Daftar isi :

PELATIHAN INTRODUCTION TO TREASURY PRODUCTS & TREASURY RISK ASSASEMENT

TRAINING TENTANG INTRODUCTION TO TREASURY PRODUCTS & TREASURY RISK ASSASEMENT
“Focusing Treasury Product Knowledge & Market Risk Assessment on Treasury Products”

Benefit to Participants PELATIHAN INTRODUCTION TO TREASURY PRODUCTS & TREASURY RISK ASSASEMENT

This workshop provides very practical guidelines on following matters:
* Understanding of Treasury Business, their complex products and how is distributed and well managed among their Desks / Traders
* Understanding of Market Risks Type at any products related to Treasury Products: (such as Forward, Fixed Income, FX Option, Swap, Cross Currency Swap, Interest Rate Swap)
* Understanding on how to set up Treasury Trading limit

Who Should Attend PELATIHAN INTRODUCTION TO TREASURY PRODUCTS & TREASURY RISK ASSASEMENT ?

Treasury Officers – Treasury Business Analyst – Risk Management Officers – Financial Analyst – Financial & Planning – Research & Development – Audit

Day 1: Basic Treasury Products
Treasury Organization Set Up
* Funding & Liquidity Management Role
* Trading Desk Role
* Treasury Sales Role

Conceptual on Bonds, Capital Market and Money Market
* The Financial Math
* Time Value of Money Concept
* PV from Ordinary Annuity

Money Market
* Commercial Paper
* Bankers Acceptance
* CD
* Repo
* SBI

Bonds Market
* Issuer Type
* Credit Worthiness
* Credit Spread Theory
* Bond’s type:
* Issuer Type
* Credit Worthiness
* Credit Spread Theory

1. Floating rate Bond
2. Deferred Coupon Bond
3. Embodied Option Bond

* Bond Pricing
* Current Yield, Coupon and YTM
* Reinvestment Risk
* Price Volatility

Foreign Exchange (FX) Market
* Factors Affecting FX
* FX transaction
* Quotation
* Market Terminology
* Cross rate
* Transaction Types : Spot, Forward,
* Product Related to FX: FX Swap & Options
* Forward rate
* Forward Hedging
* FX Swap
* FX Hedging
* Financial Derivatives
* FX Options:

1. Calculation on Premium, Intrinsic & Time Value
2. Introduction to Greeks
3. Introduction to Structured Product

Day 2: Treasury Risk Management (Market Risk)
Option Risk
* The language of Option
* Managing & Understanding Delta
* Hedging with Options
* Relationship between Delta, Vega & Gamma
* How to set up Option Limit
* FX Option using Garman Kohlhagen Model

Interest Rate Product Valuation
* Swap : IRS & CCS Valuation
* Bootstrapping method – discount Factor calculation
* Interpolation Methods

Foreign Exchange Risk
* FX Open Position
* Gross Hand Method
* Handling FX Risk with VAR Analytical Model

Fixed Income Risk & Analytics
* Valuation on Fixed Income
* Profit Target versus Loss Budget
* Sensitivity & Analytics (PVBP & Portfolio Duration)
* Market Risk Limit on Fixed Income
* Immunization Effect
* Bond Linked Investment using Black Scholes Model

Simulation on Performing The Treasury Portfolio Trading Limit
* Risk vs Return Trade Off
* Alert versus Limit
* Notional Limit
* Duration Limit
* Present Value of Basis Point (PVBP) Limit
* Stop Loss Limit & Management Action Trigger
* Case Study : Simulation Trading Limit on Excell Spreadsheet

“ Modeling Excell Spreadsheet is Included in this Workshop”

Jadwal Pelatihan Transform-mpi.com 2026 :

Batch 1 : 7 – 8 Januari 2026 || 14 – 15 Januari 2026 || 21 – 22 Januari 2026
Batch 2 : 4 – 5 Februari 2026 || 11 – 12 Februari 2026 || 18 – 19 Februari 2026
Batch 3 : 2 – 3 Maret 2026 4 – 5 Maret 2026
Batch 4 : 1 – 2 April 2026 8 – 9 April 2026 15 – 16 April 2026 22 – 23 April 2026
Batch 5 : 5 – 6 Mei 2026 12 – 13 Mei 2026 19 – 20 Mei 2026 25 – 26 Mei 2026
Batch 6 : 2 – 3 Juni 2026 9 – 10 Juni 2026 18 – 19 Juni 2026 23 – 24 Juni 2026
Batch 7 : 7 – 8 Juli 2026 14 – 15 Juli 2026 21 – 22 Juli 2026 28 – 29 Juli 2026
Batch 8 : 4 – 5 Agustus 2026 11 – 12 Agustus 2026 18 – 19 Agustus 2026 26 – 27 Agustus 2026
Batch 9 : 1 – 2 September 2026 8 – 9 September 2026 15 – 16 September 2026 22 – 23 September 2026
Batch 10 : 6 – 7 Oktober 2026 13 – 14 Oktober 2026 20 – 21 Oktober 2026 27 – 28 Oktober 2026
Batch 11 : 3 – 4 November 2026 10 – 11 November 2026 17 – 18 November 2026 24 – 25 November 2026
Batch 12 : 15 – 16 Desember 2025

Catatan : Jadwal dapat menyesuaikan dengan kebutuhan anda.

Biaya dan Lokasi Pelatihan :

Jakarta :
Bandung
Yogyakarta
Surabaya
Malang
Bali
Lombok

Catatan : Biaya diatas belum termasuk akomodasi/penginapan. Apabila ada pertayaan mengenai materi, biaya, lokasi, jadwal dan penawaran lainnya, hubungi kami di nomor CS kami.