About This Event
“Turn your reserve objectives into an allocation you can defend to the committee.”
Trains senior officials to translate reserve management objectives into strategic asset allocation decisions and risk budgets that are explicitly aligned with institutional risk appetite.
What You'll Explore
A strategic asset allocation policy defended before an investment committee
Risk-adjusted return targets tied to real risk budgets
A currency composition and diversification strategy
Modelling technique you can apply the week you return
A risk-budgeting worksheet you can apply directly to your institution's current allocation
Who Should Attend
Open to all qualifying staff — particularly: Investment Committee Members, Reserve & Treasury Directors.
Why This Course Matters
Objectives to Allocation
Turn a reserve management objective into an actual strategic asset allocation.
Risk Budgets That Bite
Set risk-adjusted return targets the institution can be held to.
Diversified by Design
Build currency composition and diversification into the allocation from day one.
Programme
Day 1
Reserve management objectives & investment policy statements
Translate stated objectives into asset allocation choices.
Day 2
Strategic asset allocation modelling techniques
Learn what the models are actually optimising for.
Day 3
Risk budgeting & risk-adjusted return targets
Hold the institution to a number rather than a vague appetite for risk.
Day 4
Currency composition & diversification strategy
Build currency composition into the allocation from first principles.
Day 5
Strategic asset allocation policy defence to Investment Committee
Defend your policy in front of a peer investment committee panel.
Standards & Faculty Benchmark
IMF reserve management guidelines
Reserve management guidelines and the Reserve Advisory & Management Partnership curriculum.
CFA Institute portfolio management standards
Global risk and portfolio-management body-of-knowledge benchmarks for practitioner rigour.
IMF reserve management guidelines and CFA Institute portfolio management standards are the frameworks your allocation will be judged against by peers and reviewers alike.
Is This Right for You?
- ☑You sit on an investment committee or set strategic allocation
- ☑Your risk budgets and allocation are not yet properly linked
- ☑You need committee-ready modelling, not theory
Good to Know
Focused on strategic allocation decisions, with modelling taught for judgement rather than mathematics.
The Bottom Line
Return with an allocation you can trace, line by line, back to your institution's actual objectives.
Recommended For
Open to all qualifying staff — particularly: Investment Committee Members, Reserve & Treasury Directors.