Kurikulum 2024

Kode Mata KuliahMB6005 / 3 SKS
Penyelenggara290 - Management Science / SBM
KategoriLecture
Bahasa IndonesiaEnglish
Nama Mata KuliahPendapatan Tetap dan DerivatifFixed Income and Derivatives
Bahan Kajian
  1. Pengantar Pendapatan Tetap
  2. Risiko dan Pengembalian Pendapatan Tetap
  3. Dasar-Dasar Analisis Kredit
  4. Model Analisis Kredit
  5. Analisis Struktur Jangka Waktu
  6. Manajemen Portofolio Pendapatan Tetap
  7. Futures dan Forward
  8. Swap
  9. Opsi
  10. Obligasi dengan Opsi Tertanam
  11. Efek Beragun Aset (ABS)
  12. Topik Khusus dalam Pendapatan Tetap dan Derivatif
  1. Introduction to Fixed Income
  2. Fixed-Income Risk and Return
  3. Fundamentals of Credit Analysis
  4. Credit Analysis Models
  5. Term Structure Analysis
  6. Fixed-Income Portfolio Management
  7. Futures and Forward
  8. Swaps
  9. Options
  10. Bonds with Embedded Options
  11. Asset-Backed Securities (ABS)
  12. Special Topics in Fixed Income and Derivatives
Capaian Pembelajaran Mata Kuliah (CPMK)
  1. Mahasiswa mampu menjelaskan konsep dasar pendapatan tetap, termasuk instrumen seperti obligasi, risiko, dan pengembalian terkait dengan berbagai jenis sekuritas pendapatan tetap.
  2. Mahasiswa mampu mengidentifikasi dan mengevaluasi risiko utama dalam investasi pendapatan tetap, serta menghitung pengembalian dan dampak risiko terhadap portofolio pendapatan tetap.
  3. Mahasiswa mampu menerapkan teknik analisis kredit untuk menilai kelayakan kredit suatu penerbit obligasi, serta menganalisis struktur jangka waktu dan dampaknya terhadap harga obligasi.
  4. Mahasiswa mampu merancang strategi pengelolaan portofolio pendapatan tetap dengan menggunakan instrumen derivatif seperti futures, swap, dan opsi untuk mengelola risiko dan meningkatkan pengembalian.
  5. Mahasiswa mampu mengevaluasi sekuritas berbasis aset (ABS) dan obligasi dengan opsi embedded, serta menjelaskan implikasinya terhadap manajemen portofolio dan strategi investasi.
  1. Students are able to explain the basic concepts of fixed income, including instruments such as bonds, risks, and returns associated with various types of fixed income securities.
  2. Students are able to identify and evaluate the key risks in fixed income investments, as well as calculate returns and assess the impact of risks on fixed income portfolios.
  3. Students are able to apply credit analysis techniques to assess the creditworthiness of bond issuers and analyze the term structure and its impact on bond pricing.
  4. Students are able to design fixed income portfolio management strategies using derivative instruments such as futures, swaps, and options to manage risk and enhance returns.
  5. Students are able to evaluate asset-backed securities (ABS) and bonds with embedded options, as well as explain their implications for portfolio management and investment strategies.
Metode PembelajaranPerkuliahan, simulasi, diskusi kelas, studi kasusLectures, simulations, class discussions, case study
Modalitas PembelajaranLuring, sinkron, mandiriOffline, synchronous, individual
Jenis NilaiABCDE
Metode PenilaianUjian akhir semester, proyek individual, tugas (individu dan kelompok)Final test, individual project, assignment (individual and group)
Catatan Tambahan