SFI 證基會研討會系統

研習議程

【主題一：11月28日(Wed.)固定收益資產組合管理】

時間	主題	講席
09:30-10:50	Topic 1: Fundamental of Fixed income I	Mr. Kelvin Leung Vice president, Global Fixed Income, Currency & Commodities (GFICC) group, JP Morgan (英文授課)
10:50-11:10	Break Time
11:10-12:30	Topic 1: Fundamental of Fixed income II	Mr. Kelvin Leung Vice president, Global Fixed Income, Currency & Commodities (GFICC) group, JP Morgan (英文授課)
12:30-13:30	Lunch
13:30-14:50	Topic 2: Fixed Income Portfolio	黃奕栩摩根投信產品經理 (中文授課)
14:50-15:10	Break Time
15:10-16:30	Topic 3: Risk Management	黃奕栩摩根投信產品經理 (中文授課)

Foundations of fixed income
In this session, we will review the types of fixed income securities and the relationships between coupon, yield and total return. We will also examine the various drivers of return and sources of risk across the range of fixed income sectors. Finally, we will explore the most widely used fixed income indexes and the roles they play in shaping investor portfolios.

Portfolio management
There are three parts in the session. First, we will introduce the types of bond and the most common fixed income indices the investors monitor and follow. Then, two portfolio management strategies, duration strategy and spread strategy, will be covered. Finally, we will share JPMorgan GFICC team’s latest market outlook and illustrate sample portfolios as example of strategy implementation.

Risk Management
We will cover three topics in this session. First, we will discuss the goals of risk management. Then, we will define what the risk is and how we measure the risk. Finally, some practices of the risk we introduce will be illustrated.

【主題二：107年12月13日(Thur.)國際投資組合配置】

時間	主題	講席
09:30-10:50	International Asset Management – Portfolio Management - Asset Allocation Introduction: Managing Asset Class Selection and Risk - Asset Allocation for Institutional Investors - The Practice of Strategic Asset Allocation: Further Details on Asset Class Drivers, Investment Risk and Navigating the Markets - The Process of Asset Allocation	Mr. Sunny Ng Senior Vice-President and Portfolio Manager, Global Multi-Asset PineBridge Investment
10:50-11:10	Break Time
11:10-12:30	- Modern Portfolio Theory and Portfolio Optimisation - Tactical and Practical Asset Allocation Plans - Today's Practical Challenges for some of the Asset Classes - Capital Preservation Strategies - Asset Allocation to Alternative Assets - What Looks Interesting in 2019 for Clients - Implementing the Group Decision Making Process for Asset Allocation	Mr. Sunny Ng Senior Vice-President and Portfolio Manager, Global Multi-Asset PineBridge Investment
12:30-13:30	Lunch
13:30-14:50	Multi-Factor Investing - Why invest in factors? - What makes a factor a priced factor - Factor construction: methods and considerations - Introduction to factor combination - Benefits of multi-factor investing	Mr. Thomas Lo Vice-President, Listed Equities PineBridge Investment
14:50-15:10	Break Time
15:10-16:30	Asset Management trend in Asia 亞洲資產管理趨勢 -Increasing demand for ESG Investing -Importance of China being included in stock/bond indices -Robo-advisory. Is this a real game changer? -Insurance AM for Asia -Increasing demand Alternatives	Mr. Herman Chan Vice-President, Regional Management Team PineBridge Investment