FIXED INCOME TRADING & INVESTMENT, ENHANCEMENT ON FIXED INCOME ANALYTICS, RISK MODELING AND VALUATION
MENARA PENINSULA / HARRIS – Jakarta |18 s/d 19 February 2011| Rp. 4.850.000,- / Person
Who Should Attend
Para praktisi Risk Analytics Officers, Financial Risk / Analyst, Investment Analyst, Treasurer, Credit Risk, Alma, Internal Audit / Auditor dari Perbankan, Asuransi, Multifinance,maupun korporasi lainnya
Subject Material:
OVERVIEW On BONDS MARKET & INVESTMENT:
Type Of bonds,Type of transaction,OutRight,repo and Reverse Repo),Brokerage Vs Warehousing Trading book VS Banking Book role,Investment type(Trading,AFS &HTM)Mid Office Function-Treasury Control Function: Market price control. Holing Periodic Checking Off Market check.
FIXED INCOME VALUATION:
Price calculation On Fixed Income, Price calculation On Zero Coupon Bonds, Yeild To Maturity ,Current Yeild Calculation, relationship between Coupon,current Yield,YTM.
DEVELOPING THE YIELD CURVE :
Understanding Yield curve,Yield curve Modeling,Term structure Of Interest rate, Calculating Discount factor, calculating The Zero Coupon.
FIXED INCOME ANALYSIS :
- PV of basis point,Maculay Duration,Modfied Duration,Sensitifity
- analysis, Convexity,relationship On Duration & convexity,VaR Concept.
PRICE DISCOVERY:
What Is Pice Discovery, Mark to Market Procedure, Mark To module Procedure.
STRESS TESTING :
Why Stress test, ICAAP, Set up stress Scenerios, Result Interpretastion.
HOW TO SET MARKET RISK LIMIT FOR FIXED INCOME
Profit budget VS Loss Budget,Soft Limit (National,PV01,Duration),Hard Limit (MAT,Cut Loss,MTD & YTD Stop Loss) Rational Parameter setting.
HOW TO SET THE COUNTERPARTY/ISSUER LIMIT FOR FIXED INCOME.
Fundamental analysis-SWOT &Porter Analysis, Scoring & rating analysis, Credit Limit
Trainer:
Team Trainer bidang Treasury