TREASURY RISK MANAGEMENT (PASTI JALAN)

TREASURY RISK MANAGEMENT
PENINSULA HOTEL SLIPI /HARRIS TEBET-JKT  | 3 s/d 4 December  2009 | Rp. 3.950.000,- / Person


Subject Material:

Risk Management Overview

  • Kasus kerugian Bank dan perusahaan.
  • Jenis-jenis risiko ; credit, pasar, likuiditas, operational, hukum ect.
  • Regulasi ; Basel-1, Basel-2, Sarbanes Oxley.

Treasury Business Overview

  • Cash Instrument ; spot, forward, swap, bond, money market, ect.
  • Derivative Instrument ; interest rate swap, currency swap, cross currency swap, option ect.
  • Treasury business ; money market, fixed income trading, FX trading, ALM e
  • Risiko terkait dengan bisnis treasury, trading book.
  • Fixed Income Securities (Indenture & Covenants, term to maturity, par  value, coupon rate, sinking fund, convertible bond, put provision, embedded options, REPO)
  • Risk associated
  • Overview of bond sectors and instrument (treasury securities, primary & secondary market,

Market Risk

  • Market risk factors (Interest rate risk, foreign exchange rate risk, commodity risk, share price risk)
  • Value at Risk .
  • Market risk
  • Stress testing

Liquidity Risk

  • Liquidity Risk Overview
  • Maturity profile & Behavioral profile
  • Gap Analysis
  • Scenario analysis to manage liquidity risk

 

Trainer:

Team Praktisi Treasury

 


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