Fixed Income Portfolio Management In-house Training

For well over a decade interest rates have been trading at ultra low and even negative levels. It would seem likely that at some stage interest rates will rise, resulting in a fall in bond rices. This course considers some of the tactics that could be used to hedge the associated market and credit risk of a fixed income portfolio.

The course first considers how yield curves move and how they are impacted by central bank activity. This analysis highlights 2-3 active strategies that can be used to exploit the likely change in the slope and curvature of the yield curve. The next part of the course considers how the market risk of a portfolio could be hedged using a variety of fixed income derivatives including interest rate swaps, bond futures and short-term eurodollar futures. The course also looks at how portfolio credit risk could be hedged using single name and index default swaps.

EVENT INTRODUCTION

For well over a decade interest rates have been trading at ultra low and even negative levels. It would seem likely that at some stage interest rates will rise, resulting in a fall in bond rices. This course considers some of the tactics that could be used to hedge the associated market and credit risk of a fixed income portfolio.

The course first considers how yield curves move and how they are impacted by central bank activity. This analysis highlights 2-3 active strategies that can be used to exploit the likely change in the slope and curvature of the yield curve. The next part of the course considers how the market risk of a portfolio could be hedged using a variety of fixed income derivatives including interest rate swaps, bond futures and short-term eurodollar futures. The course also looks at how portfolio credit risk could be hedged using single name and index default swaps.

 

Who should attend?

• Fixed income portfolio managers • Risk managers • Middle office staff • Auditors • Bond traders • Fixed income sales • Compliance staff • Technology staff responsible for fixed income systems • Central Bank staf

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Past Clients

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The level of professionalism of the trainer. Fine-tuned program without wasting time

Managing Director – European pharma company

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Clear and interesting way of presenting issues, good examples and very knowledgeable trainer.

HR Director - Multinational company based in Europe

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Excellent trainer, super skilled, funny and extremely dynamic

M&A Professional

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This training was interesting and I would love to attend more trainings like this.

HR Professional

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All lectures of the trainer was exactly what I was looking for and it was directly related to my experties and area that I am working. On top of that he prepared all lectures in a very practical way and also took his time to asnwers to the questions and he made sure that we got the asnwer. The organization of this class was also very good.

Pharmaceutical professional

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Comprehensive overview with very knowledgeable and experienced trainers. The break-out sessions were great as they made the course more interactive and allowed us to apply the concepts in practice.

Banking professional from Europe

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