Description
This 6-hour, CPD-certified module provides a comprehensive, practical understanding of fixed income risk management. Designed for finance professionals, risk managers, and portfolio managers, the course delves into the core principles of bond pricing, yield curve dynamics, and the measurement and management of interest rate risk.
Participants will learn to apply sophisticated tools such as duration, convexity, and key rate duration (KRD) to quantify risk. The module bridges theory and practice by exploring advanced concepts like stochastic interest rate models (Vasicek, CIR) and performance attribution (Campisi model). Through real-world case studies (e.g., 2008 Financial Crisis, COVID-19), interactive workshops, and a final assessment, participants will develop the skills to design effective hedging strategies and navigate the complexities of modern fixed income markets.