Jadwal Training Pelatihan Diklat Bimtek Seminar Workshop 2020

Analytic Approach to Business Development for Banks

Training Analytic Approach to Business Development for Banks

Course Objectives

The overall goal of this intensive three day workshop is to equip relationship managers with the analytic skills and understanding to enable them to act as strategic partners for their client banks in meeting capital, funding, investment and risk management needs.

Specifically the goals of the training are to equip participants to:

  • Anticipate client need by cultivating a better understanding of the key business and financial drivers of bank performance
  • Understand the changing economic, regulatory, risk management and accounting issues faced by banks and how they will shape bank strategy
  • Use a structured approach to spot potential business opportunities and identify the right questions to ask in client meetings
  • Recommend higher value added solutions for clients which incorporate capital markets, risk and portfolio management, financing and ALM product capabilities.

Target Audience

Relationship managers, coverage officers and other origination professionals in banks who wish to identify business opportunities with their client banks. This course is pitched at an intermediate to advanced level and assumes participants have a reasonable understanding of bank business models and products.

Course Outline

Value drivers: structured approach to analysis

  • Value drivers and business model of a bank
  • Risk return criteria: risk adjusted return on capital and economic capital
  • Changing perspectives on analysis in economic downturn: rating agencies, shareholders, regulators and debt providers
  • Market perspective: using CDS, bond and equity market indicators to understand market appetite and refinancing issues
  • Structured approach to analysis: using an understanding of the business model to anticipate financing needs.

Risk and performance drivers

  • Strategic focus: differing business models of banks in both mature and emerging markets
  • Business drivers and associated risks: lending, trading and investing, services, trade finance
  • Financing drivers: liquidity, asset and liability management, solvency
  • Capital targets: internal, regulatory and market requirements.

Capital adequacy criteria

  • Types of capital: shareholder, regulatory and economic capital
  • Regulatory capital: proposed Basel III changes, leverage limits
  • Core capital: tier one, tier two and tier three capital instruments: key structural features, pricing differentials, country differences
  • Exercise : comparing capital instruments – contingent capital instrument (CoCo) and a reserve capital instrument (RCI)
  • Basel III vs. Basel II and I risk weighted assets, differences between standardised and internal methodologies; impact on portfolio management and risk adjusted pricing; proposed changes to trading and securitisation positions with Basel 2.5.

Key performance indicators

  • Benchmarking capital adequacy from a risk return, rating agency and shareholder perspective
  • Stress testing bank capital – high growth, loan losses, investment write-downs, trading losses and sovereign exposures
  • Equity valuation: using price/earnings and price / book multiples to benchmark appropriate equity valuations against peers.

Banking opportunities

  • Focus on capital securities: issuer and investor motivations
  • Sources of capital: capital markets, sovereign wealth funds, private equity, government
  • Differences in terms and conditions in different markets.

Financing strategy

  • Key drivers of asset and liability management strategy, cost, stability, tenor, interest rate and foreign exchange matching
  • Regulatory issues: local liquidity rules – quantitative and qualitative measures, local market conditions and market practices, Basel guidelines for sound liquidity management
  • Contingency liquidity: Central Bank eligible collateral, availability and tenor of discount window, standby facilities from commercial and multi-lateral banks
  • Asset liquidity: defining liquid assets in the context of local market conditions, risk weighting of assets for both capital and liquidity purposes
  • Funding sources: stability and variety of funding sources – deposits, money market, debt capital markets, standby facilities and other contingency funding
  • Using the tenor mismatch and debt maturity tables both to spot acceptable refinancing opportunities and to screen unacceptable risks
  • Securitisation as a funding source: benefits and risks of future flow and asset securitisations, key regulatory and market requirements.

Key performance indicators

  • Qualitative and quantitative measures of liquidity and refinancing risk
  • Benchmarking acceptable levels of liquidity risk: sensitising access to funding sources.

Banking opportunities

  • Cash management opportunities given changing global liquidity rules
  • Funding sources: lines of credit, syndicated loans, unsecured medium term notes, covered bonds and securitisations
  • Originator and investor motivations
  • Differences in terms and conditions in different markets.

Types of exposure

  • Categories of credit risk: loan, investment, contingent, pre-settlement, settlement, country / transfer, other
  • Portfolio management targets: diversification of single borrower, sector, country, asset class and commodity risks
  • Equity and commodity risks in the loan and investment portfolios
  • Investment portfolio: types of investment; liquidity and price risk in equities and asset backed securities, impact on hedging strategies, affiliate investment holdings
  • Portfolio management techniques, syndication, sub-participation, whole loan sales and purchases, derivatives (credit, equity and commodity), political risk cover, securitisation.

Key performance indicators

  • Qualitative measures: growth, concentration and type of exposure
  • Measuring credit exposures: loan and investment portfolio quality
  • Understanding bank credit appetite.

Banking opportunities

  • Focus on portfolio management techniques
  • Identifying client bank credit appetite and risk profile
  • Synthetic securitisation
  • Equity derivatives
  • Exchangeable bonds.

Key performance indicators

  • Key market risk measures: interest rate and FX gaps, VaR; equity risk
  • Disclosures and accounting methods for different types of investment and derivatives
  • Future outlook: stress and scenario testing exposures to measure risk appetite.

Banking opportunities

  • Trading opportunities: identifying business opportunities for trading and brokerage activities
  • Focus on derivatives
  • Asset and liability management concerns
  • Accounting, capital and risk management considerations when using derivatives.

 

Investasi dan Fasilitas Training

  • Harga : (dilampirkan dalam Brosur penawaran)
  • Fasilitas : Certificate, Training kits, USB 8 GB, Lunch, Coffe Break, Souvenir, City Tour
  • Untuk peserta luar kota disediakan transportasi antar-jemput dari Bandara/Stasiun ke Hotel (berlaku bagi perusahaan yang mengirimkan minimal 2 peserta)
  • Quota minimum Running 2 peserta ( jogja ), 3 Peserta ( Solo, Semarang) Quota minimum Running 3 peserta (Jakarta , Bandung dan Surabaya ) –  ( Untuk Manado, Bali , Batam, Pontianak, Balikpapan dan Lombok Quota minimal 4 peserta)

 

Permintaan Brosur penawaran Training ( Waktu dan Tempat) silahkan Menghubungi kami via :

Mobile : 0823 2326 5005 – 0857 2459 5005

Email : trainingcenterindo@gmail.com / info@jadwaltraining.co.id

Blog : https://informasitrainingdanseminar.wordpress.com

Web: www.informasitraining-indonesia.com

Web www.jadwaltraining.co.id

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Lokasi Training Pilihan : di Yogyakarta, Jakarta, Bandung, Bogor, Surabaya, Malang, Bali, Lombok, Balikpapan, Makassar, Medan, Batam, Riau, Pontianak, Semarang, Solo, Manado. (dengan harga dan minimal kuota yang berbeda)