LDI Workshop

CPD Hours: 3.5

Aims

This half-day workshop has been designed to provide an overview of fixed income products, including different types of swaps.

This workshop will include some basic fixed income maths.

Objectives

At the end of the workshop, delegates will have a better understanding of:

• The key characteristics of bonds
• Interest rate, zero coupon and inflation swaps
• Why pension companies are moving towards LDI
• LDI strategies

Who Should Attend?

• Finance and accounting
• HR and training
• Investment administration and operations
• Investment professionals
• IT and software developers
• Legal and compliance
• New entrants
• PR and recruitment firms
• Risk management
• Sales and marketing

Content

• Liability Driven Investment
• Overview of fixed income
• Essential bond market maths
• Interest rate analysis
• Swaps risk management