TRAINING ASSET LIABILITY AND MANAGEMENT ASSET

TRAINING ASSET LIABILITY AND MANAGEMENT ASSET

 DESKRIPSI

Guna mengelola neraca perusahaan secara efektif, Anda dituntut untuk memiliki pengetahuan dan kemampuan dalam mengelola paparan keuangan Anda terhadap risiko mata uang, suku bunga, dan likuiditas.

Manfaat didakannya pelatihan ini bagi para peserta yang ikut serta adalah:

  • Pemahaman menyeluruh terhadap filosofi Resiko Suku Bunga di Neraca Perusahaan baik Bank maupun Non Bank
  • Pemahaman yang jelas mengenai kerangka Kerja Resiko Suku Bunga
  • Pemahaman yang cepat dalam membuat model resiko Suku Bunga
  • Kemampuan dalam mengantisipasi repricing gap terhadap perubahan suku bunga kedepannya
  • Kemampuan dalam Melakukan simulasi resiko dan pendapatan di investment book

 MATERI KHUSUS

  1. Introduction to Structural Interest Rate Risk Management : Why is important, Basle II & Regulatory Approach, SIRR Definition, Risk Management Criteria, Managing of Residual Risk, SIRR Organization and Segregation on Trading & Investment Book.
  2. Understanding The Yield Curve: Definition, Type of Yield Curve, Bootstrapping Method and Calculating Discount Factor.
  3. Interest Rate Risk Measurement : Maculay Duration Modified Duration, Economic Value of Equity, Present Value of 1 Bp and NII Simulation.
  4. Interpolation/extrapolation Techniques :The Need of Interpolation & Extrapolation, Linier Interpolation and Extrapolation
  5. Managing the Fixed Rate Loan Asset: Definition, Consumer Loan Portfolio and Design the Spreadsheet calculation.
  6. Managing the Fixed Income Product: Price Calculation on Fixed Income, Price Calculation on Zero Coupon , Relationship on Coupon Rate, Current Yield & Yield To Maturity , Present Value of Basis Point, Duration Sensitivity Analysis , PV01 Simulation, Fixed Income Stress Test And Convexity
  7. IRR Spreadsheet Modeling : On Balance Sheet Assumptions, Off Balance Sheet Assumptions, Assumption for Abnormal Cases, Bucket Tenor Determination, Interpolation / extrapolation, PV01 Modeling, NII sensitivity Modeling And IRR Reporting

IRR Stress Testing Scenario : Scenario on Steepening Yield Curve, Scenario on Flattening Yield curve and Pararelly Shifted Scenario

PESERTA

Treasury Manager, Financial Controller, Accounting &  Tax Manager, Business Manager, Risk Manager, Operation Manager, Audit & Control

JADWAL

  •  6-8 November 2013

  •  3-5 Desember 2013

  • 7-9 Januari 2014

  •  4-6 Februari 2014

  • 4-6 Maret 2014

  • 1-3 April 2014

LOKASI

Yogyakarta/Bali

WAKTU

08.30-16.00 WIB

BIAYA

IDR 6.500.000,- /peserta (Non-Residential) │Minimal Kuota 3 orang (yogyakarta)

IDR 8.500.000,- /peserta (Non-Residential) │Minimal Kuota 3 orang (BALI )

METODE

  • Presentation;
  • Discussion;
  • Case Study;
  • Evaluation;
  • Pre test & Post Test

FASILITAS

Hotel Berbintang; Sertifikat Training;

Modul (Hard Copy + Soft Copy); 1x Lunch dan 2x Coffe Break;Training Kit; Souvenir;

Transportasi Antar Jemput  (untuk minimal 2 peserta dari perusahaan yang sama)

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