Training Finance
By June 6, 2011 0 Comments Read More →

Asset Liability Management Series : Mastering the Structural Interest Rate Risk for Centralizing Control in Treasury and Risk Management

Asset Liability Management Series : Mastering the Structural Interest Rate Risk for Centralizing Control in Treasury and Risk Management

HOTEL HARRIS KUTA – BALI | 25 s/d 26 June 2011 | Rp. 7.550.000,- / Person

 

Manfaat untuk Peserta :

  • 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,
  • Dilengkapi dengan excell spreadsheet dalam CD

 

Wajib di ikuti:

Para praktisi di bidang Keuangan, Treasury, Akunting , Auditor dan Analyst dari Perbankan maupun Korporat

 

Subject Material:

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

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

 

Bonus :

Fund Transfer Pricing Related

 

Venue:

HOTEL HARRIS KUTA – BALI

 

* Note : Including Accomodation Hotel 2 Night (Single Room) Breakfast & Lunch

 

Formulir Permintaaan Informasi Lanjutan / Pra-Pendaftaran Public Training
  1. INFORMATION OPTIONS
  2. (required)
  4. (required)
  5. PERSONAL DATA
  6. (required)
  7. (required)
  8. (required)
  10. (valid email required)
  11. (required)
  12. (required)
  16. PRE REGISTRATION DATA (Tidak Mengikat)
  20. (required)
  23. MESSAGE FOR TRAINING PROVIDER
 

cforms contact form by delicious:days

Related Training:

  1. TREASURY MANAGEMENT TREASURY MANAGEMENT Yogyakarta / Semarang | 7-9 Juni 2011 | Rp. 5.000.000,- /orang (Non-Residential)   DESKRIPSI Treasury adalah unit kerja yang sangat spesifik, dengan jumlah yang sangat kecil dibandingkan jumlah...
  2. TREASURY RISK MANAGEMENT : An introduction to the best practice in managing Treasury Risk (PASTI JALAN) TREASURY RISK MANAGEMENT: An introduction to the best practice in managing Treasury Risk MENARA PENINSULA / THE AKMANI / HARRIS – Jakarta | 24 – 25 Februari  2012 | Rp....
  3. WORKSHOP ACCOUNTING POLICIES & PROCEDURE MANUAL (PENYUSUNAN MANUAL KEBIJAKAN & PROSEDUR AKUNTANSI PERUSAHAAN) – Pasti Jalan WORKSHOP ACCOUNTING POLICIES & PROCEDURE MANUAL (PENYUSUNAN MANUAL KEBIJAKAN & PROSEDUR AKUNTANSI PERUSAHAAN) HOTEL NOVOTEL, Bandung | Jum’at , 15 Juli 2011 | 08.00 s.d 16.00 Wib | Rp.  1.500.000,-...
  4. Implementasi dan Panduan PSAK Atas Aset Implementasi dan Panduan PSAK Atas Aset Wisma MM UGM, Yogyakarta  | 14 – 16 Juni 2011 | Rp. 5.500.000/person   Deskripsi dan Tujuan Dewan Standar Akuntansi Keuangan Ikatan Akuntan Indonesia...
  5. Comprehensive Transfer Pricing and International Taxation Training Comprehensive Transfer Pricing and International Taxation Training The Park Lane Hotel, Jakarta Selatan |  Monday – Tuesday | 19 – 20 Sep, 2011 | 09:00-16:00 WIB | Rp. 3.500.000  ...
  6. Training and Directorship Certification for Commissioners and Directors : Fungsi Audit Internal dan Peran Direktur-Komisaris dalam Manajemen Risiko Training and Directorship Certification for Commissioners and Directors : Fungsi Audit Internal dan Peran Direktur-Komisaris dalam Manajemen Risiko Jakarta Stock Exchange Building, Tower I, 2nd floor – Jakarta  | 14-15...
  7. Effective Cost Accounting – ALMOST RUNNING Membekali karyawan Accounting untuk memberikan informasi biaya & HPP serta analisa keuangan yang informatif bagi manajemen | 28 - 29 November 2019 di Jakarta...
  8. ACCOUNTING FOR NON ACCOUNTING ACCOUNTING FOR NON ACCOUNTING Jakarta | 11 – 12 Agustus 2014 | Rp 3.500.000 Jakarta | 02 – 03 September 2014 | Rp 3.500.000 Jakarta | 23 – 24 Oktober...
  9. PENYUSUNAN BISNIS PROSES SISTEM PENGENDALIAN INTERNAL & SISTEM INFORMASI AKUNTANSI RUMAH SAKIT PENYUSUNAN BISNIS PROSES SISTEM PENGENDALIAN INTERNAL & SISTEM INFORMASI AKUNTANSI RUMAH SAKIT HOTEL IBIS KEMAYORAN, Jakarta | Sabtu , 9 Juli 2011 | Rp. 1.500.000,-   LATAR BELAKANG Setiap entitas...
  10. STANDAR AKUTANSI ENTITAS TANPA AKUNTABILITAS PUBLIK (SAK ETAP) STANDAR AKUTANSI ENTITAS TANPA AKUNTABILITAS PUBLIK  (SAK ETAP) HOTEL NOVOTEL, Bandung | Sabtu , 16 Juli 2011 | 08.00 s.d 16.00 Wib | Rp.  1.500.000,- / Peserta   LATAR BELAKANG...
Posted in: Treasury & Risk Management
blank

About the Author:

Post a Comment

Butuh Bantuan? Chat dengan Kami