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Bond Portfolio Management Course

By: TSI Limited

Ogun State, Nigeria

21 - 23 Sep, 2022  3 days

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NGN 180,000

Venue: Online and Class room @ 4, Akinpelu Street, Lagos - Ibadan Express Road, Behind ENYO Petrol, Ibafo Bus stop, Ibafo, Ogun State

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)
Online and Class room @ 4, Akinpelu Street, Lagos - Ibadan Express Road, Behind ENYO Petrol, Ibafo Bus stop, Ibafo, Ogun State Sep 21 - 23 Sep, 2022
NGN 180,000.00
(Convert Currency)

Prof. Richard Mayungbe +1-646-202-8832, 08033467639, 08023019508

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