Tactical Strategies
Design tactical strategies to exploit expected changes in the shape and curvature of the yield curve
finance
Fixed Income Portfolio Management In-House Training
Vienna, Austria
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.
Key learnings
Calculate
Calculate the carry and roll down of a fixed income position
Market Risk Hedge
Design a market risk hedge for a bond portfolio using swaps and futures
Identify
Identify the strengths and weaknesses of each credit hedging technique
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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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Meet the expert
Trainer
Neil C Schofield
Managing DirectorFinancial Markets Training Ltd
Neil C Schofield is the Managing Director of Financial Markets Training Limited. Neil has been a professional financial trainer for 30 years and prior to setting up his own training company in 2008 was head of financial markets training at Barclays Investment Bank in London. Neil has trained many differenttypes ofinstitutions ranging from central banks, investment banks, commercial banks, hedge funds, proprietary tradingfirms and institutional investors.
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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
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