Training Finance
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Fixed Income Trading & Investment, Enhancement on Fixed income Analytics, Risk Modeling and Valuation

Fixed Income Trading & Investment, Enhancement on   Fixed income Analytics, Risk Modeling and Valuation
Jakarta | 26-27 Juli 2012 | Rp 7.890.000,-
Jakarta | 19-20 OCTOBER 2012 | Rp 7.890.000,-
Jakarta | 23-24 NovEMBER 2012 | Rp 7.890.000,-
Jakarta | 14-15 DECEMBER 2012 | Rp 7.890.000,-

Benefit to Participants

This workshop provides very practical guidelines on understanding of Fixed Income Transaction, analytics, modeling and valuation.  This workshop is very useful for Treasury and Non Treasury or Banking / Non Banking Corporation and Other Financial Institutions. This workshop will guide the participant to understand from the Basic to intermediate  Level.

This workshop is also equipped with CD Excel spreadsheet calculations in each exercises

Manfaat buat Peserta Workshop

Workshop ini memberikan panduan yang sangat praktis pada pemahaman Transaksi Fixed income analisis, Modeling & Valuation.. Workshop ini sangat berguna untuk Treasury dan Non Treasury atau Perbankan / Non Banking Corporation dan Lembaga Keuangan Lainnya. Workshop ini akan membimbing peserta untuk memahami dari Tingkat Dasar sampai dengan level menengah.

Workshop ini juga dilengkapi dengan CD Excell Spreadsheet dalam setiap latihan perhitungannya

Who should attend:

  • Investment managers
  • Treasury Dealers
  • Fixed Income Analysts
  • Financial Institution Analysts
  • Risk Managers
  • Treasury managers
  • Treasury Audit
  • Syariah Analyst & Others

This workshop (in details) completely covers:

Session 1: Overview on Bond’s Market & Fixed Income

  • Type of Bonds
  • Type of Transactions (Outright, Repo and Reverse Repo)
  • Brokerage versus Warehousing
  • Trading Book versus Banking Book Role
  • Investment Type (Trading, AFS & HTM)
    • Mid Office Function- Treasury Control Function
    • Market Price Control
    • Holding Period Checking
    • Off Market Check

Session 2 : Fixed Income Valuation

  • Price Calculation on Fixed Income
  • Price Calculation on Zero Coupon Bonds
  • Yield To Maturity, Current Yield Calculation
  • Relationship between Coupon, Current Yield and YTM

Session 3 : Developing the Yield Curve

  • Understanding The Yield Curve
  • Yield Curve Modeling
  • Term structure of Interest rate
  • Calculating Discount Factors
  • Calculating the Zero Coupon

Session 4 : Fixed Income Analytics

  • Present Value of Basis Point
  • Maculay Duration
  • Modified Duration
  • Sensitivity Analysis
  • Convexity
  • Relationship on Duration & Convexity
  • Value at Risk Concept

Session 5 : Price Discovery

  • What is Price Discovery
  • Mark to market Procedure
  • Mark to Model Procedure

Session  6 : Stress Testing

  • Why Stress Test?
  • Stress test & ICAAP
  • Set up Stress scenarios
  • Result Interpretation

Session 7 : How to Set The Market Risk Limit for Fixed Income

  • Profit Budget versus Loss Budget
  • Soft Limit (Notional; PV01; Duration)
  • Hard Limit (MAT, Cut Loss, MTD & YTD Stop Loss)
  • Rationale of parameter setting

Session 8 : How to Set The Counterparty/Issuer Limit for Fixed Income

  • Fundamental Analysis – SWOT & Porter Analysis
  • Scoring & rating analysis
  • Credit Limit Determination

Tuition Fee

  •  Rp 7.890.000,- / Person

Date :

  •  26-27 Juli 2012
  • 19-20 OCTOBER 2012
  • 23-24 NovEMBER 2012
  • 14-15 DECEMBER 2012

 

 

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