.: Risk Management
Who can predict the future? No one could. But can we anticipate the risk that organizations will face?
Join us for Risk Management courses to prepare you for a better career in banks and other financial institutions.
Courses offered:
Risk Management in Derivatives
Measuring and Managing Risk using Value at Risk (VAR)
Operational Risk
Credit Risk
Basel II Accord
Who should join:
Employees and managers of banks and other financial institutions
Who will be the facilitator:
The courses will be conducted by Dr. T. Sunaryo, Risk Management Consultant.
Dr. Sunaryo graduated with a degree in Bachelor of Science in Statistics from Bogor Agricultural Institute (IPB)
and finished his Master of Arts (International Economics) and PhD. (Monetary Economics) from the University
of the Philippines, Diliman, Quezon City.
Dr. Sunaryo's recent book is Manajemen Risiko Finansial, 2007,
Publisher: Salemba Empat.
How much will participants pay?
Each participant will pay registration fee of Rp.100.000,- and course fee of
Rp. 3.4 million for two-months courses and Rp. 2.4 million for one-month course.
Group rates are also available.
Note : Risk Management Courses are conducted in English or in Bahasa Indonesia
Outline: Manajemen Risiko
Latar belakang manajemen risiko
Identifikasi risiko perusahaan :
- Risiko pasar : potensi kerugian karena faktor pasar (nilai tukar, suku bunga, harga saham
dan faktor pasar lainnya
- Risiko kredit : potensi kerugian karena mitra transaksi gagal bayar (wanprestasi).
- Risiko operasional : kerugian karena kesalahan/kegagalan orang, proses, sistem dan faktor eksternal.
Dalam risiko operasional termasuk risiko legal, strategi (bisnis), dan risiko reputasi.
Mengukur resiko :
- Deviasi standar
- Distribusi risiko
- Value at risk (alat ukur risiko yang sudah menjadi standar untuk mengomunikasikan risiko)
- Mengukur risiko pasar, kredit dan risiko operasional dengan menggunakan value at risk.
Memanajemeni risiko :
- Self insurance
- Hedging
- Transfer risiko ke pihak luar
Catatan :
Untuk hedging dan transfer risiko ke pihak luar memerlukan pengetahuan instrumen
finansial derivatif seperti futures dan option
Manajemen risiko terintegrasi :
- Sistem organisasi yang sesuai dengan manajemen risiko.
- Metoda manajemen risiko bottom up.
Operational Risk
| Hayam Wuruk Campus : |
Kelapa Gading Campus : |
Every
Time
Starting
|
: Saturday
: 09:00 - 12:00
: -
|
|
Every
Time
Starting
|
: Saturday
: 09:00 - 12:00
: December 2009
|
|
| Duration of the course : 1 Month |
- Identifying operational risk
- Measuring operational risk
- Managing operational risk
- Computing operational risk using Basel II Accord: Basic Indicator,
Standardized Approach, and Internal Measurement Approach
