Intermediate Bond Markets

This one day Intermediate Bond Markets course covers the structure and analysis of bond markets, how demand and supply factors influence bond valuations via the price / yield relationship and introduces contemporary bond investment and strategies deployed by bank prop desks and hedge funds.

ABOUT THE COURSE

Course also includes detailed risk analysis using modified duration and convexity and is delivered via hands-on exercises and recent case studies as well as comprehensive tuition.

WHO SHOULD ATTEND?

Financial analysts
Risk managers
Pension fund managers
Corporate treasurers
Bond dealers and traders
Investors
Bond fund managers
Other roles working in and around the global bond markets

Duration

One day

Learning Objectives

At the end of the course delegates should have a broad understanding of the following subject areas.

Detailed bond market analysis: currency, sector, credit quality and maturity
Influence of macroeconomic factors on bond markets
Understanding bond yield curves and the information they contain
How demand and supply factors influence bond yields and prices
Understanding of the key bond market risk metrics: modified duration and convexity
Analysing risk using modified duration and convexity
Contemporary bond investment and trading strategies

Prerequisites

The course assumes a basic knowledge of bond markets and proficiency in fundamental financial mathematical principles such as discounted cash flows.