Advanced Bond Portfolio Management & Trading Simulation Workshop

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 Course Description

This 5-day training programme provides participants with a highly practical course agenda dedicated to enhancing understanding and skills in all aspects of bond trading and portfolio management, from strategic asset allocation and objective setting to benchmark selection, portfolio construction and risk budgeting, identification and implementation of active strategies, through to performance measurement and attribution analysis.

The increasingly important role of derivatives within portfolio management is also reflected within the course agenda. Delegates will gain a deeper understanding of interest rate and credit derivatives, their roles in fixed income analysis and identifying trading opportunities, application to implementation of active trading and risk management strategies, potentially offering greater efficiency in portfolio management.

Bond Portfolio Management Trading Simulation

In addition to the strategic perspectives, the programme agenda provides delegates with realistic exposure to the day to day challenges and opportunities facing the trader or portfolio manager – identifying and interpreting market signals, constructing a broad spectrum of strategies, and implementing them within a portfolio context subject to risk management constraints, in pursuit of superior risk adjusted performance.

To this end a significant component of the programme timetable incorporates a Bond Portfolio Management Trading Simulation, during which each day over the course of the programme, delegates will participate in a realistic fixed income portfolio management simulation – using real-time market price and risk data, with access to securities and derivatives drawn from the global fixed income markets, implementing a range of active strategies within a portfolio context, subject to risk constraints, with the ultimate objective of generating enhanced risk adjusted returns over the 5 day course duration.

The overall objectives of the Bond Portfolio Management Trading Simulation workshop are to provide a practical and realistic context to understand the key characteristics of fixed income securities and derivatives, their relationship to the prevailing market environment, and to enhance understanding of the key processes, objectives and constraints of successful bond portfolio management.

Teaching Methodology

Classroom based teaching, complemented by extensive use of case studies and spreadsheet based exercises enable participants to master a practical understanding of all aspects of the course agenda, is complemented by the Bond Portfolio Management Trading Simulation, during which each day delegates manage a portfolio of fixed income securities and derivatives within pre-determined constraints, using real-time market price and risk data, within a set of constrained risk parameters, with the objective of generating enhanced risk-adjusted returns over the course duration.


In addition to comprehensive course documentation, participants are provided with a suite of spreadsheet based software to utilise during the programme within the Bond Portfolio Management Simulation and other exercises. They are free to retain this for their own use after the course conclusion. 

Summary Programme Overview and Objectives: 

  • Bond Portfolio Management Strategy– Strategic and Tactical Asset Allocation
  • Fixed Income Pricing and Risk Analysis
  • Benchmark design and selection
  • Portfolio Construction and Risk Budgeting
  • Identifying and Interpreting Market Signals
  • Execution of Active Management Strategies
  • Enhancing Risk-adjusted Portfolio Returns
  • Efficient Use of Derivatives in Fixed Income Portfolio Management
  • Interest Rate and Credit Derivatives: Fundamental Characteristics; Pricing and Risk Characteristics
  • Bond Portfolio Risk Measurement and Management
  • Performance Measurement and Attribution Analysis


Who should attend

  • Fund Managers
  • Portfolio Managers
  • Fixed Income Analysts
  • Traders
  • Fixed Income Trading and Sales Personnel
  • Pension Fund and Insurance Fund Managers
  • Sovereign Wealth Fund Managers
  • Central Bank Reserves Asset Managers
  • Hedge Fund Managers and Analysts
  • Performance and Investment Analysts
  • Risk Controllers
  • Risk Managers and Analysts
  • Middle Office Professionals

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Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company's exact requirements? If you'd like to do either of these, we can bring this course to your company's office. You could even save up to 50% on the cost of sending delegates to a public course.

To find out more about running this course in-house:

Our Tailored Learning Offering

If you want to run this course at a location convenient to you or if you want a completely customised learning solution, we can help.

We produce learning solutions that are completely unique to your business. We'll guide you through the whole process, from the initial consultancy to evaluating the success of the full learning experience. Our learning specialists ensure you get the maximum return on your training investment.


We can offer any of our public courses delivered at your office or we can devise completely tailored solutions:

Read more about our offering or complete a call back request to speak to a learning specialist.


Why us

We have a combined experience of over 60 years providing learning solutions to the world’s major organisations and are privileged to have contributed to their success. We view our clients as partners and focus on understanding the needs of each organisation we work with to tailor learning solutions to specific requirements.

We are proud of our record of customer satisfaction. Here is why you should choose us to help you achieve your goals and accelerate your career:

  • Quality – our clients consistently rate our performance ‘excellent’ or ‘outstanding’. Our average overall score awarded to us by our clients is nine out of ten.
  • Track record – we have delivered training solutions for 95% of worlds’ top 100 banks and have trained over 250,000 professionals.
  • Knowledge – our 150 strong team of industry specialist trainers are world leading financial leaders and commentators, ensuring our knowledge base is second to none.
  • Reliability – if we promise it, we deliver it. We have delivered over 20,000 events both in person and online, using simultaneous translation to delegates from over 180 countries.
  • Recognition – we are accredited by the British Accreditation Council and the CPD Certification Service. In an independent review by Feefo we scored 96% on service and 95% on product