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5 - FNB - Finance and Banking

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FNB 147 - Fixed Income Management

Code	Start Date	Duration	Venue
FNB 147	22 April 2024	5 Days	Istanbul	Registration Form Link
FNB 147	20 May 2024	5 Days	Istanbul	Registration Form Link
FNB 147	10 June 2024	5 Days	Istanbul	Registration Form Link
FNB 147	15 July 2024	5 Days	Istanbul	Registration Form Link
FNB 147	12 August 2024	5 Days	Istanbul	Registration Form Link
FNB 147	09 September 2024	5 Days	Istanbul	Registration Form Link
FNB 147	07 October 2024	5 Days	Istanbul	Registration Form Link
FNB 147	04 November 2024	5 Days	Istanbul	Registration Form Link
FNB 147	02 December 2024	5 Days	Istanbul	Registration Form Link

 

Course Description

The Fixed Income Portfolio Management and Construction class introduces the tools and techniques for the management of fixed income portfolios, applying those techniques first to analysing portfolios of real bonds and then to construction and management of portfolios.

Course Objectives

• Understand the technicalities of analysing fixed income portfolios
• Explain the drivers of performance of fixed income portfolios and how they affect investment outcomes
• Express views on future interest rates and credit spreads by taking positions in fixed income instruments
• Apply intuition to levels of tracking error utilised by active risk positioning
• Explain how single name credit is aggregated into aggregate risk distributions for fixed income portfolios
• Understand the principles of portfolio construction vs benchmarks and vs liability benchmarks
• Interpret and explain performance attribution for fixed income portfolios
• Use derivatives in portfolio construction – futures, swaps, swaptions, inflation swaps, single name and index CDS
• Explain application of ESG factors in fixed income portfolio construction

Who Should Attend?

• Junior PMs
• Desk Assistants
• Investment Specialists
• Product Managers
• Sales Teams
• Researchers
• Economists