TRAINING ASSET LIABILITY AND MANAGEMENT ASSET

TRAINING PENGELOLAAN NERACA PERUSAHAAN SECARA EFEKTIF

TRAINING PENGELOLAAN PAPARAN KEUANGAN TERHADAP RISIKO MATA UANG

Deskripsi

Guna mengelola neraca perusahaan secara efektif, Anda dituntut untuk memiliki pengetahuan dan kemampuan dalam mengelola paparan keuangan Anda terhadap risiko mata uang, suku bunga, dan likuiditas.

Manfaat didakannya pelatihan ini bagi para peserta yang ikut serta adalah:

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
MATERI KHUSUS

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.
Understanding The Yield Curve: Definition, Type of Yield Curve, Bootstrapping Method and Calculating Discount Factor.
Interest Rate Risk Measurement : Maculay Duration Modified Duration, Economic Value of Equity, Present Value of 1 Bp and NII Simulation.
Interpolation/extrapolation Techniques :The Need of Interpolation & Extrapolation, Linier Interpolation and Extrapolation
Managing the Fixed Rate Loan Asset: Definition, Consumer Loan Portfolio and Design the Spreadsheet calculation.
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
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
IRR Stress Testing Scenario : Scenario on Steepening Yield Curve, Scenario on Flattening Yield curve and Pararelly Shifted Scenario

PESERTA

Treasury Manager, Financial Controller, Accounting &  Tax Manager, Business Manager, Risk Manager, Operation Manager, Audit & Control

DESKRIPSI

METODE

Presentation;
Discussion;
Case Study;
Evaluation;
Pre test & Post Test