Asset Liability Management (ALMA) -Guna mengelola neraca perusahaan secara efektif, Anda dituntut untuk memiliki pengetahuan dan kemampuan dalam mengelola paparan keuangan Anda terhadap risiko mata uang, suku bunga, dan likuiditas.
MATERI:
- Introduction to Structural Interest Rate Risk Management : Why is important, Basle II & Regulatory Approach, SIRR Definition, Risk Management Criteria, Managing of Residual Risk, SIRR Organization and Segregation on Trading & Investment Book.
- Understanding The Yield Curve: Definition, Type of Yield Curve, Bootstrapping Method and Calculating Discount Factor.
- Interest Rate Risk Measurement : Maculay Duration Modified Duration, Economic Value of Equity, Present Value of 1 Bp and NII Simulation.
- Interpolation/extrapolation Techniques :The Need of Interpolation & Extrapolation, Linier Interpolation and Extrapolation
- Managing the Fixed Rate Loan Asset: Definition, Consumer Loan Portfolio and Design the Spreadsheet calculation.
- Managing the Fixed Income Product: Price Calculation on Fixed Income, Price Calculation on Zero Coupon , Relationship on Coupon Rate, Current Yield & Yield To Maturity , Present Value of Basis Point, Duration Sensitivity Analysis , PV01 Simulation, Fixed Income Stress Test And Convexity
- IRR Spreadsheet Modeling : On Balance Sheet Assumptions, Off Balance Sheet Assumptions, Assumption for Abnormal Cases, Bucket Tenor Determination, Interpolation / extrapolation, PV01 Modeling, NII sensitivity Modeling And IRR Reporting
- IRR Stress Testing Scenario : Scenario on Steepening Yield Curve, Scenario on Flattening Yield curve and Pararelly Shifted Scenario
INSTRUKTUR:
Dr.Zuhrotun, SE.,M.Si.,AK.,CA and team
METODE:
Kegiatan pelatihan dirancang agar peserta dapat memahami secara komprehensif materi yang disampaikan, sehingga dapat dimplementasikan secara aplikatif dalam dunia kerja. Adapun metode yang digunakan adalah:
- Presentation
- Discuss
- Case Study
- Evaluation
PESERTA:
Pelatihan ini dapat diikuti oleh Treasury Manager, Financial Controller, Accounting & Tax Manager, Business Manager, Risk Manager, Operation Manager, Audit & Control.
FASILITAS:
- Training Hand Out
- Digital Material
- Certificate
- Exclusive Souvenir
- Qualified Bag
- Training Photo
- Training room with full AC facilities and multimedia
- Once lunch and twice coffee break every day of training
- Qualified Instructor
Jadwal Pelatihan 2026
| JAN - FEB | MAR - APR | MEI - JUN | JUL - AGST | SEP - OKT | NOV - DES |
|---|---|---|---|---|---|
| 6 - 8 Jan | 3 - 5 Mar | 5 - 7 Mei | 7 - 9 Jul | 1 - 3 Sept | 3 - 5 Nov |
| 13 - 15 Jan | 10 - 12 Mar | 12 - 14 Mei | 14 - 16 Jul | 8 - 10 Sept | 10 - 12 Nov |
| 20 - 22 Jan | 17 - 19 Mar | 19 - 21 Mei | 21 - 23 Jul | 15 - 17 Sept | 17 - 19 Nov |
| 27 - 29 Jan | 24 - 26 Mar | 26 - 28 Mei | 28 - 30 Jul | 22 - 24 Sept | 24 - 26 Nov |
| 3 - 5 Feb | 31 Mar - 2 Apr | 2 - 4 Jun | 4 - 6 Agst | 29 Sept - 1 Okt | 1 - 3 Des |
| 10 - 12 Feb | 7 - 8 Apr | 9 - 11 Jun | 11 - 13 Agst | 6 - 8 Okt | 8 - 10 Des |
| 17 - 19 Feb | 14 - 16 Apr | 16 - 18 Jun | 18 - 20 Agst | 13 - 15 Okt | 15 - 17 Des |
| 24 - 26 Feb | 21 - 23 Apr | 23 - 25 Jun | 25 - 27 Agst | 20 - 22 Okt | 22 - 24 Des |
| 28 - 30 Apr | 30 Jun - 2 Jul | 27 - 29 Okt | |||
Waktu dan tempat:
Pukul 08.30 – 16.00 WIB
Hotel Berbintang di Yogyakarta
Request for Training Venue: Semarang, Solo, Bandung, Jakarta, Balikpapan, Surabaya, Jogja, Lombok, Malang, Makassar and Batam
In House Training Depend on request
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