Who should attend
Portfolio managers and support personnel, wealth managers and financial advisors.
Intermediate MS Excel skills Basic probability and statistics Familiarity with fixed income instruments and concepts (e.g. forward rates, duration, convexity, etc.)
About the course
Learn how to construct and manage fixed income portfolios using the latest tools and techniques.
This course is a component of the Portfolio Management Professional Certificate.
- Intermediate MS Excel skills
- Basic probablility and statistics
- Familiarity with fixed income instruments and concepts (e.g. forward rates, duration, convexity, etc.)
MODULE 1: REVIEW OF FIXED INCOME CONCEPTS
- Fixed income arithmetic
- Fixed income instruments
- Term structures of rates and yields
- How are bonds traded?
- Fixed income risk: Duration and Convexity
- Corporate bonds: Credit risk
MODULE 2: PASSIVE FIXED INCOME PORTFOLIO MANAGEMENT
- Fixed income indexes
- Index funds and replication techniques
- Tracking error minimization
- Cash flow matching Immunization techniques
MODULE 3: ACTIVE FIXED INCOME PORTFOLIO MANAGEMENT
- Rate prediction strategies
- Yield curve strategies
- Interest rate scenario analysis
- Credit strategies
- Tactical allocation strategies
- Relative value stategies
WHAT YOU'LL LEARN
- Understand active and passive fixed income portfolio management strategies
- Understand the dynamic nature of the yield curve and its implications for portfolio management
- Correctly implement a variety of yield curve strategies
- Manage risks in a fixed income portfolio
Because of COVID-19, many providers are cancelling or postponing in-person programs or providing online participation options.
We are happy to help you find a suitable online alternative.