Events

Workshop on Advanced Techniques in Portfolio Management

November 4-8, 2019

Washington, DC

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

  • GOAL

    Provide participants with the tools to formulate and implement an active management strategy using high grade fixed-income bonds, futures and repos.

    COURSE DESCRIPTION

    The workshop will cover a variety of issues relevant to actively managing a fixed-income investment portfolio. Formal presentations will be used for instruction after which participants (in teams) will be asked to implement investment strategies within a given risk budget using a trading simulation model that replicates a changing market environment.

    DISCUSSION TOPICS

    • Developing a framework for active management
    • Different active management investment strategies, including relative value and interest rate strategies, yield enhancement strategies through credit diversification and the use of futures in portfolio management
    • Trading discipline
    • Risk management

    TARGET AUDIENCE

    This course is best suited for portfolio managers with intermediate to advanced knowledge of portfolio management and at least one year of active portfolio management experience.

Learn More about RAMP

ramp.worldbank.org