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8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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Deposit
i 8%
capital 917000000 rupiah
Bunga Capital + Bunga
2 minggu 2673117.808219 919673117.808219
1 bulan 728109.890!1 922728109.890!1
3 bulan 1718!328.76712 93!18!328.767123
6 bulan 3!36867.3!2 9136867.3!2!7
"a#ing
i sa#ing 0.06
Capital 917000000
Bunga Capital + Bunga
2 minggu 196966.73!2 91896966.73!2
1 bulan !220712.328767 921220712.328767
3 bulan 12662136.9863 929662136.986302
6 bulan 232!273.9726 9!232!273.972603
$orar&
i 'orar& 0.076
Capital 917000000
2 minggu 2673!09.31069 919773!09.31068
1 month 72873!.2!67 92282873!.2!67
3 months 17186202.73973 93!286202.739726
6 months 3!372!0.!79! 91!72!0.!79!2
(ssumption)* Deposit "D 100.000* i $orar& 7.6%*i Deposit 7.6%*i "a#ing .6%* $orar& rate &ihitung pa&a sheet ,"pot -rice,
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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o much total return /in "D an& in percentage ill the in#estorcustomer geattracti#e 'or the consumer /4ou can compare ith other 5nancial asset in#est
$rom the calculation on the total potential loss 'or "a#ing Deposit an& $orar&month 3months an& 6months perio& in orsheet ,"a#ing, ,$orar&, an& ,compare /orsheet ,Comparison :otal -otential ;oss, an& conclu&e that i' a ctransact 'or 2ee until 6months perio& it
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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Does this oeringent
'or a 2ees 1Deposit, e coul&stomer ants toas it gi#es the smallest
posit 'or a 2eeser 'or the customers to5ts gi#en but it
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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>n terms o' ?is @anagement -ara&igm oul& this proimpact to customer /please remember most o' &eri#a
es hen Ban Danamon unhe&ge its $E to other BaneFchange rate /#olatilit4 so the customer might incur
in the transaction ithout he&ging theres a possibilit
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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&uct Aeopar&ie Ban Danamons business sustainabilit4 o about theti#e pro&ucts is ero sum game
s. :he impact to the customer ill be hen there is a change inloss 'rom the $orar& Deposit an& hen Ban Danamon incurre& loss
that the Ban ill tae the 'un& 'rom their customers to co#er the loss.
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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hat in& o' riss that ill occur 'or this pro&uctBan Danamon ill 'ace some o' these riss) Currenc4 ris)
>' ?upiah appreciate against &ollar Ban oul& be "4stemic ris) >' he&ging polic4 o' one part4 'aile& that oul& ariinclu&ing Ban Danamon >nterest rate ris )
:he Ban &oesnterest rate ris) Customer &oesn
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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lease i&enti'4
suer loss.
e multipla4er eect to the other parties
'rom Central Ban rate /it is the ris that anhe absolute le#el o' interest rates in the sprea&r in an4 other interest rate relationship.
here is a ris in#ol#e& causing the ban to loss
ustomer probabl4 suer loss.e 'uture interest rate.
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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>' the Boar& o' Directors appro#e& @r a&inata plan to run this pro&uct in BanDanamon hat in& o' 4our suggestion to run proper ris management program
"houl& Ban Danamon retain control trans'er mitigate or hat /please gi#e 4o Austi5cation
:he 'oreign eFchange ris shoul& be mitigate b4 he&ging its 'oreF to other bans
5nancial institution. :he ban coul& use option sap or 'orar& as the he&gingmetho& base& on the most pro5table an& suitable one ith the compan4
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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r
r
.
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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10.3 9.3 8.3 8.3 9.3 10.3
2 ees .1 !.6 !.1 !.1 !.6 .1
1 month 10.3 9.3 8.3 8.3 9.3 10.3
3 months 30.9 27.9 2!.9 2!.9 27.9 30.9
6 months 61.8 .8 !9.8 !9.8 .8 61.8
?ate9171
2 ees 9166 9166 9167 917 9176 9176
1 month 9161 9162 9163 9179 9180 9181
3 months 91!0 91!3 91!6 9196 9199 9202
6 months 9109 911 9121 9221 9227 9233
-erubahan-oin
Data aal &ari case anga lainhan4a untu menguAi sensiti#itasspot price 4ang aan &igunaan
untu menghitung total potentialloss &an net customer pro5t pa&asheet selanAutn4a
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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"a#ing 2 ees
=o. $orar& -oint spot price >D? estimation
1 9176 9166 918969666 1001!9.26610216
2 9176 9166 918969666 1001!9.26610216
3 9176 9167 918969666 1001!9.26610216! 9176 917 918969666 1001!9.26610216
9176 9176 918969666 1001!9.26610216
6 9176 9176 918969666 1001!9.26610216
"a#ing 1 month
=o. $orar& -oint "pot -rice >D? estimation
1 9180 9161 921220712 10030.8!0122992 9180 9162 921220712 10030.8!012299
3 9180 9163 921220712 10030.8!012299
! 9180 9179 921220712 10030.8!012299
9180 9180 921220712 10030.8!012299
6 9180 9181 921220712 10030.8!012299
"a#ing 3 months
=o. $orar& -oint "pot -rice >D? estimation
1 9199 91!0 929662137 101061.217196032
2 9199 91!3 929662137 101061.217196032
3 9199 91!6 929662137 101061.217196032
! 9199 9196 929662137 101061.217196032
9199 9199 929662137 101061.217196032
6 9199 9202 929662137 101061.217196032
"a#ing 6 months
=o. $orar& -oint "pot -rice >D? estimation
1 9227 9109 9!232!27! 102126.831!69882
2 9227 911 9!232!27! 102126.831!69882
3 9227 9121 9!232!27! 102126.831!69882
! 9227 9221 9!232!27! 102126.831!69882
9227 9227 9!232!27! 102126.831!69882
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6 9227 9233 9!232!27! 102126.831!69882
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real Deposit Customer pro5t :aF 20%
100260.168337 110.902!31!097 1!9.26610216 29.83220!
1002!.699608178 10.!33060178
1002!9.23127938! 99.96177223910018.!!08!121 9.2779819607
10013.086239!9 3.82013733!8
1001!7.6289896 1.63711203
total potential loss 327.762121!!16
real Deposit estimationreal &eposit Customer pro5t :aF 20%
10062.26187177 211.!217!881! 30.8!012299 70.16802!61001.28!96007 200.!!3730!76
100!0.31116122 189.!713931622
10038.!92731338 7.626083782
1003!7.60790907 3.27933202
100336.631231826 1!.208891133
:otal -otential loss 91.029002183
real Deposit estimationreal &eposit Customer pro5t :aF 20%
101712.!68899279 61.217032!68 1061.2172 212.2!3!39
101679.09381906 617.878188733
1016!.7!378138 8!.2662102
10109.2861!926 3!.068!1889!1
101062.31818881 1.0986228!83
101029.36720!36 31.8!967962
:otal -otential loss 186.973817371
real Deposit estimationreal &eposit Customer pro5t :aF 20%
103!!7.3369918! 1320.702229301! 2126.831!6988 !2.36629!
103379.!!027278 122.608802698
103311.!36!30799 118!.60!9609167
10219.0082122 68.669313701
102129.0!169788 2.2136999061
estimationreal &eposit/"D
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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102062.67891669 6!.178213
:otal -otential ;oss 376!.6!3!69771
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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119.!12882
280.672098
8!8.97377
1701.!618
=etCustomer-ro5t
=etCustomer-ro5t
=et
Customer-ro5t
=etCustomer-ro5t
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8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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'orar& 2 ees
=o. $orar& -oint spot price estimation
1 9176 9166 919773!09 100236.88033!6!
2 9176 9166 919773!09 100236.88033!6!
3 9176 9167 919773!09 100236.88033!6!! 9176 917 919773!09 100236.88033!6!
9176 9176 919773!09 100236.88033!6!
6 9176 9176 919773!09 100236.88033!6!
'orar& 1 month
=o. $orar& -oint "pot -rice estimation
1 9180 9161 92282873! 10026.009092132 9180 9162 92282873! 10026.00909213
3 9180 9163 92282873! 10026.00909213
! 9180 9179 92282873! 10026.00909213
9180 9180 92282873! 10026.00909213
6 9180 9181 92282873! 10026.00909213
'orar& 3 months
=o. $orar& -oint "pot -rice estimation
1 9199 91!0 93!286203 10163.887676892
2 9199 91!3 93!286203 10163.887676892
3 9199 91!6 93!286203 10163.887676892
! 9199 9196 93!286203 10163.887676892
9199 9199 93!286203 10163.887676892
6 9199 9202 93!286203 10163.887676892
'orar& 6 months
=o. $orar& -oint "pot -rice estimation
1 9227 9109 91!72!0 103118.28389286!
2 9227 911 91!72!0 103118.28389286!
3 9227 9121 91!72!0 103118.28389286!
! 9227 9221 91!72!0 103118.28389286!
9227 9227 91!72!0 103118.28389286!
Capital +Bunga />D?
Capital +Bunga />D?
Capital +Bunga />D?
Capital +Bunga />D?
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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6 9227 9233 91!72!0 103118.28389286!
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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real Deposit Customer pro5t :aF 20%
1003!7.87!61672 110.999!282079 236.88033!6! !7.3716067
1003!2.38373083 10.27196183
100336.9106!1613 100.026081!81002!6.1!!130076 9.2860966119
1002!0.681119!! 3.823!78!797
10023.219!89118 1.638!!3!6
total potential loss 328.0!87867198
real Deposit estimationreal &eposit Customer pro5t :aF 20%
100737.7967018!3 211.7907926302 26.00909213 10.201182100726.801166!! 200.79272272
10071.808031102 189.8021218887
10033.67187!78 7.6696626
10022.72082976 3.2806237
10011.7722198 1!.2336932332
:otal -otential loss 92.3388!1
real Deposit estimationreal &eposit Customer pro5t :aF 20%
102218.3786!!71 6!.!90977789 163.8877 312.7773
10218!.839139868 620.91!629763
10211.321627768 87.!33908761
10198.12!9! 3!.237872082
1016!.99176!203 1.10!0873113
10131.879833 32.008093371
:otal -otential loss 1866.210278936
real Deposit estimationreal &eposit Customer pro5t :aF 20%
10!!1.8076917 1333.2367303 3118.28389286 623.66779
10!383.0308!897 126!.7691920333
10!31!.38908397 1196.1016336
103187.6198897 69.33996891!
103120.19083!8 2.231906163
estimationreal &eposit/"D
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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10303.0!89066 6!.778!037972
:otal -otential ;oss 3801.19081!3309
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189.!86!27
!20.80!727
121.1101!
2!9!.62711
=etCustomer-ro5t
=etCustomer-ro5t
=et
Customer-ro5t
=etCustomer-ro5t
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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Deposit 2 ees
=o. $orar& -oint spot price >D? estimation
1 9176 9166 919673118 10022.92827029!
2 9176 9166 919673118 10022.92827029!
3 9176 9167 919673118 10022.92827029!! 9176 917 919673118 10022.92827029!
9176 9176 919673118 10022.92827029!
6 9176 9176 919673118 10022.92827029!
Deposit 1 month
=o. $orar& -oint "pot -rice >D? estimation
1 9180 9161 922728110 1001.0!!617!32 9180 9162 922728110 1001.0!!617!3
3 9180 9163 922728110 1001.0!!617!3
! 9180 9179 922728110 1001.0!!617!3
9180 9180 922728110 1001.0!!617!3
6 9180 9181 922728110 1001.0!!617!3
Deposit 3 months
=o. $orar& -oint "pot -rice >D? estimation
1 9199 91!0 93!18!329 1012.813212!
2 9199 91!3 93!18!329 1012.813212!
3 9199 91!6 93!18!329 1012.813212!
! 9199 9196 93!18!329 1012.813212!
9199 9199 93!18!329 1012.813212!
6 9199 9202 93!18!329 1012.813212!
Deposit 6 months
=o. $orar& -oint "pot -rice >D? estimation
1 9227 9109 9136868 103107.0399!083
2 9227 911 9136868 103107.0399!083
3 9227 9121 9136868 103107.0399!083
! 9227 9221 9136868 103107.0399!083
9227 9227 9136868 103107.0399!083
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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6 9227 9233 9136868 103107.0399!083
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real Deposit Customer pro5t :aF 20%
100336.91919 110.98732!901 22.92827029! !.186!1
100331.!!2!83! 10.1!213161
10032.96996877 100.0!1698!7810023.2133!36 9.2808!0618
100229.7133186! 3.8230617
10022!.28990!61! 1.638366806
total potential loss 328.013016!89
real Deposit estimationreal &eposit Customer pro5t :aF 20%
100726.8123166! 211.7676990971 1.0!!617!3 103.00892!10071.817980183 200.7733626!02
10070!.8260!329 189.781!29862
10022.7097!7916 7.661303729
10011.7991906 3.28!6980366
10000.812!763!2 1!.2321!1200!
:otal -otential loss 92.!7077889
real Deposit estimationreal &eposit Customer pro5t :aF 20%
102207.232827! 6!.!19612299 12.8132 310.626!3
102173.696970078 620.8837!82!1
1021!0.183112706 87.369897!21
10187.0!73!!87 3!.23!139232!
1013.917182177 1.1039669223
10120.808612039 32.00!60321
:otal -otential loss 1866.0067671
real Deposit estimationreal &eposit Customer pro5t :aF 20%
10!!!0.!1820733! 1333.378266!81! 3107.0399!08 621.!07988
10!371.67122329 126!.631282!06
10!303.01!6838!1 119.97!7!2988
103176.368377391 69.328!3638!
103109.27!8877! 2.23!9!68926
estimationreal &eposit/"D
8/18/2019 Tugas Manrisk Individu- Henny Zahrany 29112551 Final
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1030!2.268600!1 6!.7713!0!013
:otal -otential ;oss 3800.77633!901
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180.7!2616
!12.0369!
12!2.207
2!8.6319
=etCustomer-ro5t
=etCustomer-ro5t
=et
Customer-ro5t
=etCustomer-ro5t
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Comparison -otential ;oss
$orar& Deposit "a#ing
2 ees 328.0!88 328.013 327.7621
1 month 92.3! 92.!708 91.029
3 months 1866.21 1866.007 186.97!
6 months 3801.191 3800.776 376!.6!3
asil &iatas merupaan summar4 &ari :otal-otential ;oss 4ang telah &ihitung pa&a sheet"a#ing $orar& &an Deposit. Hesimpulann4abaha Aia =asabah han4a ingin menabungselama 2 minggu hingga 6 bulan nasabah lebihbai memilih "a#ing arena memberian totalpotential loss 4ang paling ecil.
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Comparison =et Customer -ro5t
$orar& Deposit "a#ing
2 ees 71301.36 180.7!26 119.!129
1 month !20.80!7 !12.037 280.6721
3 months 121.11 12!2.21 8!8.9738
6 months 2!9!.627 2!8.632 1701.!6
=I.1 Jia tern4ata "pot price K $orar& rate maacustomer Aia menabung &alam Aanga atu 2minggu &apat memilih &eposit namun Aiamenabung &alam Aanga atu 1 bulan atau lebihsebain4a memilih 'orar& &imana pro&u bantersebut memberian pro5t paling ban4a.