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LECTURE (3) Program Magister Manajemen Fakultas Ekonomi Universitas Indonesia Dosen:

LECTURE (3) Program Magister Manajemen Fakultas Ekonomi Universitas Indonesia Dosen: Edgar Ekaputra SE, MM. February 16, 2005. ARE WE IN A CRISIS ?. WHAT TRIGGERED THE CURRENT US FINANCIAL CRISIS. THE CRISIS DIFFERENCE BETWEEN 1998 AND 2008 SHOULD THE US ESTABLISH A BPPN?

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LECTURE (3) Program Magister Manajemen Fakultas Ekonomi Universitas Indonesia Dosen:

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  1. LECTURE (3) Program Magister Manajemen Fakultas Ekonomi Universitas Indonesia Dosen: Edgar Ekaputra SE, MM. February 16, 2005

  2. ARE WE IN A CRISIS ? • WHAT TRIGGERED THE CURRENT US FINANCIAL CRISIS. • THE CRISIS DIFFERENCE BETWEEN 1998 AND 2008 • SHOULD THE US ESTABLISH A BPPN? • IDENTIFYING TRIGGERS FOR A FINACIAL CRISIS

  3. CLUES FOR CRISIS • Conventional Leading Indicators • Comparison towards historical data • Anomalies in the market • Erratic volatility or extreme market movements • Denials of Government leaders • Conflicting Statements of regulators • Triggers of Explosions • Political/Social uprising/tension

  4. The IBRA Story Bank Indonesia Economic Pressure Government Change Banks IBRA International Organizations Conglomerates Debitors Politicians Media

  5. LECTURE (3) ASSET LIABILITY MANAGEMENT

  6. Questions 3 • What is Asset and Liability Management and why does a financial institution require conducting ALCO? • What is the Risk and Reward relationship? • How doe we reduce financial risk? • What is the most important financial risk? • Who is in charge of the Asset Liability policy and decisions?

  7. ASSET LIABILITY MANAGEMENT Is the Management of the Net Interest Margin To ensure that its level are compatible With the Risk/Return objective of the institution. It is an integrated approach to financial management, requiring simultaneous decisions about the types and amounts of financial assets and liabilities it holds (mix & Volume).

  8. ASSET LIABILITY MANAGEMENT Who sets the Objectives ? The Normative Approach-The Classical Theory The Positive Approach-The Agency Theory Managerial Objectives in Financial Institutions: Customer Needs Ownership Structure Regulation

  9. TREASURY MANAGEMENT (3) 17-18 ASSET LIABILITY MANAGEMENT 1.Cash 1.Deposit Giro Tabungan 2.Earning Assets 2. Purchase Funds Loans Banks Non Banks 3. Non Earning Assets 3. Capital

  10. ASSET LIABILITY MANAGEMENT Several Types of Objectives & Potential Conflict • Liquidity • Profitability • Solvability • Hedging vs. Open Position • Long vs. Short FX Position • NIM (Net Interest Margin) • LDR (Loan to Deposit Ratio) • CAR (Capital Adequacy Ratio) • Matching Assets with Liabilities

  11. END OF LECTURE (3)

  12. The Investment Game – Week 3

  13. SBI Rates 6.43%

  14. BONDS 114.09

  15. ISX Index 2.517

  16. USD/RP 9.350

  17. Oil Prices $74.13

  18. END OF LECTURE (3)

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