Speaker: Douglas Bongartz-Renaud Date: March 24 th – 25 th , 2014

1. “Funds Transfer Pricing (FTP)” 2-days Workshop • Speaker: Douglas Bongartz-Renaud • Date: March 24th – 25th, 2014 • Venue: Mandarin Orchard Hotel Singapore* • 333 Orchard Road, Singapore, Singapore • Investment Fee: USD. 1,100,- *to be confirmed Who should attend: Executive & Non-Executive Directors, Chairmen of Boards, and others who find the program relevant to their work Didukungoleh:

2. Overview: The course will cover all the essential elements of Fund Transfer Pricing (‘FTP’) in banks, including the different methods, challenges and applications.FTP plays a key role in modern bank performance measurement, capital allocation and balance sheet, market risk, and liquidity risk measurement and management. A number of factors make implementation of FTP a particularly challenging, including: • The choice of FTP method (or methods) is dependent on the bank’s clients / products business model, and the liquidity of the currencies in which it operates its balance sheet; • FTP is the foundation for pricing and valuing loans, deposits, and other assets and liabilities on the bank balance sheet. Assets with maturity and / or rate setting optionality and liabilities with non-specific maturity often require the use of behavioural models, posing a challenge within the FTP framework. These issues will be discussed during the two-day course using examples and case studies. The course is designed at an intermediate level, and intended to be of particular benefit to members of bank ALCOs, and to bank ALM, Treasury, Finance, and Risk managers and other bank professionals. Day 1 – Morning: FTP - Functions & Methods: • Key roles or functions of FTP with the bank: • FTP-based pricing of assets (loan ‘cost of funds’) & liabilities (profit margins on deposits); • Managing Net Interest Income & Balance Sheet Management performance measurement with FTP; • Using the FTP framework to manage structural price and manage the bank’s structural interest • rate and liquidity risk exposures. • Analysis of different FTP approaches: • Single / multiple rate cost of fund(s) assignment methods; • Single pool or multiple pools methods performance attribution; • Yield curve-based matched funding – or Marginal Opportunity Rate – methods • Case Study: Establishing ‘managed-opportunity rare’ (MOR) FTP approach for an Asian bank with active local currency and global currency activities on its balance sheet. • Day 1 – Afternoon: FTP’s Role as an Essential Element in the Risk Management Framework: • Banking Book Interest Rate Risk – how FTP provides the basis for pricing and managing interest rate re-pricing risk on the balance sheet and managing the bank’s Net Interest Income (using EaR and EVE); • Liquidity Risk Pricing, Cost Allocation and Risk Management – the use of FTP in managing liquidity with the Basel lll Liquidity Coverage Ratio (‘LCR’); • Case Study: Pricing and managing bank balance sheet interest rate re-pricing gaps and maturity mismatches using a matched funding FTP method. Day 2 – Morning: FTP – Technical Issues: Practical challenges: • Pricing and risk managing balance-sheet assets and liabilities with non-specific contractual maturities and with embedded optionality within the FTP framework; • Adjusting FTP pricing curves for uncertain liability and asset re-pricing gaps and maturities, for basis risks and cost of liquidity, and for reserve requirements and other ‘adjustment factors’; • Case Study: Pricing some complex products & structures in the matched-rate FTP framework.

3. Day 2 – Afternoon: FTP Implementation Issues - Organisational Responsibilities, Infrastructure & Process Requirements, and Implementation Strategies • Governance and organisation requirements in implementing and managing FTP. The roles of ALM Support, Finance and Treasury in a bank’s FTP process. Practical implications and challenges for the ALCO in managing an FTP based ALM structure within the bank. FTP operating rules; • Systems, data and liquidity considerations in the selection and maintenance of an FTP framework; • The different requirements and challenges of different bank business models (retail banking, private banking, wholesale / commercial banking, and investment banking) will be examined with regard to FTP implementation, as will using the FTP framework as the basis for capital allocation and return on capital measurement. • Case Study: the course will finish case study on how FTP can be implemented, or the FTP model upgraded, within a bank on a project basis. • 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. Name : BSMR ID No. : Company : Job Title : Office Address : Phone Number : Mobile Number : Email Address : Date: signature For more information, Please Contact: • IRPA Office: 021 – 29036656 / 021- 29036680 • Ms. Sinta: 0812-88679667 (dpu@bsmr.org) • Mr. Hans: 081321293969 (hans@bsmr.org) • Mr. Agung: 0817-4899974 (agung@bsmr.org) • Please complete the Registration Form and fax to 021 – 29036681 or 021-29036657 Registration Form “Funds Transfer Pricing (FTP)” 2-Days Workshop • March 24th – 25th, 2014 • Mandarin Orchard Hotel Singapore* • 333 Orchard Road, Singapore, Singapore • Investment Fee: USD. 1,100,- • (including snacks, lunch and workshop kits) • Payment should be transferred to: • BadanSertifikasiManajemen Risiko, • Bank BRI, Jakarta Pondok Indah Branch • Account No: 0362-02-000059302 (USD) • Discount Policy: • Group booking from thesame institution attending thisseminar will get discount. • 2 participants: 5% discount • 3 participants: 7,5% discount • > 3 participants: 10% discount • Cancellation Policy: • The fee is non-refundable