Tag Archive pelatihan MARKET RISK MANAGEMENT Bali

PELATIHAN MARKET RISK MANAGEMENT

[block]0[/block] MARKET RISK MANAGEMENT

DESKRIPSI

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[block]1[/block] MARKET RISK MANAGEMENT

Pemahaman menyeluruh terhadap bisnis Treasury penting fungsinya untuk memberi arahan yang jelas terhadap kerangka kerja resiko pasar dan memberikan langkah-langkah bagaimana pembuatan proposal limit. Selain itu juga bisa untuk mengetahui bagaimana manajemen resiko melakukan pengkajian dan memberikan proper rekomendasi,  dan juga mengetahui bagaimana cara melakukan eskalasi limit saat limit terlampaui dan penambahan / perpanjangan limit. Pemahaman itu juga meliputi kajian terhadap produk yang kompleks dan bagaimana cara pendistribusian limit dan cara mengelola diantara desk-desk di Treasury.

Melalui training ini Peserta diharapkan mampu melakukan pengkajian secara singkat mengenai pada area kritis di resiko pasar, bagaimana melakukan analisa pada resiko pasar yang terkandung dalam produk-produk Treasury yang kompleks ( seperti : FX Derivatives, Fixed Income, Option, Swap, Cross Currency Swap, Interest Rate Swap, Cap/Floor/Collar ), Memberi pemahaman bagaimana untuk melakukan pemisahan antara Buku Trading dan Banking Book (Tnvestment Book), Serta Memberikan arahan dalam melakukan pembuatan model Resoko Suku Bunga dalam Banking Book dan Memberikan arahan dalam pembuatan Profil Resiko Pasar, serta Pemahaman terhadap dan criteria lindung nilai

MATERI TRINING KHUSUS MANAJEMEN RESIKO PEMASARAN

  1. MARKET RISK MANAGEMENT & MARKET RISK LIMIT FRAMEWORK
  • Definition & Background
  • Role on Market Risk
  • Market Risk Organization
  • Clear Segregation between Trading and Investment Book
  • Market Risk on Supporting The Treasury Business
  • Market Risk Factors
  • Market Risk Limit Type
  • Limit Escalation & Extension Framework
  • Introduction on Treasury Control Unit (Middle Office Function)
  • Hedge Accounting
  1. INTRODUCTION ON TREASURY BUSINESS
  2. SIMULATION ON PERFORMING THE TREASURY PORTFOLIO TRADING LIMIT
  3. HOW TO MANAGE THE INTEREST RATE RISK ON BANKING BOOK
  4. HOW TO PERFORM THE MARKET RISK STRESS TEST
  • Static Stress Test : Stress on Yield Curve
  • Dynamic Stress : Using VaR methodology
  • Interpretation the Stress Result
  1. EXCELL SPREAD SHEETS INCLUDES
  • IRR Spreadsheet Modeling (NII sensitivity Modeling)
  • PV01 Method Calculation
  • Duration & Convexity Method Calculation
  • Value at Risk (VaR) Model
  • Greeks & Fair Value Calculation
  • Garman Kohlagen Model
  • Black Scholes Model
  • Stress Test Form – FSAP – Guidance
  • Others

PESERTA TRAINING ANALISA RISK BANKING

Pelatihan ini sangat tepat diikuti oleh para staf di Treasury, Market Risk / Risk Mgmt, Internal Audit, ALM management dan  Accounting