Asset Management course

E-learning

This course gives a broad overview of asset management. The course starts by discussing the business processes of an asset management company. The course continues by  explaining the trade-off between risk and return. Next, various investment opportunities are described including the concept of synthetic investments by using derivative instruments such as total returns swaps, interest rate swaps, futures and credit default swaps. The course continues by explaining how FX forwards can be used to establish an FX hedge and how FX swaps can be used to roll-over an FX hedge. Further, the financial risks that are inherent to trading financial instruments are discussed: market risk and credit risk. Finally the concept of rebalancing and the function of an overlay portfolio are explained.

 

Programme

Day 1:

  • Introduction to Asset management
    • Fiduciary asset management
    • Mandates
    • Portfolio management
    • Mandate management - the 6P's
    • Regulations
  • Financial markets
    • Money market benchmarks
    • Yield curves
    • Discount factors
  • Shares
    • Price (a.o. Discounted Cash Flow method)
    • Risk assesment
  • Fixed Income
    • Characteristics of bonds
    • Face value, price and coupon
    • Modified duration
  • Money markets
    • Money Market paper
    • Deposits and Repo's
    • Money Market Funds
  • OTC Derivatives
    • Total Return Swaps
    • Interest Rate Swaps
    • Overnight Index Swaps
    • Credit Default Swaps

Day 2:

  • Futures
    • Shares
    • Bonds
  • Commodities
  • Foreign Exchange
    • FX Spot, FX Forwards and FX Swaps
    • Hedging foreign investments
    • Non deliverable forwards
  • Market risk
    • Value at Risk models
  • Credit Risk
    • Types of credit risk
    • Market value of an IRS
    • Clearing houses and margin system
    • Collateral management
  • Trade Processing
    • Transaction routing
    • CLS Bank
    • SWIFT
    • Corporate actions
  • Rebalancing and the Overlay Portfolio
    • Rebalancing
    • Allocation and Overlay
    • Liquidity Risk

General Information

Level

Bachelor

Entrance level

This is an introduction course therefore no preconditions are set

Course Schedule

2 days from 9 a.m. until 5 p.m.

Study time

40 hours of which 16 contact hours

Course Material

Distance Learning Tool: Asset Management course

Price in-house training

€ 6,500.00 (No VAT charged) / maximum of 12 attendants (online: 8 attendants )

Trainer

Lex van der Wielen / Susan Stanworth