Training Courses
Investment Management Explained
Category: Investment Management
Course level: Introductory to Intermediate
In house
The two-day course is designed to unlock the mystery surrounding the investment industry.
Each subject is tackled on an assumption of no existing knowledge. All terms and jargon are fully explained.
The course is designed to instil confidence in the delegates and give them a detailed understanding of investment products and process. It will enable them to better understand their role in a firm and how they can enhance their effectiveness.
The course explores the main asset classes, their risk and return, valuation tools, trading and settlement. Modern Portfolio Theory is fully explained, as is its application to client portfolios, as well as practical aspects of administering portfolios and measuring investment performance.
The course also covers the structure of investment firms and the relationships with external providers, and follows a transaction from the front office, through the dealing process and on to settlement and custody.
Case studies and group discussions form an integral part of the course, to allow the delegates to consolidate the information.
Objectives
By the end of the course, delegates will have a better understanding of:
- clients of the firm – retail, private wealth management, institutional, their aims and objectives, risk profiles
- investment products – types, distribution and pricing
- the main asset classes – risk and return profiles, pricing and valuation tools used by investment managers
- investment strategies and styles
- typical structure of an investment firm
- performance measurement, attribution and risk analysis, benchmarking
By the end of the course, delegates will be able to calculate:
- fair value of fixed income securities using DCF
- common pricing ratios for equities (e.g., P/E, NAV)
- fair value of a futures contract and margin required
- portfolio risk and expected return
- absolute and relative performance for a portfolio
- alpha, beta and the information ratio
Length
2 daysCourse Content
DAY ONE
Savers and borrowers
Relationship between personal savings and capital flows to governments and industry
Role of investment firms as intermediaries
Debt vs equity – risks and potential rewards
Investment objectives
Client’s time horizon
Income vs capital growth
Ethical investments (SRI policies)
Meeting future liabilities
Risk tolerance
Case study: Structured products – syndicate groups will build a portfolio using retail investment products (premium bonds, national savings, funds and cash deposits)
Asset classes
Shares (equities)
Fixed income – corporate and government bonds
Cash
Real assets
Property, art, commodities, etc.
Alternative assets
Hedge funds, private equity, venture capital
Derivatives
Risk
Returns from different asset classes
Winning new business
Institutional sales and marketing
Retail fund distribution
Investment products – institutional pension schemes
Defined benefit vs defined contribution
Who controls the scheme?
Plan sponsor, actuary, consultants, trustees, members
Statement of Investment Principles and SRI policies
Pensions Act 2004
Role of the regulator, Pension Protection Fund
Fee structures
Asset allocation
Strategic allocation and TAA
Investment approaches
Balanced funds
Core plus satellite
Multi-manager approach
Specialist approaches
Hedge funds
Other institutional products
Insurance
White labelling
Charities
Local authority pensions
Investment products – retail funds
Collective Investment Schemes
Unit trusts, OEICs and SICAVs
FSA Investment restrictions (UCITS III)
Role of the trustee/depository
Fund distribution – fund supermarkets, open architecture, IFAs, banks
Fund pricing
Fees and TERs
Other retail products
ISAs
Pensions
Personal pensions and stakeholder pensions
Umbrella funds (broker funds, fund of funds)
Wrap accounts
Investment trusts
Wealth management
Investment objectives
Private pensions – SIPPS, SSASs
Hedge funds
Segregated vs unit-linked funds
Case study: Building an investment portfolio for a lottery winner - each syndicate will build a global portfolio using retail funds to meet their long-term goals
Investment strategies
Index tracking styles
Replication, sampling, optimiser models, using index futures
Active styles
Top-down vs bottom-up
Growth vs value investing (stock selection)
Performance
Performance
Absolute vs relative
Sector average vs indices
Information ratio
Case study: Performance review of a retail fund
The structure of an investment institution
The front office
Role of portfolio managers, analysts, strategists,
economists, etc.
The middle office
Dealing, FX deals
Investment administration
Fund admin (settlements, custody, cash management,
stock
reconciliations and valuations)
Client services, business operations
Compliance and the regulatory environment
Following a transaction through the market
Case study: The dealing process
Delegates will be divided into two groups and asked to place various dealing processes in the correct order
The first group will work with the purchase of a stock by a portfolio manager
The second group will look at the purchase of a fund by a retail client
DAY TWO
Fixed income
Pricing
Duration
Credit risk
Managing fixed income funds
Case Study: Looking at retail fixed income fund strategies
Equities
Pricing equities
Fundamental, quantitative and technical analysis
Managing equity funds
Case Study: Looking at retail equity fund strategies
Cash and Money Market Instruments
Cash
Cash equivalents (T-bills, CDs, CPs)
Case Study: Looking at retail cash funds
Currencies
Currency hedging
Currency overlays
Alternatives
Property
Commodities
Infrastructure
Derivatives
Forwards and futures explained
Using derivatives
Hedging and asset switching
Modern portfolio theory
Calculating expected returns
Measuring risk
Beta, standard deviation, volatility
Other risks
FX risk, custody, settlement, business risk, legal risk, etc.
Benchmark risk
Case study: Calculating expected risk and return
Building portfolios
Index-tracking strategies
Sampling, optimisers, replication
Active strategies
Growth vs income strategies
Top-down vs bottom-up strategies
Quant approaches
Core plus satellite
Multi-manager strategies
Hedge fund strategies
Case study: Tactical asset allocation
Performance measurement
Time-weighted and money-weighted returns
Performance attribution
Benchmarks
Tailored benchmarks, using industry sectors, using indices
Risk-adjusted returns (Sharpe and information ratios)
Alpha
Case Study: Performance and risk attributes of a retail fund
This course would be suitable for:
- Finance and accounting
- HR and training
- Investment administration and operations
- Investment professionals
- IT and software developers
- Legal & Compliance
- New entrants
- PR and recruitment firms
- Risk management
- Sales and marketing
This course would be suitable for these exams:
- CFA - Level 1
- CFA - Level 2
- IMC
- SII Diploma - Fund Management
- SII Diploma - Private Client Investment Advice and Managment
- SII IAQ - Collective Investment Schemes
- UKSIP - Introduction to Investment
