Pelatihan INTRODUCTION TO TREASURY PRODUCTS & TREASURY RISK ASSASEMENT

Pelatihan Pengenalan Kepada Perbendaharaan Produk dan Perbendaharaan Penilaian Resiko

Benefit of Training Treasury Product Knowledge & Market Risk Assessment on Treasury Products

This workshop provides very practical guidelines on following matters:

1. Understanding of Treasury Business, their complex products and how is distributed and well managed among their Desks / Traders
2. 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)
3. Understanding on how to set up Treasury Trading limit

Who Should Attend Training Treasury Product Knowledge & Market Risk Assessment on Treasury Products ?

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

Outline of Training Treasury Product Knowledge & Market Risk Assessment on Treasury Products

Day 1: Basic Treasury Products

1. Treasury Organization Set Up
2. Funding & Liquidity Management Role
3. Trading Desk Role
4. Treasury Sales Role
5. Conceptual on Bonds, Capital Market and Money Market
   1. The Financial Math
   2. Time Value of Money Concept
   3. PV from Ordinary Annuity
6. Money Market
   1. Commercial Paper
   2. Bankers Acceptance
   3. CD
   4. Repo
   5. SBI
7. Bonds Market
   1. Issuer Type
   2. Credit Worthiness
   3. Credit Spread Theory
   4. Bond’s type:
   5. Issuer Type
   6. Credit Worthiness
   7. Credit Spread Theory
      1. Floating rate Bond
      2. Deferred Coupon Bond

• Embodied Option Bond

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

5. Foreign Exchange (FX) Market
   1. Factors Affecting FX
   2. FX transaction
   3. Quotation
   4. Market Terminology
   5. Cross rate
   6. Transaction Types : Spot, Forward
   7. Product Related to FX: FX Swap & Options
   8. Forward rate
   9. Forward Hedging
   10. FX Swap
   11. FX Hedging
   12. Financial Derivatives
   13. FX Options:
       1. Calculation on Premium, Intrinsic & Time Value
       2. Introduction to Greeks

• Introduction to Structured Product

Day 2: Treasury Risk Management (Market Risk)

1. Option Risk
   1. The language of Option
   2. Managing & Understanding Delta
   3. Hedging with Options
   4. Relationship between Delta, Vega & Gamma
   5. How to set up Option Limit
   6. FX Option using Garman Kohlhagen Model
2. Interest Rate Product Valuation
   1. Swap : IRS & CCS Valuation
   2. Bootstrapping method – discount Factor calculation
   3. Interpolation Methods
3. Foreign Exchange Risk
   1. FX Open Position
   2. Gross Hand Method
   3. Handling FX Risk with VAR Analytical Model
4. Fixed Income Risk & Analytics
   1. Valuation on Fixed Income
   2. Profit Target versus Loss Budget
   3. Sensitivity & Analytics (PVBP & Portfolio Duration)
   4. Market Risk Limit on Fixed Income
   5. Immunization Effect
   6. Bond Linked Investment using Black Scholes Model
5. Simulation on Performing The Treasury Portfolio Trading Limit
   1. Risk vs Return Trade Off
   2. Alert versus Limit
   3. Notional Limit
   4. Duration Limit
   5. Present Value of Basis Point (PVBP) Limit
   6. Stop Loss Limit & Management Action Trigger
   7. Case Study : Simulation Trading Limit on Excell Spreadsheet

“ Modeling Excell Spreadsheet is Included in this Workshop”

Jadwal Pelatihan bandung-training.com 2023 :

Batch 1 : 24 – 26 Januari 2023

Batch 2 : 20 – 23 Maret 2023

Batch 3 : 15 – 17 Mei 2023

Batch 4 : 17 – 19 Juli 2023

Batch 5 : 25 – 27 September 2023

Batch 6 : 7 – 9 November 2023

Catatan : Jadwal tersebut dapat disesuaikan dengan kebutuhan calon peserta

Lokasi Pelatihan di Bandung :

• Yogyakarta, Hotel Dafam Malioboro
• Jakarta, Hotel Amaris Tendean
• Bandung, Hotel Golden Flower
• Bali, Hotel Ibis Kuta
• Surabaya, Hotel Amaris(6.00.000 IDR / participant)
• Lombok, Hotel Jayakarta

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 di Bandung :

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