Nigerian Seminars and Trainings

Search conferences, training, seminars, courses and workshops in Nigeria and around the world

business logo

Bond Portfolio Management

By: TSI Limited

Lagos State, Nigeria

19 - 21 Oct, 2017  3 days

Follow Event

  

NGN 250,000

Hands-on training covering all the aspects of the management of a fixed rate bond portfolio (active strategies and immunization strategy) Prior basic knowledge of interest rate products is recommended

Learning Objective:

At the end of this session, participants will be able to:

  • Define bond portfolio management;
  • Select and construct portfolios of bond investment;
  • Diversify risks;
  • Evaluate bond portfolio performance.

Course Outline

  • Fundamentals of bond valuation
    • Bond characteristics : maturity, internal rate of return, duration, convexity
    • Determination of bond portfolio characteristics
    • Theoretical explanations of the interest rate term structure
  • Index-based active portfolio management strategies
    • Statistical analysis of the yield curve : Nelson-Siegel model
    • Economic analysis of the yield curve : bear/bull flattening, bear/bull steepening
    • Introduction to several active strategies : bullett, barbell, ladder
  • Immunization strategies of a bond portfolio
    • - Theoretical bases of immunization : acquired avlue and duration
    • Single period immunization and multiple period immunization
    • Conditional immunization and hybrid strategies
  • Diversification of a portfolio using derivatives
    • Hedging using swaps or futures
    • Hedging using vanilla options (cap, floor, collar)
    • Hedging using synthetic products (swaptions, variance swaps)
Digital Age Halls,Capital Building,332,Ikorodu Road,Idiroko Bus Stop,Near LASU Anthony Lagos. Oct 19 - 21 Oct, 2017
NGN 250,000.00
(Convert Currency)

+1-646-202-8832, 08033467639, 08023019508

Related Courses
Supply Chain Management Supply Chain Management

3 days, 14 - 16 Aug, 2017 

2017-08-14 12:08:00
Lagos State, Nigeria

TSI Limited

The Supply Chain is the backbone of any organization. A well-managed Supply Chain is critical for a business to be successful. This Supply Chain Management training course is designed to ...

Strategic Financial Management Strategic Financial Management

3 days, 20 - 22 Nov, 2017 

2017-11-20 12:11:00
Lagos State, Nigeria

TSI Limited

Strategic Financial Management" refers to both - the financial implications and aspects of various business strategies and the strategic management of finance. If a company wants to be a ...

Fundamental of Internal Auditing Fundamental of Internal Auditing

3 days, 12 - 14 Jun, 2017 

2017-06-12 12:06:00
Lagos State, Nigeria

TSI Limited

 “This 3-day Fundamentals of Internal Auditing training course introduces new Internal Auditors to their role and responsibilities. The role of the Internal Audit department is ...

Excel for Accountants Excel for Accountants

3 days, 26 - 28 Jul, 2017 

2017-07-26 12:07:00
Lagos State, Nigeria

TSI Limited

Microsoft Excel is an electronic spreadsheet. You can use it to organize your data into rows and columns. You can also use it to perform mathematical calculations quickly. Since a large chunk of the ...