TRAINING ASSET DAN LIABLILITY MANAGEMENT

TRAINING INTEREST RATE RISK MEASUREMENT

TRAINING RISK MEASUREMENT di Jakarta

Deskripsi pelatihan interest rate risk measurement pasti jalan

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:
1. Pemahaman menyeluruh terhadap filosofi Resiko Suku Bunga di Neraca Perusahaan baik Bank maupun Non Bank
2. Pemahaman yang jelas mengenai kerangka Kerja Resiko Suku Bunga
3. Pemahaman yang cepat dalam membuat model resiko Suku Bunga
4. Kemampuan dalam mengantisipasi repricing gap terhadap perubahan suku bunga kedepannya
5. Kemampuan dalam Melakukan simulasi resiko dan pendapatan di investment book

Materi pelatihan risk measurement terbaru

1. 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.
2. Understanding The Yield Curve: Definition, Type of Yield Curve, Bootstrapping Method and Calculating Discount Factor.
3. Interest Rate Risk Measurement : Maculay Duration Modified Duration, Economic Value of Equity, Present Value of 1 Bp and NII Simulation.
4. Interpolation/extrapolation Techniques :The Need of Interpolation & Extrapolation, Linier Interpolation and Extrapolation
5. Managing the Fixed Rate Loan Asset: Definition, Consumer Loan Portfolio and Design the Spreadsheet calculation.
6. 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
7. 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
8. IRR Stress Testing Scenario : Scenario on Steepening Yield Curve, Scenario on Flattening Yield curve and Pararelly Shifted Scenario

Peserta pelatihan implementasi alma pasti jalan

Pelatihan ini dapat diikuti oleh Treasury Manager, Financial Controller, Accounting & Tax Manager, Business Manager, Risk Manager, Operation Manager, Audit & Control

Metode training asset dan liablility management murah

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

Jadwal training interest rate risk measurement update

– 9 – 11 Februari 2021
– 30 Maret – 1 April 2021
– 2 – 4 Juni 2021
– 6 – 8 Juli 2021
– 4 – 6 Agustus 2021
– 31 Agustus – 2 September 2021
– 13 – 15 Oktober 2021
– 2 – 4 November 2021
– 30 November – 2 Desember 2021
– 21 – 23 Desember 2021

Pemateri/ Trainer training risk measurement Jogja

Pelatihan ini akan diberikan oleh Trainer dari kalangan Praktisi, Akademisi dan Konsultan berpengalaman di bidangnya masing-masing

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