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Fixed Income Strategies _ Techniques - The Asset


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									                                                             Master Class series

                                  Fixed Income Strategies
                                       & Techniques
21st - 22nd November,                 Introduction
                               This course is valuable for both entry and advanced level fixed income and capital markets pro-
Venue:                         fessionals in Asia. It is designed to cover the essential tools of fixed income, key computational
Singapore                      methods for pricing, fixed income instruments, key investment strategies, credit risk analytics,
                               hedging techniques and fixed income derivatives.
Registration Fee:
US$2,400                       Conceptual understanding will be enhanced by relevant work examples and illustrations using
                               Asian case studies.
Length of Course:
2 Days

Time:                                 Outcome of the Workshop
9.00am - 5.00pm per day
                               •	 Identify	and	describe	the	key	fixed	income	characteristics,	including	interpreting	the	use	of	
Language:                         data and pricing implications.
                               •	 Understand the use of derivatives, fixed income futures & options, pricing swaps.
                               •	 Grasp the fundamentals of fixed income instruments and their key components.
For more information:
Felicia Kong                   •	 Understand the variety of risks in a bond portfolio and the key hedging methods
                               •	 Develop a practical knowledge of fixed income investment strategies from asset allocation,
                                  capital structure arbitrage to immunization techniques
+852 2165 1616


                                   Why The Asset Training?
       “ Thanks for a
      great course....      The Asset Training brings together the expertise of Asset Publishing & Research Limited in
     Very interesting.      financial media, conferences and research, with highly experienced frontline corporate,
      I shall have my       investment and banking leaders. This course is brought to you in partnership with Private
          whole team        Equity Pro Partners (PEPP), led by its Chairman, Arvind Mathur.
                       ”    Each training course has been exclusively designed and will be taught by expert prac-
                            titioners with extensive knowledge in their areas of specialization. The programme is
                            modular based and is focussed on conceptual understanding that is enhanced with Asian
                            work examples and illustrations, to equip the participants for real-life transactions.
       “  Very practical
   and non-academic,
   trainer’s expertise is          Course Director
 based on the breadth
and depth of his expe-                           In his 33 years’ experience, Arvind P. Mathur, CFA, FRM, has held a
                       ”                         variety of senior executive positions, including Head, Capital Markets
                                                 at the Asian Development Bank (ADB) and senior capital market roles
                                                 at Citi and Standard Chartered Bank, currently, Arvind is Chairman,
                                                 Private Equity Pro Partners.

                                                Arvind has substantial experience in both corporate and sovereign
                                                bond portfolio management. He was a member of the ADB’s commit-

“ Very entrepreneurial                          tee supervising the management of its global pension fund portfolio,
                            which included significant fixed income assets in various markets, including North America,
                    ”       Europe and Japan

                            In the fixed income arena, Arvind played a vital role in investing private equity in fixed in-
                            come rating agencies in India, Thailand and Malaysia. He directly managed a portfolio of
                            sovereign bonds and has structured and invested in a convertible bond fund as well as in
                            Asia’s first mezzanine capital fund.

   “  We discovered a
   big gap in what we
                            Arvind’s experience encompasses both fund and direct investing in the emerging markets
                            of Asia, involving the creation, structuring and placement of several major funds, including
   can do on the corp
                            The India Infrastructure Fund (close to US$1 billion), The Asian Infrastructure Fund (US$780
      finance side and
   what we would like       million), The Asian Infrastructure Mezzanine Capital Fund (US$265 million), The Asian
                            Equity Infrastructure Fund (US$400 million), and the Infrastructure Development Finance
                to do
                       ”    Company (IDFC).

                            He has been a member of investment committees and fund boards which have targeted
                            investments in India, China and several other emerging markets of Asia.

       “  Enabled us to
      look at our client    Arvind has worked on funds with the ADB, the International Finance Corporation (IFC),
       base & business      CalPERS, La Caisse de Depot et Placement du Quebec, the Prudential Insurance Corpora-
          opportunities     tion of America and some of the leading institutional investors in Australia, Singapore,
   differently, in a very   Malaysia and India.

                   way      Arvind has promoted the theme of corporate governance in many of these funds, par-
                            ticularly those involving CalPERS and he has authored a number of articles on corporate

                                   Who should attend this course?

     “ very practical;
       Very relevant;       •	
                                 Sales	professionals	
                                                                                 Financial	planners	
                                                                                 Private	bankers	
       many excellent       •	   Origination/corporate	bankers	             •	   Structured	finance	professionals	
                       ”    •	
                                 Risk	managers	
                                 Fund	managers	
                                                                                 Corporate	treasurers
                                                                                 Risk	managers	
                            •	   Portfolio	and	investment	managers	         •	   Structured	finance	professionals	
      Includes a Premium Subscription to The Asset
As part of the course fee, delegates will also receive a one year Premium Subscription to The Asset magazine and to the
www.TheAsset.com, worth US$350.

       The Programme

Day    One                                                      Day Two

09:00 Key Fixed Income Characteristics                          9:00    Fixed income instruments: Key
      Yield to Maturity, spot rates,                                    characteristics, risks and upsides
      Forward rates & yield curves,                                     FRNs,
      Uses of the yield curve,                                          Fixed rate bonds, Pricing fixed income bonds
      Interpreting the state of the economy from the                    Case Study: Bond issuance in Asia
      shape of yield curves                                     10:30 Coffee Break
      Case study: Yield Curve Development
                                                                10:50 Types of bonds
10:30 Coffee Break                                                    Equity linked bonds
                                                                      Bonds with warrants,
10:50 Pricing implications
                                                                      Convertible bonds,
                                                                      Pricing convertible bonds:
                                                                      Asian case study
                                                                12:20 Lunch
12:20 Lunch
                                                                13:40 Fixed Income Investment Strategies
13:40 Derivatives: Understanding futures and op                       Asset allocation
      tion payoff diagrams                                            Liability driven investment strategies
      Introduction to fixed income futures and options,               Capital structure arbitrage
      Pricing swaps                                                   Relative value strategies
                                                                      Immunization techniques, ladders, barbells,
15:10 Coffee Break
15:30 Derivatives: Fixed Income Applications                          Distressed bond and debt investing strategy
                                                                      Asian case study
17:00 End of day one
                                                                15:10 Coffee
                                                                15:30 Risk Management Tools in Fixed Income
                                                                      Introduction to bond rating criteria:
                                                                      Asian case study
                                                                      Hedging interest rate and currency risk
                                                                      Hedging credit risk, credit default & total
                                                                      return swaps
                                                                      Managing credit risk with credit derivatives:
                                                                      Asian case study
                                                                17:00 End of programme

       The Asset Training Master Class Certificate
On	successful	completion	of	this	course	participants	will	receive	a	signed	The	Asset	Training	Master	Class	Certificate.

                                          For more information:
                                               Felicia Kong
                                  +852 2165 1616 or training@theasset.com

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