This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

Bonds and Fixed Income Analysis and Strategies

In Person or Live Digital

Menu
Day 2keyboard_arrow_right

Day 2

search
Day 2
search
Investment Analysis

Investment Analysis

• Bond risk and duration

• Working with bond and portfolio duration

• Calculating duration

• Inaccuracies and convexity adjustments

• Risk/reward and returns

• Term structure of interest rates

• Correlations and portfolio construction

• Cash flow analysis

• Analysing equities and equity sectors

• Fund Manager performance attribution

Case study: Working with duration and convexity

Bond Sectors for Investment

• Principal debt securities

• Corporate bonds

• High yield bonds

• Securitised bond issues

Case study: Securitised bonds and 2009 issues explained

Bond Portfolios

• Portfolio objectives defined

• Bond portfolio strategies

- Active portfolios management strategies

- Liability funding strategies

• Portfolio risk management – duration parameters

• Risk-adjusted returns for performance measurement

• Benchmarking a portfolio

Case study: Hedging a bond portfolio

Case study: Risk adjusted performance measure

    Day 1
    NextDay 3
    Choose Day