Fixed Income Analytics, Settlement & Operation

Fixed Income Analytics, Settlement & Operation
Performing Risk Modeling, Valuation, Settlement & Operation

MENARA PENINSULA HOTEL, Jakarta | 22 -23 Februari 2013 | Rp. 6.550.000,

Manfaat Peserta :

• Pemahaman terhadap Obligasi / Fixed Income
• Pemahaman terhadap regulasi yang berlaku
• Pemahaman terhadap operasional transaksi Obligasi
• Pemahaman terhadap penyelesaian transaksi Obligasi
• Pemahaman terhadap metodologi perhitungan resiko obligasi
• Pemahaman terhadap pengelolaan resiko obligasi
• Pemahaman mengenai Analisa Fundamental Obligasi

 

Day to Day Agenda
Day One :

• Overview on Fixed Income, Settlement & Operation
• Overview on Fixed Income

1. Definition on Bonds
2. Bond’s Characteristics
3. Bond by Issuers
4. Custodian
5. Systemic & Unsystematic risk
6. Outright Transactions
7. Repo/Reverse Repo Transactions
8. Yield To Maturity
9. Current Yield
10.  Relationship on Coupon, Current Yield and Yield to Maturity
11.  Transaction Type: Receipt / Delivery Versus Payment
12. Transaction Type : Receipt / Delivery Free of Payment
13. Fixed Rate versus Variable Rate

• Overview of Regulation on Capital Market Instruments
• Understanding The Settlement Flow of Fixed Income Transactions:

1. Settlement Flow of Government Bonds Marketable Securities
2.  Settlement Flow of Corporate Bonds

• Understanding Role of Taxes in Fixed Income Transactions:

1. Settlement Flow of Government Bonds Marketable Securities
2. Settlement Flow of Corporate Bonds

• Understanding on SUKUK & Obligasi Retail Indonesia
• Understanding How to Calculate The Operational Aspects on Fixed Income Instruments:
• Understanding How to Calculate the Accrued Interest,
• Understanding How to Calculate Capital Gain,
• Understanding How to Calculate the Proceed on Fixed Income Transaction
• Understanding How to Calculate Calculation on Tax on Accrued
• Understanding How to Calculate Tax on Capital Gain

Case Study

• Case Study on Outright Trading
• Case Study on Brokerage Transactions

 

Day Two :

Fixed Income Fundamental Analysis & Risk Analytical Tools
Overview
Brokerage versus Warehousing

• Treasury Organization
• Trading versus Investment Role
• Investment Type (Trading, AFS & HTM Characteristics)
• Term structure of Interest rate, What is the yield curve used for?

Macro Economics Indicators – Fixed Income Related

• How to Link Macro Economic parameters with Fixed Income Market?

Fixed Income Valuation & Analytics

• Fair Value on Fixed Income Instrument
• Bond’s Yield
• Present Value of Basis Point
• Maculay Duration
• Modified Duration
• Duration Sensitivity Analysis
• Fixed Income Stress Test
• Convexity

Managing the Market Risk on Fixed Income

• Market Risk Limit Application
• Market Risk Limit Escalation Process
• Market Risk Type
• Profit Budget versus Loss Budget
• Risk Appetite: Determination on Market Risk Limit:

• PVBP
• Stop Loss MTD, YTD
• Management Action Triggers
• Duration

• Issuer / Counterparty Limit (Using Scoring Rating Model)
• Excell Exercise : Set up Trading Book & Investment Book Guideline

 

 

Durasi : 2 Hari Pk. 08.30-17.00

 

Investasi : Rp. 6.550.000,

 

Jumlah Peserta : Maks. 20 orang peserta

 

Fasilitas :

• Sertifikat
• Group Picture
• Hand Book Material
• CD Material,

1. Yield Curve Modeling
2. Risk Calculator Method
3. Scoring rating
4. Others

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