Advanced Alternative Investments – Risk Management

Advanced Alternative Investments – Risk Management

Rationale

As lending markets continue to shrink in new asset creation coupled with long-term capital, banks are getting weaker in contributing significantly to economic growth. Market innovation has taken far too long to be experienced. Banks need to balance off its asset correlations across markets in order to maintain real values in a market downturn. This course addresses the urgent need for this challenge.

 Learning Objectives

• Understand the interrelationships between strategies across asset classes
• Private equity fund structures
• Building a private equity portfolio
• Benchmarking and measuring private equity performance and valuation
• Develop a deep understanding of the role of alternative asset classes in diversified portfolios 
• Understand the implications for diversified portfolio performance
• Develop robust risk governance frameworks for alternative investment portfolios

 Course Content

• Overview of traditional asset structure and Alternative Investments approaches
• Risk Measurement and Quantitative Tools
• Capital development and market expansion
• Portfolio Construction and Risk Budgeting
• Bank business model risk and market opportunities

 Learning Outcome

• Be able to contribute to the design and oversight of alternative investment strategies.
• Enhance their institution’s capacity to manage complex investment risks.
• Navigate regulatory and compliance landscapes related to alternative investments.
• Conduct risk assessments of alternative investment portfolios.
• Integrate quantitative and qualitative risk tools in investment decision-making
• Design and implement internal controls and reporting mechanisms for risk oversight

Duration: 4 days

Skill Level: Advanced

Delivery Mode: In-person

Month: April