Masterclass

This masterclass is designed and curated for private bond investors. It will be conducted by debt capital market experts as an online webinar and will be split over the following modules:

Module 1 : Bond Valuation & Risk
Module 2 : Bond Portfolio Optimization & Risk in Perpetual Bonds
Module 3 : Understanding New Bond Issues & Credit Ratings
Module 4 : Using Excel to Understand Bond Calculations

Module 1

Bond Valuation & Risk

The first module will cover bond fundamentals, key bond market terminologies, bond valuation and risk assessment frameworks. It will include:

  • Z-Spread and Duration
  • COLT Risk Framework: Credit, Optionality, Liquidity, Tenor
  • Credit Ratings: Importance and Issues
  • High Yield Bond Covenants
  • Yield Curve (Control)
  • Practical Tips: Getting Return for Risk
Date and Time
Date Day Time Zone Time
6 August 2020 Thursday Asia 2pm Singapore/HK | 10am Dubai

60 minute session with Q&A

Module 2

Bond Portfolio Optimization & Risk in Perpetual Bonds

The second module will focus on building a diversified bond portfolio, managing risk at an aggregate portfolio level and investment strategies. It will also cover perpetual bonds – how they work, how to analyze them and understanding the risks. The module will include:

  • Diversification & Home Bias
  • Portfolio Risk
  • Buy and Hold vs. Active Management
  • Laddering
  • Effect of Leverage
  • Perpetuals, Reset and callability risk, Interest rate risks
Date and Time
Date Day Time Zone Time
16 July 2020 Thursday US/UK 10am New York | 3pm London | 6pm Dubai
13 August 2020 Thursday Asia 2pm Singapore/HK | 10am Dubai

60 minute session with Q&A

Module 3

Understanding New Bond Issues & Credit Ratings

The third module will cover new bond issues in terms of terminologies, timelines and how to analyze them. This session will be conducted by Gareth Nicholson, Head of Fixed Income (DPM) at Bank of SIngapore and Rahul Banerjee, Founder at BondEvalue. It will also cover credit ratings – where to find them and how to interpret them. The module will include:

  • Terminologies such as Initial Price Guidance, Final Pricing, Tightening
  • New Issuance Timeline
  • Key Things to Know Before Buying Into Primary Issues
  • Analysing New Bond Issues vs. Older Bonds
  • How to Find Credit Ratings
  • How to Interpret Credit Ratings
Date and Time
Date Day Time Zone Time
27 August 2020 Thursday Asia 5pm Singapore/HK | 1pm Dubai | 10am London

60 minute session with Q&A

Module 4

Using Excel to Understand Bond Calculations

This module will cover how to use excel to do bond calculations such as Accrued Interest, Yield Conversions and Volatility. It will include:

  • Bond Cash Flows
  • Clean Price, Accrued Interest and Dirty Price
  • Portfolio Market Value and Profit & Loss
  • Yield to Maturity Calculation
  • Price to Yield Conversion
  • Yield to Price Conversion
  • Portfolio Volatility
  • Dv01 Risk Ladder
Date and Time
Date Day Time Zone Time
3 September 2020 Thursday Asia 5pm Singapore/HK | 1pm Dubai | 10am London

60 minute session with Q&A

Enroll for the Masterclass

Each ticket includes a one month Premium subscription (worth US$49) to the BondEvalue App

Module 1: Bond Valuation and Risk

6 August | 2pm Singapore | US$100

Module 2: Bond Portfolio Optimization & Risk in Perpetual Bonds

16 July | 3pm London | US$100
13 August | 2pm Singapore | US$100

Module 1 + 2: Bond Valuation & Risk + Portfolio Optimization & Risk in Perps

6 & 13 August | 2pm Singapore | US$175

Module 3: Understanding New Bond Issues & Credit Ratings

27 August | 5pm Singapore | $100

Module 4: Using Excel to Understand Bond Calculations

3 September | 5pm Singapore | $100

Module 3 + 4: Understanding New Bond Issues & Credit Ratings + Using Excel to Understand Bond Calculations

27 August & 3 September | 5pm Singapore | $175

Please feel free to call us at +65 9069 5276 +852 8170 0240or email us at fixed.income@bondevalue.com if you have any questions about the masterclass.

Who should attend?

Private investors who either hold bonds in their portfolio or are looking to add bonds to their portfolio soon. The masterclass will help the participants develop a comprehensive understanding of bonds along with practical and actionable insights on how to trade and manage bonds better.

Fixed Income Experts conducting the Masterclass

Rahul Banerjee​

Founder, BondEvalue

Rahul is the founder of BondEvalue, and has over 15 years of experience in Debt Capital Markets. Prior to starting BondEvalue, Rahul was the Global Head for International Corporates, Financial Market Sales at Standard Chartered Bank. Prior to this he was MD and Regional Head of Capital Markets for SCB South Asia. Over the course of his career he has worked at Nomura Securities Singapore, Credit Suisse and Citibank. He graduated from Delhi College of Engineering and did his MBA from the Indian School of Business (Deans List), where he received the HSBC scholarship for leadership.

Jaime Zenizo

CEO, BondEvalue Mexico

Jaime has worked in the financial markets for over 20 years. He is an ex-fixed income and FX options trader, with a vision that fixed income markets should be at the reach all kind of investors. Before partnering with BondEvalue, Jaime worked for three years at HSBC as Managing Director running Mexico’s Trading desk, in charge of facilitating Mexican fixed income products to global investors across all regions. Prior to HSBC, he worked at Citi for 17 years with different trading roles between Mexico and New York, from interest derivatives to FX option trading. In his last role at Citi, Jaime was head of structured products in Mexico. He has a Actuarial Sciences bachelor degree from Anahuac University in Mexico City and a MBA from the University of Toronto’s Rotman Business School fully sponsored by Citi.

Gareth Nicholson

Head of Fixed Income, Bank of Singapore

Module 3 on 27 Aug only

Gareth is the Head of Fixed income for all the DPM portfolios, accounting for over 8billion AUM as well as a director on the Bank of Singapore International SICAV Board. He has over 15 years of investment management experience, situated in both London and Singapore, with two of the largest European asset managers Deutsche Bank asset Management and Standard Life/Aberdeen Asset Management. His responsibilities included helping steer one of the biggest derivative books in London though the Lehman’s collapse, restructure the risk framework for the European Fixed Income Funds during the European crisis and most recently help build the Asian Fixed income business here in Singapore. He holds a BSC degree in Financial Mathematics from University of Johannesburg and numerous Data Science specializations from Johns Hopkins University, University of Washington and UCLA. He has a keen interest in A.I and Statistics, and how the combination with ever increasing data will change our industry.

George Thomas

Director – Fixed Income, BondEvalue

George has garnered a decade of experience in Fixed Income Markets having previously worked at Credit Suisse. He used to work on the Asian Local Currency Fixed Income Trading desk for over four years primarily focussing on India Offshore and South East Asian markets. His experience includes trading onshore and offshore FX, Swaps, Bonds and Futures in these markets. Prior to that he was in Fixed Income Front Office Technology at Credit Suisse for over 5 years where he worked on Trading Books and Market Pricers built on Excel and C# technologies. George has a Major degree in Computer Engineering and a Minor degree in Finance from the National University of Singapore.

Who should attend?

Private investors who either hold bonds in their portfolio or are looking to add bonds to their portfolio soon. The masterclass will help the participants develop a comprehensive understanding of bonds along with practical and actionable insights on how to trade and manage bonds better.

Fixed Income Experts conducting the Masterclass

Rahul Banerjee​

Founder, BondEvalue

Rahul is the founder of BondEvalue, and has over 15 years of experience in Debt Capital Markets. Prior to starting BondEvalue, Rahul was the Global Head for International Corporates, Financial Market Sales at Standard Chartered Bank. Prior to this he was MD and Regional Head of Capital Markets for SCB South Asia. Over the course of his career he has worked at Nomura Securities Singapore, Credit Suisse and Citibank. He graduated from Delhi College of Engineering and did his MBA from the Indian School of Business (Deans List), where he received the HSBC scholarship for leadership.

Jaime Zenizo

CEO, BondEvalue Mexico

Jaime has worked in the financial markets for over 20 years. He is an ex-fixed income and FX options trader, with a vision that fixed income markets should be at the reach all kind of investors. Before partnering with BondEvalue, Jaime worked for three years at HSBC as Managing Director running Mexico’s Trading desk, in charge of facilitating Mexican fixed income products to global investors across all regions. Prior to HSBC, he worked at Citi for 17 years with different trading roles between Mexico and New York, from interest derivatives to FX option trading. In his last role at Citi, Jaime was head of structured products in Mexico. He has a Actuarial Sciences bachelor degree from Anahuac University in Mexico City and a MBA from the University of Toronto’s Rotman Business School fully sponsored by Citi.

Gareth Nicholson

Head of Fixed Income, Bank of Singapore

Module 3 on 27 Aug only

Gareth is the Head of Fixed income for all the DPM portfolios, accounting for over 8billion AUM as well as a director on the Bank of Singapore International SICAV Board. He has over 15 years of investment management experience, situated in both London and Singapore, with two of the largest European asset managers Deutsche Bank asset Management and Standard Life/Aberdeen Asset Management. His responsibilities included helping steer one of the biggest derivative books in London though the Lehman’s collapse, restructure the risk framework for the European Fixed Income Funds during the European crisis and most recently help build the Asian Fixed income business here in Singapore. He holds a BSC degree in Financial Mathematics from University of Johannesburg and numerous Data Science specializations from Johns Hopkins University, University of Washington and UCLA. He has a keen interest in A.I and Statistics, and how the combination with ever increasing data will change our industry.

George Thomas

Director – Fixed Income

George has garnered a decade of experience in Fixed Income Markets having previously worked at Credit Suisse. He used to work on the Asian Local Currency Fixed Income Trading desk for over four years primarily focussing on India Offshore and South East Asian markets. His experience includes trading onshore and offshore FX, Swaps, Bonds and Futures in these markets. Prior to that he was in Fixed Income Front Office Technology at Credit Suisse for over 5 years where he worked on Trading Books and Market Pricers built on Excel and C# technologies. George has a Major degree in Computer Engineering and a Minor degree in Finance from the National University of Singapore.

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