“ALM - Liquidity Risk Management Course Sydney - Australia, May 14 th – 15 th , 2014

1. BadanSertifikasiManajemen Risiko Presents: BSMR Risk Management Certification Refresher Program “ALM - Liquidity Risk Management Course Sydney - Australia, May 14th – 15th, 2014

2. Course Content Outline: The course will be divided into four topical segments (Parts 1 – 4). All four parts will be comprised of both an explanation of the theoretical basis for identifying and measuring liquidity risk in financial institutions. Liquidity risk management has long been recognised as a core activity within bank Asset & Liability Management (‘ALM’), but risk measurement and management activities have been wide-ranging with little standardisation or consistency of approach in the financial markets. Liquidity problems, both asset and liability-based played significantly since 2007 in the latest global financial crisis and have led to the recent formulation of a new global liquidity risk measurement standard.During the course of the two day training program, we will cover four important areas: • Traditional and recently developed ALM methods and tools for measuring asset and liquidity risk within banks, and the framework for managing liquidity in both times of normal market volatility as well as crisis; • Case studies and examples of liquidity risk problems within specific institutions , and how these problems arose and could have been prevented; • The inter-relationships between liquidity risk and other areas of banking risk; The new global liquidity risk standard being established within the Basel financial institution regulatory and capital framework (a key component of recently announced Basel III requirements). In covering the above topics we will include practical examples and exercises on measuring different aspects of liquidity risk, including stress testing methods, and the LCR (‘Liquidity Coverage Ratio’) and NSFR (‘Net Stable Funding Ratio’) introduced under Basel III. Part 1: Traditional Liquidity Risk Management within Bank ALM: • Asset versus Liability (Funding) Liquidity Risk. • Two State Liquidity Risk World: Normal Uncertainty versus Market-wide or Institution- • specific Crisis. Outflow Limits • Cash Flow Management & Maximum Cash Outflow Limits • LRM Tools – ALM Investment Book ‘Liquidity Buffer’; Liquidity Ratios Analysis & • Limits; • Role of Funds Transfer Pricing (‘FTP’) and Asset – Liability Maturity Mismatch • Analysis • Balance Sheet Structure and Analysis • Funding Sources Concentration / Diversification Limits • Contingency Funding Plan • Part 2: Liquidity Crises Events and Specific Institutional Failures: • The Credit Crisis of 2007-2009 and leading to increased importance of Liquidity Risk • and the developed divergence of funding costs in interbank markets: • Case Examples of Liquidity Failure: • Continental Illinois National Bank • Long-Term Capital Management • American Insurance Group • Lehman Brothers • Northern Rock

3. Developments in the Interbank Funding Markets since 2007, and liquidity issues related • to the increasing use of collateral (ISDA CSAs), and clearing through central • counterparties (CCPs). Part 3: Inter-relationships Between Bank Liquidity and Other Sources of Bank Risk: • Leverage and balance sheet structure • Asset correlation, concentration, and contagion risks • Funding structure & funding source diversification • Interbank funding markets – major versus local currency exposures Part 4: Basel III: Introduction of Global Liquidity Standards Detailed analysis, and examples, of the key areas of Basel lll directly and indirectly addressing liquidity risk in the banking system, including: • Liquidity Coverage Ratio (‘LCR’) • Net Stable Funding Ratio (‘NSFR’) • Asset Value Correlation (‘AVC’) • Leverage Ratio About the Speaker Douglas Bongartz-Renaud is currently the director of Markets & Risk Solutions Pte. Ltd, and has over 30 years of experience in the Financial Markets and Services Industry. He used to be an Executive Director in the Markets Division with ABN AMRO in Amsterdam, with a focus in working on behalf of the front-office with other areas of the bank to improve the pricing of credit valuation adjustment (CVA) in transactions, and the management of CVA reserves, in connection with the Bank’s active OTC derivatives business. Douglas headed the Treasury, ALM and market risk team in ABN AMRO’s Risk Advisory Service business, which was engaged in projects with over 40 banking clients in Asia and the EMEA region. His client-based advisory and implementation work covered Treasury and Investment Banking; Market Risk Management; Asset and Liability Management. Before doing client-based project work in the Risk Advisory Unit, Douglas established and co-headed a new group within the bank’s Global Risk Management Department responsible for interfacing directly with the Financial Markets Division to expedite risk review and approval of complex derivative and new product related transactions. In that role he assisted Financial Markets in accelerating its business growth in several key areas, including exotic credit and correlation products, esoteric (inflation, insurance, weather, etc) and commodity derivatives, complex rate and hybrid derivatives, dynamic guarantees (CPPI transactions). Douglas is a member of the GARP (and holds the ‘FRM’ certification) and of the PRMIA risk associations, and served on the ISDA (International Swaps and Derivatives Association) Board of Directors from 1994 to 2008, (and was Secretary of the Association from 1998 to 2004). He is the Director of Markets & Risk Solutions Pte. Ltd. and provides Consultancy to banks in the areas of ALM, Treasury and Risk Management.

4. Registration Form “ALM - Liquidity Risk Management” 2 days Course Sydney, Australia – May 14th – 15th, 2014 Venue: Pullman Sydney Hyde Park hotel Australia* 36 College Street, 2010 Sydney - Australia Investment fee: USD. 1,250,- Name : Company : Job Title : Office Address : Phone Number : Mobile Number : Email Address : • Payment: • BadanSertifikasiManajemenRisiko • Bank BRI, Jakarta Pondok Indah Branch • Account No: 0362-02-000059302 (USD) • More info, please call: • BSMR Office: 021-29036680 • Ms. Sinta: 0812-88679667 (sinta@bsmr.org) • Mr. Agung: 0817-4899974 (agung@bsmr.org) • Ms. Lina: 0812-1129936 (m_lina@bsmr.org) • Discount Policy: • Group booking from the same organization attending this workshop will get discount: • 2 participants: 5% discount • 3 participants: 7,5% discount • > 4 participants: 10% discount • Cancellation Policy: • The fee is non-refundable • Please fax this registration form to 021 – 29036681 *to be confirmed