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Bond Portfolio Management

By: TSI Limited

Lagos State, Nigeria

08 - 10 Oct, 2018  3 days

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NGN 180,000

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)
4, Akinpelu Street, Lagos-Ibadan Express Road, Behind Femak Petrol Station, Ibafo Bus stop, Ibafo, Ogun State Oct 08 - 10 Oct, 2018
NGN 180,000.00
(Convert Currency)

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

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