PELATIHAN ASSET LIABILITY MANAGEMENT INTEREST RATE RISK BANKING BOOK
TRAINING ASSET LIABILITY MANAGEMENT INTEREST RATE RISK BANKING BOOK
TRAINING ASSET LIABILITY MANAGEMENT INTEREST RATE RISK BANKING BOOK
MANFAAT PELATIHAN ASSET LIABILITY MANAGEMENT INTEREST RATE RISK BANKING BOOK
- 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,
- Dilengkapi dengan excell spreadsheet dalam CD
MATERI TRAINING ASSET LIABILITY MANAGEMENT INTEREST RATE RISK BANKING BOOK
- 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
SASARAN PESERTA PELATIHAN ASSET LIABILITY MANAGEMENT INTEREST RATE RISK BANKING BOOK
Treasury Manager, Financial Controller, Accounting & Tax Manager, Business Manager, Risk Manager, Operation Manager, Audit & Control
INSTRUKTUR
Instruktur yang mengajar pelatihan Asset Liability Management Interest Rate Risk Banking Book ini adalah instruktur yang berkompeten di bidang Asset Liability Management Interest Rate Risk Banking Book baik dari kalangan akademisi maupun praktisi.
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