An assessment of fixed income business in Indonesia for ABN-AMRO Bank

About Us

Ipmi Repository is an online archive service which is managed by IPMI Library - Learning Resource Center. Established for collecting, managing, saving, preserving and disseminating digital copies of intellectual output of IPMI International Business School such as academic journal, books, theses, Group Field Project, Community Involvement Project, Case Study, conference paper, and other types of research publication. The main objective of this repository is to provide long-term, public, open access and easily retrieve to the digital collection to support teaching-learning process.

"Knowledge without observation is nil"

Roeslan, Yulianto Roessaptono and Tambunan, Mangajana and Amin, Jonni (1999) An assessment of fixed income business in Indonesia for ABN-AMRO Bank. Undergraduate thesis, IPMI Business School.

[img] Text
200_An Assessment of Fixed Income Business in Indonesia for ABN-AMRO Bank.pdf
Restricted to Registered users only
Download (13MB)

Abstract

When developing the market model for Indonesian bond market we base on the lists of macro economic indicators, corporate finance concept and a processed statistics data available from many reliable sources. As we are dealing with risk return trade off, therefore security market line (SML) is the most logical concept to be implemented. The SML is constructed from the riskless point of investment and the market risk with beta equal to one. The model rests on the argument to use the proper and relevant assumptions in deriving the risk and return profile for the bond market. One the risk-return profile for each projected year is determined, the propensity from time deposits to bond would be defined when when the profile is above the SML line. In turn, by doing regression analysis to the selected data and relating the security market line concept with the processed statistics, the projected figures of bond market in Indonesia will then be estimated, for base, worst and best scenarios. Finally, in the following chapter, using value at risk (VAR) model, we estimate the business shares for underwriting, trading and investment suitable for ABN-AMRO Bank (the company). The Indonesian bond market projection suggest that there will be a strong growth in bond market in Indonesia, mostly due to the betterment of economic condition and the improvement of the bond market infrastructure.

Item Type: Thesis (Undergraduate)
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Library > GFP (Group Field Project)
Depositing User: Dede Faujiah
Date Deposited: 07 Sep 2022 03:55
Last Modified: 07 Sep 2022 03:55
URI: http://repository.ipmi.ac.id/id/eprint/1527

Actions (login required)

View Item View Item