TREASURY & CAPITAL MARKET : Risk Limit Measurement & Valuation

TREASURY & CAPITAL MARKET : Risk Limit Measurement & Valuation
KARTIKA CHANDRA HOTEL – Jakarta |  17 s/d  18 JUNI 2011 | Rp.  5. 600.000,-   atau  Paket Penginapan  3  Malam  Rp.  7. 685.000,-

Manfaat  Program :

1. Pemahaman pemisahan antara buku Trading & Buku Investment
2. Pemahaman pada konsep dasar Statistic, Time Value of Money pada Pengukuran Resiko
3. Pemahaman pada kebutuhan terhadap valuation (marking to market)
4. Pemahaman terhadap bagaimana membangun suatu  yield curve & metodologi Bootstrapping
5. Pemahaman terhadap Price Discovery dengan menggunakan “Mark to Model” untuk Corporate / Government Bonds
6. Pemahaman terhadap Internal Rating Scoring untuk Obligasi
7. Pemahaman terhadap Resiko Suku Bunga dan Resiko Nilai Tukar
8. Pemahaman terhadap Pengukuran Resiko pada Produk-Produk Capital Market’s Risk Measurement  dan analisa sensitivitas
9. Pemahaman terhadap Pengukuran Resiko pada Produk-Produk Treasury dan analisa sensitivitas

Metodologi

Teknikal praktis yang berbasiskan matematika keuangan dan statistik, yang berkaitan metode valuasi & pengukuran resiko pada produk-2 Capital Market, Pasar Uang maupun Treasury

Topic Pembahasan :

• Overview on Capital Market & Treasury Business : Segregation area of Trading Book & Investment Book,  Overview Capital Market Products, Overview on FX Products, Overview on Derivatives Products
• TVM and Statistic Review : Present value, Future value,  Net Present Value, Standard déviation, variance & Normal Distribution, Interpolation, Extrapolation
• The Needs of Valuation & Mark to Market : What is Valuation used for ?, Financial Valuation Types, Key Principle on Valuation,  Relationship between Valuation and Market Risk Management, The Valuation Procedure
• Yield Curve Development : Definition, Term Structure of Interest Rate, Key elements on constructing the yield curve, Designing the Yield Curve,  Bootstrapping
• Mark to Market versus Mark to Model : What is Mark to Market ?, Price Discovery & Mark to Model, Price Discovery on Corporate Bonds (using Credit Spread),  Price Discovery on Government Bonds
• Scoring – Rating Method for Fixed Income Products : Key Elements on Scoring-rating, Macro Economic, Financial ratio, Qualitative Judgments, Limit Set up
• Capital Market, Treasury & Money Market’s Risk Measurement and sensitivity analysis : Duration, PVBP, Convexity, Greeks Limit, Value at Risk Limit, Cut Loss Limit, Stop Loss Limit

Note :

Workshop ini dilengkapi dengan CD modeling dalam Excel

 

Tuition Fee :

• Rp. 5. 600.000,-
• atau Paket Penginapan 3 Malam Rp. 7. 685.000,-

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