Fixed Income Portfolio Management In-House Training

This In-house training considers some of the tactics that could be used to hedge the associated market and credit risk of a fixed income portfolio.

Overview

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 In-house training considers some of the tactics that could be used to hedge the associated market and credit risk of a fixed income portfolio. The next part of the In-house training 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 training course also looks at how portfolio credit risk could be hedged using single name and index default swaps.

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RECOMMENDATION

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 staff