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    Managing Market Risk in a Fixed-Income Portfolio

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    New York
    Feb 26 - 27
    London
    Mar 25 - 26

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    This two-day course covers the management of market risk in a fixed income portfolio.

    Course Agenda

      This course takes participants through the valuation and risk measures for fixed-income (FI) products and deals with the management of portfolio risks, using derivatives. It covers the calculation and analysis of potential risk under a Value-at-Risk (VaR) framework. The course also links risk management techniques and methodologies to regulatory risk management requirements.

    Gain insights into market risk management in a FI portfolio so you can:

    • Understand the pricing techniques for FI products.
    • Distinguish between credit and market risk measures.
    • Calculate risk measures (duration, PV01, convexity) on FI products.
    • Analyze portfolio risk using factor sensitivities.
    • Understand the application of a range of fixed income derivatives in risk management.
    • Describe and compare the methodologies used in VaR calculations.
    • Understand the applications and shortcomings of VaR.
    • Analyze portfolio risk using VaR and suggest corrective actions, if required.

    Who Attends?

    • Portfolio/asset/fund managers
    • Credit/lending officers
    • Investment and commercial bankers
    • Fixed income professionals
    • Risk managers
    • Banking supervisors
    2019 Course Dates and Locations

    Find a Course Near You

    New York
    Feb 26 - 27
    London
    Mar 25 - 26