Tugas Manrisk Individu- Henny Zahrany 29112551 Final

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,


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3/31

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


4/31

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


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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


6/31

&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.


7/31

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


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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.


9/31

>' 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


10/31

r

r

.


11/31

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


12/31

"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


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


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


13/31

6 9227 9233 9!232!27! 102126.831!69882


14/31

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


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



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


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102062.67891669 6!.178213

:otal -otential ;oss 376!.6!3!69771


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119.!12882

280.672098

8!8.97377

1701.!618

=etCustomer-ro5t

=etCustomer-ro5t

=et

Customer-ro5t

=etCustomer-ro5t


17/31


18/31

'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


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


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?


19/31

6 9227 9233 91!72!0 103118.28389286!


20/31


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


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


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



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



21/31

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


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24/31

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


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


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


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


25/31

6 9227 9233 9136868 103107.0399!083


26/31


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


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


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



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



27/31

1030!2.268600!1 6!.7713!0!013

:otal -otential ;oss 3800.77633!901


28/31

180.7!2616

!12.0369!

12!2.207

2!8.6319

=etCustomer-ro5t

=etCustomer-ro5t

=et

Customer-ro5t

=etCustomer-ro5t


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30/31

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.


31/31

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.

Tugas Manrisk Individu- Henny Zahrany 29112551 Final

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