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- Education
- III. Specialist Programmes
- Fixed Income Portfolio Management
Fixed Income Portfolio Management
Objectives
The course provides an introduction to the management of fixed income portfolios. Starting with an overview of why and how investors allocate money to fixed income, it then delves more deeply into the many issues impacting risk and return. It focuses on the mechanics of portfolio construction and analysis across a whole range of instruments – cash securities, swaps, inflation products, CDS, indexes, etc. These issues are illustrated using examples from a real portfolio risk management system.
Target Audience
This course is directly relevant to members of the buy side and, potentially, to those on the sell side, that deal with portfolio managers and want to understand their clients' business in more detail. It is also valuable for persons who are in a regulatory or oversight function in the market. The course assumes a basic knowledge of financial instruments and quantitative methods.
Length and Structure of the Course
The course consists of two days of lectures and case studies. Each day typically consists of four 90 minute session with coffee breaks in the morning and afternoon and a lunch break in the middle. There is no exam for this course but candidates will get a certificate of attendance.
Course Tutor
Lindsey Matthews
Lindsey Matthews, CFA, is Managing Director, UBS Delta, in Securities Distribution at UBS Investment Bank, London and was until 2010 Group Head of Risk Education at UBS AG. He is also a Visiting Fellow at the ICMA Centre. Lindsey started out in the interest rate derivatives business in 1992 in London and New York and later moved to build up the financial products and markets education team for Swiss Bank Corporation in London, expanding the remit to cover the education of clients (institutional fund managers, treasurers, sovereign clients and hedge fund clients), across all asset classes.
The course provides an introduction to the management of fixed income portfolios. Starting with an overview of why and how investors allocate money to fixed income, it then delves more deeply into the many issues impacting risk and return. It focuses on the mechanics of portfolio construction and analysis across a whole range of instruments – cash securities, swaps, inflation products, CDS, indexes, etc. These issues are illustrated using examples from a real portfolio risk management system.
Target Audience
This course is directly relevant to members of the buy side and, potentially, to those on the sell side, that deal with portfolio managers and want to understand their clients' business in more detail. It is also valuable for persons who are in a regulatory or oversight function in the market. The course assumes a basic knowledge of financial instruments and quantitative methods.
Length and Structure of the Course
The course consists of two days of lectures and case studies. Each day typically consists of four 90 minute session with coffee breaks in the morning and afternoon and a lunch break in the middle. There is no exam for this course but candidates will get a certificate of attendance.
Course Tutor
Lindsey Matthews
Lindsey Matthews, CFA, is Managing Director, UBS Delta, in Securities Distribution at UBS Investment Bank, London and was until 2010 Group Head of Risk Education at UBS AG. He is also a Visiting Fellow at the ICMA Centre. Lindsey started out in the interest rate derivatives business in 1992 in London and New York and later moved to build up the financial products and markets education team for Swiss Bank Corporation in London, expanding the remit to cover the education of clients (institutional fund managers, treasurers, sovereign clients and hedge fund clients), across all asset classes.
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