admtraintambangPELATIHAN KARYAWAN LIABILITY MANAGEMENT TAHUN 2023
- Manajemen Kewajiban Aset
- IRR Stress Testing Scenario
- Understanding The Yield Curve
DESKRIPSI/pelatihan 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 diadakannya pelatihan ini bagi para peserta yang ikut serta
adalah:/pelatihan G26Manajemen Kewajiban Aset terbaru
* 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 KURSUS/training Manajemen Kewajiban Aset murah
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 Designthe 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
JADWAL PELATIHAN /training Manajemen Kewajiban Aset update
23 – 24 Januari 2024
7 – 8 Februari 2024
6 – 7 Maret 2024
23 – 24 April 2024
7 – 8 Mei 2024 || 21 – 22 Mei 2024
11 – 12 Juni 2024
17 – 18 Juli 2024
21 – 22 Agustus 2024
18 – 19 September 2024
8 – 9 Oktober 2024 || 22 – 23 Oktober 2024
5 – 6 November 2024 || 19 – 20 November 2024
10 – 11 Desember 2024
Catatan : Jadwal tersebut dapat disesuaikan dengan kebutuhan calon peserta pelatihan.
LOKASI/training Manajemen Kewajiban Aset Jogja
Jakarta : Hotel Amaris Kemang, Amaris Tendean,Trinity Hotel, Ibis Budget.
Bandung : Hotel Santika, Hay Hotel,Ibis Style, Novotel Hotel, Golden Flower Hotel, 1O1 Hotel, Grand Tjokro Hotel, Tune Hotel, Four Point by Sheraton Hotel .
Yogyakarta : Hotel NEO+ Awana, Cordela Hotel,Ibis Style, Boutique Hotel, Cavinton Hotel, Mutiara Hotel, Dafam Malioboro Hotel, Prima Inn Hotel .
Surabaya : Novotel Hotel, Ibis Center Hotel, HARRIS Hotel, Favehotel, Alana Hotel .
Malang : Amaris Hotel, The 1O1 Hotel, Ibis Style Hotel, El Hotel, Whiz Prime Hotel .
Bali : Ibis Kuta, Fontana Hotel, HARRIS Hotel & Conventions .
Lombok : Favehotel, Novotel Lombok, D Praya Hotel .
Investasi training murah :
Offline Training 6.000.000
Online Training 3.000.000
Syarat dan Ketentuan Berlaku
Investasi pelatihan tersebut menyesuaikan dengan jumlah peserta (on call).
*Please feel free to contact us.
FASILITAS
-FREE Airport pickup service (Gratis Antar jemput Hotel/Bandara)
-FREE Akomodasi Peserta ke tempat pelatihan
-Module / Handout training
-FREE Flashdisk
-Sertifikat training
-FREE Bag or bagpackers (Tas Training)
-Training Kit (Dokumentasi photo, Blocknote, ATK, etc)
Content Writer Ummi Hasanah
