Workshop on Portfolio Risk Management

BACKGROUND
A key requirement for managing a fixed income portfolio is instituting effective procedures to manage
and hedge risks. Fixed income portfolios are exposed to several risks including interest rate risks, foreign
exchange risk and credit risk, among others. MEFMI will conduct a workshop focusing on strategies for
hedging against interest rate risk to provide participants with a practical understanding of a wide range of
interest rate derivatives.
OBJECTIVES
This workshop will cover the following topics:
1. Fundamentals of portfolio risk management;
2. Types of derivatives;
3. Hedging strategies;
4. Costs of hedging; and
5. Operational requirements and setup.
TARGET GROUP
This workshop targets portfolio managers, risk and performance analysts, internal auditors, accountants
from central banks, sovereign wealth funds and deposit protection funds.