Proprietary Trading Governance & Risk Awareness
Proprietary Trading Governance & Risk Awareness
Description
Aktivitas proprietary trading memberikan peluang bagi bank dan institusi keuangan untuk memperoleh keuntungan melalui pengelolaan posisi pasar pada instrumen keuangan seperti valuta asing, obligasi, derivatif, maupun instrumen pasar uang. Namun, aktivitas ini juga memiliki tingkat risiko yang tinggi karena dipengaruhi oleh volatilitas pasar, perubahan suku bunga, likuiditas, kondisi geopolitik, hingga perilaku trader yang dapat memicu kerugian signifikan apabila tidak dikelola dengan governance dan kontrol yang memadai.
Berbagai kasus kerugian trading di institusi keuangan global menunjukkan pentingnya penguatan governance, limit management, pengawasan transaksi, dan budaya risk awareness dalam aktivitas proprietary trading. Bank perlu memastikan bahwa aktivitas trading dilakukan secara prudent, transparan, sesuai risk appetite, serta memenuhi prinsip kepatuhan dan pengawasan regulator.
Pelatihan ini dirancang untuk memberikan pemahaman mengenai governance proprietary trading, pengelolaan risiko trading, kontrol internal, market conduct, serta strategi penguatan risk awareness agar aktivitas trading berjalan aman, terkendali, dan selaras dengan tujuan bisnis bank.
Objectives
Setelah mengikuti pelatihan ini, peserta diharapkan mampu:
- Memahami konsep dan karakteristik proprietary trading.
- Mengidentifikasi risiko utama dalam aktivitas trading.
- Memahami governance dan kontrol internal proprietary trading.
- Mengelola market risk, liquidity risk, dan operational risk pada aktivitas trading.
- Meningkatkan awareness terhadap conduct risk dan unauthorized trading.
- Memahami limit management dan monitoring posisi trading.
- Mengintegrasikan risk management dalam pengambilan keputusan trading.
- Memastikan aktivitas trading berjalan sesuai regulatory compliance dan risk appetite bank.
Course outline
1. Fundamental Proprietary Trading
- Konsep proprietary trading
- Perbedaan proprietary trading dan client trading
- Jenis instrumen trading
- Revenue driver aktivitas trading
- Market dynamics & trading environment
- Trading risk landscape
2. Regulatory & Governance Framework
- Regulatory expectation aktivitas trading
- Trading governance structure
- Three Lines of Defense dalam trading activity
- Role & responsibility trader, risk, dan compliance
- Trading authorization & segregation of duties
- Market conduct & ethical trading
3. Market Risk Management
- Interest rate risk
- Foreign exchange risk
- Credit spread risk
- Volatility risk
- Value at Risk (VaR)
- Stress testing & scenario analysis
4. Trading Limit & Exposure Management
- Position limit management
- Stop loss mechanism
- Dealer limit & counterparty limit
- Intraday monitoring
- Escalation process pelanggaran limit
- Exposure concentration risk
5. Liquidity & Funding Risk in Trading
- Market liquidity risk
- Funding liquidity risk
- Bid-ask spread volatility
- Contingency liquidity planning
- Market disruption management
- Exit strategy during stressed market
6. Operational Risk & Conduct Risk
- Unauthorized trading risk
- Rogue trader awareness
- Trade booking error
- Front office vs back office control
- Fraud risk dalam trading activity
- Insider trading awareness
7. Treasury Control & Surveillance
- Independent price verification
- Trade surveillance & monitoring
- Mark-to-market validation
- Reconciliation process
- Exception reporting
- Trading dashboard & analytics
8. Compliance & Reporting
- Regulatory reporting trading activity
- Documentation & audit trail
- Compliance monitoring
- Market abuse prevention
- Record retention requirement
- Internal audit review untuk trading desk
9. Strategic Risk Awareness & Trading Discipline
- Risk culture dalam treasury & trading
- Decision making under market pressure
- Behavioral bias dalam trading
- Discipline & accountability trader
- Crisis management during market volatility
- Lessons learned dari kasus kerugian trading global
10. Case Study & Workshop
- Studi kasus rogue trading global
- Simulasi market volatility impact
- Workshop trading risk assessment
- Analisis pelanggaran limit trading
- Simulasi stress testing portfolio trading
- Penyusunan action plan penguatan governance trading
Participants
- Treasury&Investment
- Risk Management
- Finance
- Compliance&ApuPpt
- Audit Internal
- Legal
- Information Technology
- Operational
- Perencanaan&Pengembangan
- Leadership Program
Method
- Pre-test
- Presentation
- Discussion
- Case study
- Post-test
Facilities
- Ruang Meeting Representatif
- Sertifikat Pelatihan Resmi
- Instruktur Profesional & Berpengalaman
- Training Kit Eksklusif
- Souvenir
- Pick Up Participant (Yogyakarta)
