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Bond Portfolio Management

By: TSI Limited

Lagos State, Nigeria

19 - 21 Oct, 2017  3 days

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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

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