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

admin4

12 years ago

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

Formulir Permintaaan Informasi Lanjutan / Pra-Pendaftaran Public Training

INFORMATION OPTIONS
Judul Training(required)
Tanggal Training
Select a message type (required)
PERSONAL DATA
Your Name(required)
Job Title(required)
Company(required)
Company Address
Email(valid email required)
Mobile Phone(required)
Office Phone(required)
Extention No.
Facsimile (Fax)
Website
PRE REGISTRATION DATA (Tidak Mengikat)
Penanggung Jawab Training di Perusahaan
Email
Office Phone+Ext atau No. Handphone
Jumlah Peserta(required)
Nama-nama peserta
Payment Method
MESSAGE FOR TRAINING PROVIDER
Pesan untuk penyelenggara Training
CC this registration / message to me

cforms contact form by delicious:days