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 2025 :
- Batch 1 : 30 – 31 Januari 2025
- Batch 2 : 13 – 14 Februari 2025
- Batch 3 : 11 – 12 Maret 2025
- Batch 4 : 16 – 17 April 2025
- Batch 5 : 15 – 16 Mei 2025
- Batch 6 : 25 – 26 Juni 2025
- Batch 7 : 16 – 17 Juli 2025
- Batch 8 : 6 – 7 Agustus 2025
- Batch 9 : 3 – 4 September 2025
- Batch 10 : 8 – 9 Oktober 2025 || 29 – 30 Oktober 2025
- Batch 11 : 13 – 14 November 2025 || 25 – 27 November 2025
- 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.
Fasilitas Pelatihan di transform-mpi.com:
- Penjemputan dari Hotel/Bandara/Stasiun/Terminal.
- Training Kit (Dokumentasi photo, Blocknote, ATK, Flashdisk, dll).
- Transportasi Peserta ke tempat pelatihan.
- 2x Coffe Break & 1 Lunch (Makan Siang).
- Training Room Full AC and Multimedia.
- Free Bag or Bagpackers (Tas Training).
- Softfile Foto Training
- Sertifikat Pelatihan.
- Souvenir Exclusive.
