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Events

Workshop on Portfolio Indexation, Market Risk and Performance Measurement

January 28-February 01, 2019

Washington, DC

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2019 Conference and Workshop Program
Reserves Advisory & Management Program (RAMP)

  • GOAL

    Provide participants with tools and techniques for the indexation process in the central bank reserve management framework and provide knowledge and practical tools to clients that are moving from money markets to the management of a bond portfolio versus a market benchmark index.

    COURSE DESCRIPTION

    The workshop conveys tools for managing a portfolio versus a market-based benchmark which is comprised of one or more market indices. The workshop will cover practical portfolio indexation techniques, rebalancing, and benchmarking operations. It will also address the risk measurement and the risk control processes using the ex–post portfolio performance. Participants, grouped into teams, will solve problems requiring them to index an actual portfolio and rebalance it as the benchmark would rebalance. The workshop will also be an opportunity to closely interact with, and benefi t from, colleagues from other organizations.

    DISCUSSION TOPICS

    • Portfolio indexation techniques
    • Rebalancing and benchmarking operations
    • Risk management and risk control processes
    • Portfolio performance measurement

    TARGET AUDIENCE

    This course is best suited for junior and mid-level risk managers and analysts responsible for benchmark management, performance and risk measurement and portfolio managers who manage a fixed income portfolio versus a benchmark.

Learn More about RAMP

ramp.worldbank.org