INTRODUCTION TO TREASURY PRODUCTS & TREASURY RISK ASSASEMENT – (Pasti Jalan)

INTRODUCTION TO TREASURY PRODUCTS & TREASURY RISK ASSASEMENT :  “Focusing Treasury Product Knowledge & Market Risk Assessment on Treasury Products”

HOTEL IBIS SABANG/ HARRIS HOTEL TEBET | 25 s/d 26 JULI 2012  | Rp  6.750.000,-/ Person
HOTEL IBIS SABANG/ HARRIS HOTEL TEBET | 03 s/d 04 Agustus 2012  | Rp  6.750.000,-/Person  (Pasti Jalan)
HOTEL IBIS SABANG/ HARRIS HOTEL TEBET | 28 s/d 29 September 2012 | Rp  6.750.000,-/ Person
HOTEL IBIS SABANG/ HARRIS HOTEL TEBET | 30 November s/d Desember 2012 | Rp  6.750.000,-/ Person

 

 

Day 1: Basic Treasury Products

Treasury Organization Set Up

• Funding & Liquidity Management Role
•   Trading Desk Role
•  Treasury Sales Role

Conceptual on Bonds, Capital Market and Money Market

•  The Financial Math
•  Time Value of Money Concept
• PV from Ordinary Annuity

Money Market

• Commercial Paper,Bankers Acceptance
• CD,Repo,SBI

Bonds Market

Issuer Type,Credit Worthiness

•   Credit Spread Theory
• Bond’s type: Issuer Type
• Credit Worthiness ,Credit Spread Theory

1. Floating rate Bond
2. Deferred Coupon Bond
3. Embodied Option Bond

• Bond Pricing,Current Yield, Coupon and YTM
• Reinvestment Risk,Price Volatility

Foreign Exchange (FX) Market

• Factors Affecting FX ,FX transaction
•  Quotation,Market Terminology
•  Cross rate, Transaction Types : Spot, Forward,
• Product Related to FX: FX Swap & Options
•  Forward rate, Forward Hedging
• FX Swap,FX Hedging
• Financial Derivatives
•  FX Options:

1. Calculation on Premium, Intrinsic & Time Value
2. Introduction to Greeks
3. Introduction to Structured Product

 

Day 2: Treasury Risk Management (Market  Risk)

Option Risk

• The language of Option
• Managing & Understanding Delta
• Hedging with Options
• Relationship between Delta, Vega & Gamma
• How to set up Option Limit
• FX Option using Garman Kohlhagen Model

Interest Rate Product Valuation

•  Swap : IRS & CCS Valuation
• Bootstrapping method – discount Factor calculation
• Interpolation Methods

Foreign Exchange Risk

• FX Open Position
•  Gross Hand Method
• Handling FX Risk with VAR Analytical Model

Fixed Income Risk & Analytics

•  Valuation on Fixed Income
•  Profit Target versus Loss Budget
• Sensitivity & Analytics (PVBP & Portfolio Duration)
• Market Risk Limit on Fixed Income
•   Immunization Effect
•  Bond Linked Investment using Black Scholes Model

Simulation on Performing The Treasury Portfolio Trading Limit  Risk vs Return Trade Off

• Alert versus Limit
•  Notional Limit
• Duration Limit
• Present Value of Basis Point (PVBP) Limit
• Stop Loss Limit & Management Action Trigger

Case Study : Simulation Trading Limit on Excell Spreadshee

Tuition Fee

• Rp.7.350.000,-/ Person

Date :

• 25 s/d 26 JULI 2012
• 03 s/d 04 Agustus 2012
• 28 s/d 29 September 2012
• 30 November s/d Desember 2012

Formulir Permintaaan Informasi Lanjutan / Pra-Pendaftaran Public Training

1. INFORMATION OPTIONS
2. Judul Training(required)
3. Tanggal Training
4. Select a message type Registration Offering Letter (Permintaan Proposal Penawaran) Next Schedule Information (Jadwal selanjutnya) More Information (Informasi tambahan) Others (lain-lain) (required)
5. PERSONAL DATA
6. Your Name(required)
7. Job Title(required)
8. Company(required)
9. Company Address
10. Email(valid email required)
11. Mobile Phone(required)
12. Office Phone(required)
13. Extention No.
14. Facsimile (Fax)
15. Website
16. PRE REGISTRATION DATA (Tidak Mengikat)
17. Penanggung Jawab Training di Perusahaan
18. Email
19. Office Phone+Ext atau No. Handphone
20. Jumlah Peserta(required)
21. Nama-nama peserta
22. Payment Method Bank Transfers Submitting an Invoice Cheque or Cash on arrival ( If Possible)
23. MESSAGE FOR TRAINING PROVIDER
24. Pesan untuk penyelenggara Training
25. CC this registration / message to me

 

cforms contact form by delicious:days