FINANCIAL MODELING and DECISION ANALYSIS
Tanggal
9 – 10 DESEMBER 2010
Jam Pelaksanaan
8.30 – 17.00
Tempat
HOTEL AMBHARA JAKARTA
Pembicara / Fasilitator
Salman Taufik is a finance professional with years experiences since 1990
in the area of treasury and capital market, derivative, corporate planning,
and risk management. He had used modeling and statistical software as
such SAS and @RISK for economic and business analysis since 1989 and
now intensively recommending to market practitioner for risk modeling and
decision making.
Harga
Rp. 3,750,000 per peserta
Materi
Financial modeling covers a wide area from simple sheets to add up expenses to sophisticated risk modeling for projects. This course of FINANCIAL MODELING & DECISION ANALYSIS will start by introducing the use of powerful simulation software (@RISK and Risk Simulator) in financial analysis and simulation. These newly gained skills will be applied in the construction of basic company valuation models, before incorporating risk modeling, scenarios, optimisation and forecasting into the models, and finally exercising the real option analysis for real case studies.
Through a proven step-by-step approach, delegates will leave this intensive two-day course with the ability to effectively apply modeling techniques easily in a wide range of practical scenarios for better decision making process and result.
DAY ONE
Introduction to @RISK
- Getting started with @RISK
- Understanding distribution and stochastic model
- Finding confidence interval for expected profit: Exercising with News person problems
- Tornado graphs and scenario for simulating new product, Hippo example
- Exercise: Determining Plant Capacity
- Utility theory and simulation
- Interpreting tornado graph : exercised by simulating development of new drug
Financial Statement, Cash Flow and Valuation Modelling
- Three stage valuation model
- Modeling Key Drivers of Firm Value
- Incorporating Simulation into Proforma Models
Case Studies:
- Forecasting Growth of Grocery Market
- Modeling the Profitability of Batmobile Sales
- Simulation new product under certainty of market variables (quantity, price, competitor, market shares, etc).
3. Project finance and project appraisal models
- IRR and NPV Distribution
- Interpreting the probability of return and risk
Case Study:
- Oil and Gas Exploration and Production
- Pharmaceutical and Biotech Deal Structuring
DAY TWO
1. Optimization
- The lingo of optimization
- Optimization under uncertainty
- Portfolio Optimization
- Bootstrapping to Future Annual Returns
- Minimize Risk of Portfolio (Standard Deviation)
- Finding the Efficient Frontier
- Minimizing the Probability of a Loss
- An Introduction to Genetic Algorithms
- Maximizing the Sharpe Ratio
- Minimizing Downside Risk
Case Study:
- Stochastic Optimization and Valuation Models to Evaluate the Credit Risk of Corporate Restructuring
- Efficient frontier
- Discrete project selection
- Continues portfolio optimization
2, Real Option Analysis
- What Are Real Options?
- The Real Options Solution in a Nutshell
- Issues to Consider
- Implementing Real Options Analysis
Case Study:
- Value a Lease on a Gold Mine
- Understanding Risk and Optimal Timing in a Real Estate Development Using Real Options Analysis
- Manufacturing and Sales in the Automotive Aftermarket
Who should attend
This course has been designed for:
- Analysts – Financial, Business, Investment Analysts
- Planners – Strategic, Business and Financial Planners
- Finance Directors, CFOs,Financial Controllers
- Project Finance Professionals
- Commercial Managers
- Business Development / Sales /Marketing Managers
- Insolvency Professionals
- Risk & Treasury Professionals
- Investment Professionals & Portfolio Managers
- Model Auditors
- Senior Managers who review other people’s models
