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
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.
