Asset Liability Management
DESKRIPSI
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.
Manfaat diadakannya pelatihan ini bagi para peserta yang ikut serta
adalah:
* Pemahaman menyeluruh terhadap filosofi Resiko Suku Bunga di Neraca
Perusahaan baik Bank maupun Non Bank
* Pemahaman yang jelas mengenai kerangka Kerja Resiko Suku Bunga
* Pemahaman yang cepat dalam membuat model resiko Suku Bunga
* Kemampuan dalam mengantisipasi repricing gap terhadap perubahan
suku bunga kedepannya
* Kemampuan dalam Melakukan simulasi resiko dan pendapatan di
investment book
MATERI KURSUS
1. 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.
2. Understanding The Yield Curve: Definition, Type of Yield Curve,
Bootstrapping Method and Calculating Discount Factor.
3. Interest Rate Risk Measurement: Maculay Duration Modified
Duration, Economic Value of Equity, Present Value of 1 Bp and NII
Simulation.
4. Interpolation/extrapolation Techniques: The Need of Interpolation
& Extrapolation, Linier Interpolation and Extrapolation
5. Managing the Fixed Rate Loan Asset: Definition, Consumer Loan
Portfolio and Designthe Spreadsheet calculation.
6. 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
7. 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
8. IRR Stress Testing Scenario: Scenario on Steepening Yield Curve,
Scenario on Flattening Yield curve and Pararelly Shifted Scenario
PESERTA
Pelatihan ini sangat tepat diikuti oleh Treasury Manager, Financial
Controller, Accounting & Tax Manager, Business Manager, Risk Manager,
Operation Manager, Audit & Control
METODE
Presentation; Discussion; Case Study;Evaluation; Pre test & Post Test
Jadwal TMI Consultant 2026
Batch 1 : 7 – 8 Januari 2026
Batch 2 : 11 – 12 Februari 2026
Batch 3 : 4 – 5 Maret 2026
Batch 4 : 8 – 9 April 2026
Batch 5 : 6 – 7 Mei 2026
Batch 6 : 10 – 11 Juni 2026
Batch 7 : 8 – 9 Juli 2026
Batch 8 : 5 – 6 Agustus 2026
Batch 9 : 9 – 10 September 2026
Batch 10 : 14 – 15 Oktober 2026
Batch 11 : 4 – 5 November 2026
Batch 12 : 2 – 3 Desember 2026
Catatan : Jadwal dapat menyesuaikan dengan kebutuhan anda.
Biaya dan Lokasi Pelatihan :
- Jakarta: Hotel Amaris Kemang, Amaris Tendean,Trinity Hotel, Ibis Budget | Biaya Pelatihan : Rp. 7.500.000 / peserta(Minimal 2 Peserta).
- Bandung: Hotel Santika, Hay Hotel,Ibis Style, Novotel Hotel, Golden Flower Hotel, 1O1 Hotel, Grand Tjokro Hotel, Tune Hotel, Four Point by Sheraton Hotel | Biaya Pelatihan : Rp. Rp. 7.000.000 / peserta(Minimal 2 Peserta).
- Yogyakarta : Hotel NEO+ Awana, Cordela Hotel,Ibis Style, Boutique Hotel, Cavinton Hotel, Mutiara Hotel, Dafam Malioboro Hotel, Prima Inn Hotel | Biaya Pelatihan : Rp. 6.500.000 / peserta(Minimal 2 Peserta).
- Surabaya: Novotel Hotel, Ibis Center Hotel, HARRIS Hotel, Favehotel, Alana Hotel | Biaya Pelatihan : Rp. 6.800.000 / peserta (Minimal 2 Peserta).
- Malang : Amaris Hotel, The 1O1 Hotel, Ibis Style Hotel, El Hotel, Whiz Prime Hotel | Biaya Pelatihan : Rp. 6.800.000 / peserta (Minimal 2 Peserta).
- Bali: Ibis Kuta, Fontana Hotel, HARRIS Hotel & Conventions | Biaya Pelatihan : Rp. 6.500.000 / peserta (Minimal 3 Peserta).
- Lombok: Favehotel, Novotel Lombok, D Praya Hotel | Biaya Pelatihan : Rp. 7.000.000 / peserta (Minimal 3 Peserta).
Catatan : Biaya diatas belum termasuk akomodasi/penginapan. Apabila ada pertayaan mengenai materi, biaya, lokasi, jadwal dan penawaran lainnya, hubungi kami di nomor CS kami.
Fasilitas Pelatihan di TMI Consultant:
- Penjemputan dari Hotel/Bandara/Stasiun/Terminal.
- Training Kit (Dokumentasi photo, Blocknote, ATK, Flashdisk, dll).
- Transportasi Peserta ke tempat pelatihan.
- 2x Coffe Break & 1 Lunch (Makan Siang).
- Training Room Full AC and Multimedia.
- Free Bag or Bagpackers (Tas Training).
- Softfile Foto Training
- Sertifikat Pelatihan.
- Souvenir Exclusive.