Fixed income portfolio management

With a choice of two dates in May and October, these seminars will explore, in depth, the techniques of fixed income portfolio management. Training will cover the following topics:

  • Key concepts in Fixed Income – yield measures, coupon variations
  • Yield curves – bond markets overview, issuers, money market instruments
  • Risks of Fixed Income – duration and convexity, credit risks, credit ratings and default risks, liquidity, FX, inflation
  • Bond hedging overview – understanding contract specifications, interest rate swaps and Credit Default Swaps
  • Management of portfolios and market risks – main indicators, Value at Risk

We will also look at a number of topical areas such as:

  • European Sovereigns – trends, risks and strategies
  • Credit markets – Investment Grade and High Yield
  • Senior Secured Corporate loans
  • Absolute Return Fixed Income and its role in a portfolio
  • Convertible bonds – understanding the asset class and market outlook
  • Market outlook in emerging bonds, RMB bonds, etc