Fixed Income Management هذه الدورة تدرس باللغة الإنجليزية

تفاصيل الدورة

The course provides an introduction to the fixed income securities, valuation of bond yields, duration and duration hedging and bond management strategies.

Objectives

Upon the completion of this course, the participant will:

• Have an understanding of fixed income instruments and their terminologies
• Be able to find out prices, yields and maturity of bonds
• Have an understanding of the implications of bond prices and yields
• Have an understanding of duration hedging, cash flow matching and immunization

Content Highlights

• Understanding bonds and terminology
• Fixed income arithmetic
• Interest rates: coupon, market yield, inflation rates
• Term structure of interest rates and yield spreads
• Relationship between interest rates and bond prices
• Duration and interest rate risk
• Price value basis point (PVBP) and its relation to duration
• Duration hedging strategies
• Convexity and immunization

Target Audience

• Investment Bankers; Management Trainees; Portfolio Managers; Bank Managers; Treasury Staff; Credit Analysts/Accounts officers; Fund Managers; Financial Controllers

Course Structure

• Lectures, modelling  with excel, videos and cases