXPOSURES IN FINANCIAL MARKET, RISK IDENTIFICATION, RISK MEASUREMENT–EXAMPLES & EXPOSURES CALCULATION
• Money Market Transaction (Interbank Placement, Buy MM : NCD, PN)
• Capital Market Transaction (Buy Bond : Outright, Repo/Reverse)
• Foreign Exchange Transaction : Tod, Tom, Spot, FX Forward, FX Swap
• Pre Settlement Risk - Buy Bond Outright Transaction (Gov’t, Corporate)
• Issuer Risk - Buy Corporate Bond
• Settlemet Risk - Buy Bond without DVP Settlement Mode
• Repo/Reverse Bond with Counterparty (Collateral Coverage, Hair Cut)
• Derivatives Transaction : Interest Rate Swap, Cross Currency Swap
C. TREASURY FACILITIES / LIMIT TO MITIGATE CREDIT RISK
• Interbank Placement (Money Market) Limit
- Placement to other Banks (Interbank Call Money Placement)
- Buy Outright MM Instuments : SBI, SPN, NCD, CP, PN, etc
• Bonds Issuer /Obligor Limit
- Buy Outright Non Government Bond / Corporate Bond
• Bonds Pre-Settlement Limit & Bond Settlement Limit
- Buy Bond with Settlement Date H + ….
• Repo & Reverse Bonds Limit
- Repo Bond Govt/Corporate and Reverse Repo Bond to Counterparty
• Forex Pre Settlement Limit and Forex Settlement Limit
• Pre Settlement Limit & Settlement Limit for Derivatives (Interest Rate Swap – IRS & Cross Currency Swap – CCS / CCIRS)
D. HOW TO ANALYZE THE BANK COUNTERPARTY?
• Types of Bank Counterparty
- Foreign Banks
- State Owned Banks
- National Private Banks
- Joint Venture Banks
• CREDIT ANALYSIS - Qualitative and Quantitative Analysis Conducted
- Quantitative Analysis
- Qualitative Analysis
• The Use of External and Internal Rating
- Rating Agencies
- Credit Rating
E. HOW TO SET UP THE CREDIT LIMIT?
• Observing the Right Facilities for a Counterparty
• Past Transaction Utilization Record
• Reciprocity Issues

Hari Kedua
F. WHAT ARE THE REQUIREMENTS TO PROPOSE LIMIT/LINES
• Types of Limit Needed
• Maximum Tenor
• Counterparty Type
• Underlying
• Available LLL
G. CREDIT LIMIT CALCULATION
• Legal Lending Limit
• Placement That Exempted From LLL Calculation
• Counterparty Credit Limit Calculation based on 3L & Examples
• Exercises – Set Up Credit Limit based on parameters (Total Ctpty Limit)
• How to Calculate Total Exposures
• Other Considerations
H. LIMIT APPROVAL PROCESS
• What Must be Available in a Credit Proposal
• Maximum Limit Calculation (Rating, Equity (LLL), Internal Parameter)
• Credit Proposal Flow
• Who Should Involved in Credit Risk Management ? : Treasury Div, FIinancial Institution DIv, Credit Reviewer Div, Credit Risk Div, Credit Opr Div, Treasury Operation Div - Sharing & Discussion
• Credit Authorization Limit
I. LIMIT MONITORING, REPORTING AND CONTROLLING/BREACHING
• Limit Monitoring Procedure
• Limit Reporting – Utilization Existing Limit & Collateral Adequacy
• Limit Controlling / Breach – Flow of Work
- Type of Excess
1. Tecjnical Excess
2. Passive Excess
3. Active Excess
- Limit Freeze
J. SIMULATION / CASES / EXERCISES
- Exercises to determine Counterparty Credit Limit
- Cases in Monitoring Counterparty Credit Limit
- Cases in Controlling/Escalation Counterparty Credit Limit
K. CONCLUSION AND SUMMARY

Dokumen menjadi salah satu data penting bagi sebuah perusahaan. Melalui dokumen itulah perusahaan dapat
TRAINING DELIVERY
• Presentasi
• Diskusi & Tanya Jawab
• Praktek /Latihan,
• Materi Pengajaran: Power point

TARGET PESERTA
• Risk Manager
• Treasury Dealers
• Credit Analysts
• Relationship Manager
• Auditors
• Risk Control Unit
• Unit Pemantau Risiko yang perlu memahami bagaimana risiko kredit pihak lain

WAKTU
Kamis—Jumat / 29-30 Juli 2021
Pukul 09.00—15.00 WIB

PARTICIPANT FEE
• Rp. 3.000.000 / Peserta
• Rp. 2.500.000 / Peserta Jika Mengirimkan Minimal 5 Peserta dari Satu Perusahaan

FASILITAS
• Soft Copy Module
• E-Certificate
• Video Online Training

INFORMASI PENDAFTARAN
TICKY
Mobile : 0819-32222-383
e-mail : ticky.infobank@gmail.com

Overview

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