Managing Credit Risk in Treasury Products & Derivative

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Cover Letter

“ Managing Credit Risk in Treasury Products & Derivative ”

Pendahuluan

Dalam pengelolaan bank, treasury memegang peran penting terutama dalam menjaga likuiditas. Untuk itu treasury harus dapat mengelola pasar, suku bunga dan risiko-risiko operasional secara efektif. Dalam pengelolaan risiko, pejabat dan praktisi treasury harus dapat mendayagunakan seluruh instrumen pendanaan dan lindungi nilai untuk merespon perubahan neraca dan skenario pasar terutama apabila terjadi default atau gagal bayar atas instrumen treasury yang dimiliki bank.

Tujuan

Peserta diharapkan agar dapat :

1.   Memahami konsep dasar risiko kredit yang terkait dengan treasury & produk derivatif

2.   Mengertahui bagian risiko kredit produk treasury

3.   Memahami metodologi pengukuran risiko kredit produk treasury

4.   Mengerti penetapan kredit limit untuk aktivitas treasury

5.   Mengerti basel ii regulatory framework untuk risiko kredit

Materi Training

?    Credit Risk Reviewed

?    Calculating The Risk Amount

?    Pre Settlement Credit Exposure

?    Assessing The PCE of Various Treasury Products

?    Measuring PCE

?    Setting Credit Limit Base on PCE

?    Equating PCE to Traditional Loan Exposure

?    Level of Analysis

?    Credit Mitigation Techniques

?    Central Bank Requirement

?    Credit Derivatives

?    Internal Controls & Processes For Credit Management

Target Peserta                                                                                                    

E Satuan Kerja Manajemen Risiko

E Satuan Kerja Treasury

E Satuan Kerja Auditor Internal

E Satuan Kerja Analisa Kredit

E Satuan Kerja terkait lainnya

Managing Credit Risk in Treasury Products & Derivative

Technical Skill


Cirebon