IRRBB “Mengelola Risiko Suku Bunga Bank”

Two Days Online Training

MATERI
1. Introduction to Bank's Interest Rate Risk
• What is interest rate risk
• Type of interest rate risk
• Trading and Banking Book concept
• Regulation in Interest Rate Risk
2. Managing Interest Rate Risk in Banking Book
• Type of Interest Rate Risk in the Banking Book
• How to Measure Interest Rate Risk
• Earning and Economic Value Perspectives
• Sensitivity Analysis: PV01 and EVE
3. Regulatory Standard for IRRBB
• Type of Interest Rate Risk in the Banking Book
• How to Measure Interest Rate Risk
• Earning and Economic Value Perspectives
• Sensitivity Analysis: PV01 and EVE
• Behavioral and Automatic Options
• NMDs (Non-Maturing Deposits) treatment
• Risk Rating Matrix Risk Profile
• Standard Regulatory Reporting Format
4. Calculation of the Standardized NII
• NII Calculation Based of Standardized Scenarios
5. Calculation of the Standardized EVE
• EVE Calculation Based of Standardized Scenarios
6. Regulatory Reporting Process and Industry Practices of IRRBB
• OJK reporting template & submission
• Bank common practice of IRRBB

WAKTU & TEMPAT
Hari / Tanggal : Rabu - Kamis / 25 – 26 Agustus 2021
Waktu : Pukul 09.00 – 15.00 WIB

INVESTASI
Rp. 3.000.000/Peserta ( Full Fare)
Rp. 2.500.000/Peserta ( Pendaftaran 5 Peserta atau lebih dari 1 perusahaan/Instansi)

(Untuk dibuat In-house Training harga Negotiable)

Informasi lebih lanjut mengenai Program ini, Bapak/Ibu dapat menghubungi Sdr. Ary di nomor telepon 021-7253127 eks. 137, HP. 0813. 1020. 1717 / 0858 41445161 EMAIL. ary.infobank@gmail.com

Overview

Tujuan Pelatihan

Target Peserta