PELATIHAN ASSET LIABILITY MANAGEMENT (ALMA) INTEREST RATE RISK BANKING BOOK (2 days training)

PELATIHAN ASSET LIABILITY MANAGEMENT (ALMA) INTEREST RATE RISK BANKING BOOK

TRAINING ASSET LIABILITY MANAGEMENT (ALMA) INTEREST RATE RISK BANKING BOOK

MATERI

OUTLINE MATERI:

  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 Design the 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

PESERTA

1. Treasury Manager

2. Financial Controller

3. Accounting &  Tax Manager

4. Business Manager

5. Risk Manager

6. Operation Manager

Audit & Control

METODE

· Presentasi

· Diskusi

· Case Study

· Simulasi

Evaluasi

Tim Instruktur:

Alex Murtin, SE, M Si, Akt/Imam Bintoro, SE MSFIN/Drs. Achmad Tjahjono, MM, Akt/Ichsan Setiyo B, SE, M Sc, Akt dan Team

(Pakar dalam bidang akuntansi dan keuangan, perbankan, akademisi dan sekaligus praktisi, yang telah berpengalaman dalam memberikan training & consulting pada organisasi/perusahaan milik pemerintah maupun swasta).

 

Jadwal Pelatihan Jogja Media Training Tahun2019 :

  • 8-10 Januari 2019
  • 6-8 Februari 2019
  • 19-21 Februari 2019
  • 4-6 Maret 2019
  • 19-21 Maret 2019
  • 16-18 Maret 2019
  • 6-8 Mei 2019
  • 18-20 Juni 2019
  • 9-11 Juli 2019
  • 13-15 Agustus 2019
  • 10-12 September 2019
  • 8-10 Oktober 2019
  • 5-7 November 2019
  • 10 – 12 Desember 2019
  • 23-24 Desember 2019

Catatan : Jadwal tersebut dapat disesuaikan dengan kebutuhan calon peserta

Lokasi Pelatihan :

  • Yogyakarta, Hotel Dafam Malioboro (6.000.000 IDR / participant)
  • Jakarta, Hotel Amaris Tendean (6.500.000 IDR / participant)
  • Bandung, Hotel Golden Flower (6.500.000 IDR / participant)
  • Bali, Hotel Ibis Kuta (7.500.000 IDR / participant)

Investasi Pelatihan Tahun 2019 ini :

  • Investasi pelatihan selama tiga hari tersebut menyesuaikan dengan jumlah peserta (on call). *Please feel free to contact us.
  • Apabila perusahaan membutuhkan paket in house training, anggaran investasi pelatihan dapat menyesuaikan dengan anggaran perusahaan.

Fasilitas Training :

  1. FREE Airport pickup service (Gratis Antar jemput Hotel/Bandara/Stasiun/Terminal)
  2. Module / Handout
  3. FREE Flashdisk
  4. Sertifikat
  5. FREE Bag or bagpackers (Tas Training)
  6. Training Kit (Dokumentasi photo, Blocknote, ATK, etc)
  7. 2xCoffe Break & 1 Lunch, Dinner
  8. FREE Souvenir Exclusive
  9. Training room full AC and Multimedia

 

Jogja Training

Jogja Training adalah portal informasi training di yogyakarta.