Treasury Strategy for Profitability & Risk Optimization
Treasury Strategy for Profitability & Risk Optimization
Description
Pelatihan ini dirancang untuk membekali peserta dengan pemahaman strategis mengenai peran treasury dalam memaksimalkan profitabilitas bank sambil mengelola risiko secara efektif. Peserta akan mempelajari bagaimana pengelolaan likuiditas, funding, investasi, dan instrumen derivatif dapat dioptimalkan untuk mendukung target laba, mempertahankan stabilitas keuangan, dan mematuhi regulasi. Pelatihan ini membahas end-to-end treasury management, termasuk analisis posisi likuiditas, perencanaan funding, pengelolaan risiko pasar, suku bunga, dan FX, serta pengambilan keputusan investasi. Peserta akan dibekali kerangka kerja untuk merancang strategi treasury yang terukur, responsif terhadap perubahan pasar, dan selaras dengan kebijakan manajemen risiko bank.
Objectives
Memahami peran treasury dalam profitabilitas dan stabilitas bank Menganalisis posisi likuiditas dan kebutuhan funding Mengelola risiko pasar, suku bunga, dan FX secara terintegrasi Menerapkan strategi investasi dan treasury untuk optimalisasi return Menyusun treasury policy yang selaras dengan risk appetite dan regulasi Memanfaatkan instrumen derivatif untuk hedging dan risk managemen
Course outline
- Role of Treasury in Bank Profitability
Overview treasury functions: liquidity, funding, investments Profitability drivers: interest margin, trading, fee income Strategic alignment with bank’s financial objectives Interaction with front office, risk, and finance units
- Liquidity Management and Funding Optimization
Cash flow forecasting dan liquidity gap analysis Short-term vs long-term funding strategies Liquidity risk metrics dan regulatory requirements (LCR, NSFR) Funding cost optimization and capital efficiency
- Market Risk Management
Interest rate risk: gap analysis, duration, and repricing FX risk: exposure identification and hedging strategies Commodity and other market risks relevant to treasury Integration with bank’s risk appetite framework
- Investment Strategy and Portfolio Optimization
Investment instruments: bonds, money market, structured products Yield curve analysis and portfolio duration management Risk-adjusted return metrics: VaR, Sharpe ratio Portfolio diversification and liquidity considerations
- Derivatives and Hedging Tools
FX forwards, swaps, options, and interest rate derivatives Hedging strategies for market and balance sheet risk Pricing, valuation, and accounting considerations Monitoring and controlling derivative positions
- Profitability Analysis and Performance Measurement
Treasury P&L attribution: trading vs structural Key metrics: NII, ROE, RAROC, and contribution to bank profit Scenario and stress testing for profitability planning Dashboard and reporting tools for management decision-making
- Regulatory Compliance and Governance
Central bank regulations and prudential requirements Internal policies: risk limits, approval matrix, and audit trail Documentation, reporting, and compliance monitoring Best practices for governance and internal control
- Strategic Decision Making and Scenario Planning
Market scenario analysis and impact assessment Contingency planning for liquidity and market shocks Integration of treasury strategy with overall bank objectives Continuous improvement and adaptive treasury policies
Method
Pre-test Presentation Discussion Case study Post-test
Facilities
Training Kit (Tas, Hand out, Flashdisk, Block note, Pulpen dll) Certificate Souvenir 2x Coffee Break, 1x Lunch PRICE (Running dengan kuota minimal 3 peserta)
