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