Portfolio Construction in a Higher-Rate Environment
Rebuild allocation, duration and hedging assumptions for a world where cash pays and correlations behave differently.
- 24 hours
- In person
- 2 dates open
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Accredited under IBF-STS
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Portfolio Construction in a Higher-Rate Environment
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About this course
A quantitative but practical course for anyone who constructs or reviews portfolios. The programme revisits the assumptions embedded in a standard balanced allocation, works through duration positioning when the curve is not co-operating, examines when the equity and bond correlation stops helping, and covers hedging decisions that are cheap to describe and expensive to get wrong. Participants bring a live allocation and leave with a revised one.
What you will be able to do
- Stress a balanced allocation against a sustained higher-rate regime
- Take a defensible duration position and explain it to a committee
- Decide when hedging is worth its cost and when it is theatre
- Rewrite an investment policy statement to reflect current assumptions
Who it is for
- Portfolio managers and investment analysts
- Advisers with discretionary mandates
- Investment committee members