TRAINING MANAGING MARKET RISK ON TREASURY, DERIVATIVES AND STRUCTURED PRODUCTS

Training Mengelola Risiko Pasar Pada Produk Treasury, Derivatif Dan Terstruktur

Training Market Risk Management

Manfaat Program :

1. Pemahaman terhadap Bisnis Treasury, mencakup produk-produk complex-nya, dan bagaimana upaya dalam mendistribusikan dan me-manage diantara Desk maupun Trader
2. Pemahaman terhadap Tipe Market Risk pada produk-produk yang terkait dengan Treasury, produk Derivatives (turunan) maupun Pruduk Structured
3. Pemahaman terhadap transaksi SWAPS, mencakup valuation terhadap IRS maupun CCS
4. Pemahaman terhadap analisa Volatilitas
5. Pemahaman terhadap Analisa Sensitivitas Produk Fixed Income
6. Pemahaman terhadap cara set up Limit Trading pada area Treasury, Derivatives dan Structured Product

Topic Pembahasan 

1. Treasury & Derivatives :
+ Treasury Organization,
+ Trading versus Investment Book,
+ The Need of Derivatives
2. Market Risk Management :
+ Definition & Background,
+ Role on Market Risk,
+ Market Risk Factor,
+ Market Risk limit
3. Volatility Analysis :
+ Random Walk and Normal Distribution,
+ Mean and Standard Deviation,
+ Volatility as a standard deviation,
+ Lognormal Distributions,
+ Types of Volatility
4. Option :
+ The language of Option,
+ Elementary Strategies,
+ Hedging with Options,
+ Greeks,
+ How to set up Limit on Option
5. Structured Products :
+ Principle Protected Deposit,
+ Dual Currency Return,
+ Weeding Cake
6. Swaps Products :
+ Interest rate Swap,
+ Cross Currency swap,
+ Valuation
7. Fixed Income Analysis :
+ Corporate Planning,
+ Valuation on Fixed Income,
+ Profit Target versus Loss Budget,
+ Sensitivity Analysis,
+ Immunization Effect
8. Limit Manager :
+ Risk vs Return Trade Off,
+ Alert versus Limit,
+ Notional Limit,
+ Duration Limit,
+ Present Value of Basis Point (PVBP) Limit,
+ Cut Loss Limit,
+ Stop Loss Limit,
+ Value at Risk,
+ CS01 Limit

Metode :

Kelas interaktif (ceramah dan studi kasus), metode penyelenggaraan dapat dilakukan melalui training online, training zoom ataupun training tatap muka