Credit Management
Active Credit Management and Structured Financial Instruments Active credit managers in the financial... Read More
Learning Module 1: Index-Based Equity Strategies
Los 1(a): Compare factor-based strategies to market-capitalization-weighted indexing
Los 1(b): Compare different approaches to index-based equity strategies
Los 1(c): Compare different approaches to index-based equity investing
Los 1(f): Explain sources of return and risk to an index-based equity portfolio
Learning Module 2: Active Equity Investing: Strategies
Los 2(a): Compare fundamental and quantitative approaches to active management
Los 2(b): Analyze bottom-up active strategies, including their rationale and associated processes
Los 2(c): Analyze top-down active strategies, including their rationale and associated processes
Los 2(d): Analyze factor-based active strategies, including their rationale and associated processes
Los 2(e): Analyze factor-based active strategies, including their rationale and associated processes
Los 2(f): Analyze factor-based active strategies, including their rationale and associated processes
Los 2(g): Analyze activist strategies, including their rationale and associated processes
Los 2(h): Describe active strategies based on statistical arbitrage and market microstructure
Los 2(i): Describe how fundamental active investment strategies are created
Los 2(j): Describe how quantitative active investment strategies are created
Los 2(k): Discuss equity investment style classifications
Learning Module 3: Active Equity Investing: Portfolio Construction
Los 3(b): Discuss approaches for constructing actively managed equity portfolios
Los 3(d): Discuss the application of risk budgeting concepts in portfolio construction.
Los 3(e): Discuss the application of risk budgeting concepts in portfolio construction
Los 3(j): Evaluate the efficiency of a portfolio structure given its investment mandate
Learning Module 4: Liability-Driven and Index-Based Fixed Income Strategies
Los 4(a): Evaluate strategies for managing a single liability
Los 4(d): Explain risks associated with managing a portfolio against a liability structure
Los 4(f): Compare alternative methods for establishing bond market exposure passively
Los 4(g): Discuss criteria for selecting a benchmark and justify the selection of a benchmark
Learning Module 5: Fixed-Income Active Management: Yield Curve Strategies
Los 5(f): Discuss yield curve strategies across currencies
Los 5(g): Evaluate the expected return and risks of a yield curve strategy
Learning Module 6: Fixed-Income Active Management: Credit Strategies
Los 6(a): Discuss bottom-up approaches to credit strategies
Los 6(c): Discuss top-down approaches to credit strategies
Los 6(e): Describe how to assess and manage tail risk in credit portfolios
Learning Module 7: Case Study in Portfolio Management: Institutional
Los 7(a): Discuss tools for managing portfolio liquidity risk
Los 7(b): Discuss capture of the illiquidity premium as a long-term investment strategy
Los 7(f): Demonstrate the use of derivatives overlays in tactical asset allocation and rebalancing
Learning Module 8: Trade Strategy and Execution
Los 8(a): Discuss motivations to trade and how they relate to trading strategy
Los 8(b): Discuss inputs to the selection of a trading strategy
Los 8(c): Compare benchmarks for trade execution
Los 8(d): Recommend and justify a trading strategy (given relevant facts)
Los 8(e): Describe factors that typically determine the selection of a trading algorithm class
Los 8(g): Explain how trade costs are measured and determine the cost of a trade
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Daniel Glyn
2021-03-24
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2021-03-18
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Nyka Smith
2021-02-18
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Badr Moubile
2021-02-13
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Agustin Olcese
2021-01-27
Excellent explantions, very clear!
Jaak Jay
2021-01-14
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sindhushree reddy
2021-01-07
Crisp and short ppt of Frm chapters and great explanation with examples.