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5 - FNB - Finance and Banking

FNB 301B - Portfolio Management (10 Days)

Code Start Date Duration Venue
FNB 301B 03 April 2023 10 Days Istanbul Registration Form Link
FNB 301B 12 June 2023 10 Days Istanbul Registration Form Link
FNB 301B 07 August 2023 10 Days Istanbul Registration Form Link
FNB 301B 02 October 2023 10 Days Istanbul Registration Form Link
FNB 301B 27 November 2023 10 Days Istanbul Registration Form Link
FNB 301B 18 December 2023 10 Days Istanbul Registration Form Link
Please contact us for fees


Course Description

The course will focus on the application of financial theory to the issues and problems of investment management. Topics will include portfolio optimization and asset allocation, the basics of bond pricing and debt portfolio management, the theory of asset pricing models and their implications for investment as well as techniques for evaluating investment management performance. The course will build upon the analytical skills developed in Financial Management. Prerequisites: Financial Management and a working knowledge of statistics. Spreadsheet proficiency is essential

Course Objectives

  • Understanding the Investment Management and investment management industry
  • Understanding why asset allocation matters
  • Being familiar with assessing performance of asset classes
  • Learning how to choose an optimal portfolio and safety‑first selection criteria
  • Focusing on liabilities: Optimization in the surplus framework
  • Factoring models and methods

Course Details/Schedule

Day 1

  • Introduction to investment management
  • The key elements of portfolio management
  • Asset allocation
  • Rebalancing
  • Strategic asset allocation
  • Dynamic asset allocation 

Day 2

  • Portfolio management styles
  • Value/cost performance metrics
  • Estimated commercial value
  • Portfolio value vs. Cost
  • Strategic bucket budgeting

Day 3

  • Capital vs. Expense charts
  • Effort hours and RIO
  • Strategic alignment metrics
  • Effort hours by strategic category
  • Continuous improvement

Day 4

  • Selecting Project Portfolio Components
  • Resource Availability
  • Prioritizing Portfolio Components
  • Balancing the Project Portfolio
  • Providing Investment Oversight

Day 5

  • Portfolio selection and risk management
  • Measuring returns
  • Measuring risk
  • Maximizing the Sharpe ratio
  • Illiquid assets

Day 6

  • Portfolio construction and diversification
  • Mean-variance preferences
  • Equilibrium asset pricing models
  • Portfolio monitoring
  • Bond valuation

Day 7

  • Portfolio volatility and duration
  • Advanced equity valuation techniques
  • Asset liability management
  • Liquidity structure and tools 
  • Internal capital adequacy assessment
  • Liquidity risk

Day 8

  • Managing the project portfolio
  • Review portfolio performance
  • Portfolio reviews
  • Portfolio review frequency
  • Annual portfolio review

Day 9

  • Project portfolio management success factors
  • Project portfolio management pitfalls
  • Commercial portfolio management products
  • Project portfolio management complications

Day 10

  • The use and misuse of models in investment management
  • Asset securitization
  • Credit enhancement
  • Tax
  • Supervision