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Accounting, Finance, Tax, Treasury, Audit & Risk Management

Introduction To Treasury Risk Management

Instructor by : Herry Achmad Buchory and Team

BENEFIT

1. Pemahaman terhadap Konsep dasar yang umum dipergunakan dalam Pengelolaan resiko pada Aktivitas Treasury
2. Pemahaman terhadap batasan lingkup Resiko pasar dan resiko kredit pada aktivitas Treasury
3. Pemahaman terhadap prinsip-prinsip dasar dari metode statistik Terapan
4. Pemahaman terhadap konsep dasar model Value at Risk (VaR)
5. Pemahaman terhadap konsep dasar Transaksi Nilai Tukar dan Pasar Uang
6. Pemahaman terhadap konsep dasar dari transaksi Opsi
7. Pemahaman terhadap Analisa Sensitivitas pada Treasury Portfolio
8. Pemahaman terhadap konsep dasar dari resiko pasar pada transaksi Obligasi
9. Pemahaman terhadap Limit-Limit Market Risk pada Bisnis treasury
10. Pemahaman pada Banking Book dan Trading Book (kasus dalam industri Perbankan)
11. Pemahaman terhadap Prinsip-Prinsip dalam Manajemen Resiko Likuiditas
12. Dapat melakukan permodelan perangkat analitik dengan menggunakan Microsoft Excel

OUTLINE MATERI Training Introduction To Treasury Risk Management

1. Introduction to Treasury Risk Management & Basle II

2. Banking Book versus Trading Book

3. The Scope on Treasury activities

4. Basic Techniques of Statistic :

• Normal Distribution, Correlation
• Standard deviation

5. Basic concept on Value at Risk (Historical, analytical & montecarlo)

6. Market Risk on Foreign Exchange & Money Market Transaction

7. Market Risk on Fixed Income Transaction

8. Case study, Sensitivity analysis & Risk Modeling

9. How to set up the Market Risk Limit ?

• Cut Loss, Stop Loss, Management Action Trigger, Net Open Position
• Dolar Value of 01 Bp, VaR Limit

10 How to understand of concept of Duration and its impact on sensitivity scenario

11. How to do Stress Test & Back Testing on Internal Model?

12. Undertanding on Hedging Tools (Interest rate Swap, Cross currency Swap & Option)

13. How to estimate the Liquidity risk ? & Credit Risk on Treasury activities (Counterparty Risk) ?

TRAINING  METHOD

Presentation

Discussion

Case Study

Evaluation

FACILITIES

Training Kit

Handout

Certificate

Lunch + 2 X Coffee Break

Souvenir

Pick Up Participants (Yogyakarta)

TRAINING FEE for Introduction To Treasury Risk Management

Rp6.500.000,- / peserta /Non Residential

Minimal 3 peserta

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