Workshop on Strategic Asset Allocation for Fixed Income Portfolios — SAA II

GOAL

Provide workshop participants with quantitative and technical knowledge to perform strategic asset allocation (SAA) analyses that include a broad array of investment grade fixed-income asset classes in multiple currencies.

COURSE DESCRIPTION

This workshop the quantitative techniques underpinning strategic asset allocation recommendations. The principal analytical tool that will be used throughout the workshop in support of the SAA process is the Asset Allocation Workbench.

DISCUSSION TOPICS

• SAA framework and process
• Quantitative methods and tools
• Modeling techniques
• Scenario analysis
• Quantitative tools
• Asset allocation problems for central banks, commodity savings funds, and national pension funds

TARGET AUDIENCE

This course is suited for all levels of staff responsible for asset allocation decisions, including quantitative analysts, portfolio managers and directors.