Portfolio Risk Management

Overview

In this course, you will gain an understanding of the theory underlying optimal portfolio construction, the different ways portfolios are actually built in practice and how to measure and manage the risk of such portfolios.

You will start by studying how imperfect correlation between assets leads to diversified and optimal portfolios as well as the consequences in terms of asset pricing. Then, you will learn how to shape an investor's profile and build an adequate portfolio by combining strategic and tactical asset allocations. Finally, you will have a more in-depth look at risk: its different facets and the appropriate tools and techniques to measure it, manage it and hedge it.

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Outcome

Understand the theoretical foundations of optimal portfolio construction, including the principles of diversification and the impact of imperfect correlation between assets on portfolio risk and return.

Learn practical methods for building portfolios, incorporating both strategic and tactical asset allocations to align with investor profiles and objectives.

Develop a solid understanding of statistics and mathematics essential for portfolio construction and optimization, including benchmarking and portfolio optimization techniques.

Acquire skills in constructing multi-asset and multi-currency VAR models, setting risk limits, and conducting risk-based performance analysis to ensure effective portfolio management.

Learn how to prepare comprehensive portfolio risk reports, integrating risk metrics such as duration, convexity, volatility, VAR, and liquidation period to communicate portfolio risk profiles effectively to stakeholders.

Details

Developed by: Beacon FinTrain

Standard Total Hours: 18 Hrs

Language: English - Bilingual "English & Arabic"

Modalities:

Outline

Portfolio Optimization Techniques
Importance of Benchmarking: Exploring the role of benchmarks in evaluating portfolio performance and measuring investment success against market indices or peer groups.
Implementation of Portfolio Strategies
Importance of ongoing monitoring and evaluation of portfolio performance against benchmarks

Introduction to risk management tools
Understanding the importance of risk management in various industries
Overview of different types of risks faced by organizations
Explanation of how risk tools can mitigate these risks
Discussion on the benefits of using risk management tools.
Types of risk assessment tools.

Introduction to Fixed Income Portfolio Management
Understanding the basics of fixed income securities and their role in investment portfolios
Overview of the objectives and strategies of fixed income portfolio management
Explanation of key metrics used in fixed income portfolio analysis, including duration, convexity, PVB01, and VAR
Discussion on the importance of managing interest rate risk and credit risk in fixed income portfolios.

People who sponsor, manage or participate in projects and business change programs
Portfolio Directors, Portfolio Analysts and PMO Managers
Executives and managers aspiring to Executive level in project intensive industries

Why Beacon

Quality

Beacon FinTrain prioritizes excellence in every service, ensuring top-notch, reliable, and consistent outcomes that meet and exceed client expectations.

Specialization

We focus on finance, offering expert knowledge and bespoke solutions that cater to the unique needs of finance professionals in the Middle East and Africa.

Punctuality

Time is money. We respect deadlines, delivering precise and timely results to help our clients stay ahead in the fast-paced financial world.

Guidance

Beacon FinTrain is a guiding light in finance, providing insightful advice and support to navigate the complexities of financial markets and regulations.

Integrity

We uphold the highest ethical standards, fostering trust and transparency in all our dealings to build lasting relationships with clients.

Flexibility

Adapting to the dynamic finance sector, we offer versatile services and solutions that align with the evolving needs of our clients.