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Summary
Objectives
Fixed income has been a key component of portfolios of institutional investors directly or indirectly. The main attraction of fixed income investment is predictable interest and principle cash flows. Market volatility and credit environment however impact predictability of such investment. Overlast 4-5 years there have been instances of credit migrations and defaults which have impacted wealth of investors; volatility in yields has also impacted investors from time to time, in this period. Hence, itis important for investment managers, researchers,and risk professionals among others, to understandthe dynamics of Indian fixed income markets from volatility, liquidity and credit perspectives. Indirect investors, who invest in pooled funds such as mutual funds, in particular need to be acquainted with portfolio management practices followed by asset managers.
CRISIL’s two-day workshop aims at providing deep insights into Indian fixed income markets and portfolio management by asset managers along with relevant practical case studies.
Target Audience
Bank treasury - mid office and front office
Corporate treasury teams
Risk and research teams with AMCs and insurance companies
Risk management teams in banks and NBFCs
Course Structure
Duration: 2 Days
Day 1
Session 1
Macro-economics, policies and their linkage with interest rate environment
Session 2
Understanding Indian capital markets
Session 3
Bond mathematics – introduction to pricing & valuation concepts
Session 4
Risk assessmentSession 5SLR ratio securities
Day 2
Session 1
Corporate bond market
Session 2
Fair valuation of debt security and Ind AS perspective
