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