Graduate Certificate in Applied Portfolio Management (g-CAPM)

Accounting & Finance
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Monica Taneja
+65 6516 8340

Overview

The Graduate Certificate in Applied Portfolio Management Programme is a 7-day training programme at NUS Business School, Singapore, developed by academic professionals for investment professionals, and conducted at the world’s most advanced Investment Management & Trading Lab. By the end of this course participants are expected to research, write, and publish equity & fixed income investment reports, build simple multifactor models for screening and alpha generation purposes, perform live & backtested portfolio investment strategies to develop the participants’ equity research, stock-picking and credit skills, and perform portfolio optimisation and risk management analysis.

 

 

Teaching Ground

The state-of-the-art Investment Management & Trading Lab enhances participants’ hands-on applied portfolio research & management experience and activity. It is an integrated teaching and learning financial laboratory with a main projector and large white screen, 6 LED monitors, white boards and flip charts, 32 financial workstations, as well as integrated audio and video equipment connectivity for interactive and team-learning purposes. The 32 financial workstations are each equipped with Bloomberg live feeds, live financial data tickers, MSCI-Barra investment and risk management software, and various other financial applications.

 

Learning Outcomes

  • In-depth knowledge of methodologies & models used in theory and in practice – Multifactor Models, Fixed Income &  Currencies, Liquidity, Value Enhancement Strategies and the Global Economy
  • Hands-on computational finance, risk & portfolio management, and trading & execution abilities
  • An understanding of hedge fund and alternative investment strategies, manager due diligence

 

Modules

PART 1:  Quantitative Techniques by Professor Richard Yeh (Adjunct Associate Professor of Finance, NUS Business School)
Part 1 of this course is an advanced training seminar in state-of-the-art financial management techniques, drawing on Modern Portfolio Theory. It will serve as a comprehensive real world examination of the quantitative techniques available in portfolio management, and how these might be applied to the investment management industry. Topics covered include Bayes-Stein shrinkage estimation, Monte Carlo simulations & Resampling, Black-Litterman Model, and dealing with asynchronous and missing data using Stambaugh-Efron methodology. Part 1 is for 2.5 days.

PART 2:  Fundamental Investing in Asia by Professor Robert Lewis (Founder and Managing Director, Novatera Capital)
Part 2 of this course will highlight the skills necessary from a theoretical and practical standpoint for investing using a “fundamental” approach. The course aims to apply traditional Graham & Dodd “deep value” investment theory with the practical challenges of investing in Asian equity markets. Participants will gain practical experience in fundamental research techniques including interviewing company management, and doing company and sector due diligence to determine corporate governance strengths, quality of accounting information, fraud detection, etc., and financial statement modeling. Part 2 is for 1.5 days.  

PART 3:  Fixed Income and Currencies (“FIC”) by Professor Ganesh Ramchandran
We provide insights into interest rate, FX and credit markets and products, from an industry insider’s perspective. The focus will be on valuation and risk management in “FIC”, with real-life examples from the banking and hedge fund world.  The training will emphasize practical case study applications, including asset-liability management, cross currency swaps, and an in-depth analysis of infamous derivative “accidents” in history. Part 3 is for 1.5 days.

PART 4:  Securities Valuation, Risk & Portfolio Management by Professor Joseph Cherian (Practice Professor of Finance, NUS Business School)
Part 4 of this course will serve as a comprehensive real world examination of the quantitative, fundamental, behavioral, and model-based approaches utilized for performing securities valuation in the financial industry. Major topics covered include Relative Valuation, building Multifactor Models, Liquidity, Behavioral Finance, Portfolio & Risk Management, and Value Enhancement Strategies. Lectures will include hands-on lab projects, interaction with practitioners from the industry, and real-life portfolio management examples. Part 4 is for 1 day.

PART 5:  Current Issues in the Global Economy Affecting Portfolio Management by Professor Kim Sun Bae (former Chief Economist – Asia, Goldman Sachs)
This part of the course highlights some of the key changes unfolding in the macroeconomic and policy front, both globally and within Asia, which will shape the investment landscape over the near- to medium-term. Some of the current burning issues to be covered include: Prospects and risks of monetary policy “normalization” in the US; Rebalancing in China and its implications for Asia and the world; and Financial regulation post the global financial crisis. Lectures will apply some of the tools (models) of macroeconomics and international finance in framing these issues. Part 5 is for half a day.

Please click here for a g-CAPM detailed syllabus.

Faculty

Who Should Attend

Portfolio managers, analysts, and risk managers with 3 – 5 years of experience who are looking to reinvigorate their quantitative, fundamental, portfolio and risk management skills in equities and fixed income. In addition, the participants will also be exposed to a real-time macroeconomic view on current global issues affecting investment management. The programme is also relevant for those planning to make the switch from operations and administration-type functions in financial institutions to the front office, and who already have basic knowledge of investments and financial analysis.

Dates and Fees

While not encouraged, modules can also be taken on an individual basis. However, a certificate will only be issued upon completion of the 7-day g-CAPM programme.

  1. Quantitative Techniques by Professor Richard Yeh – US$2,750 (2.5 days)
  2. Fundamental Investing in Asia by Professor Robert Lewis and Fixed Income and Currencies (“FIC”) by Professor Ganesh Ramchandran – US$3,300 (3 days)
  3. Securities Valuation, Risk & Portfolio Management by Professor Joseph Cherian and Current Issues in the Global Economy affecting Portfolio Management by Professor Kim Sun Bae – US$1,650 (1.5 days)

 

Financial Training Scheme – Eligible

The 7-day g-CAPM programme is approved for listing on the Financial Training Scheme (FTS) Programme Directory and is eligible for FTS claims subject to all eligibility criteria being met.

Please note that in no way does this represent an endorsement of the quality of the training provider and programme. Participants are advised to assess the suitability of the programme and its relevance to participants’ business activities or job roles.

The FTS is available to eligible entities, at a 50% funding level of programme fees subject to all eligibility criteria being met. FTS claims may only be made for programmes listed on the FTS Programme Directory with the specified validity period. Please refer to www.ibf.org.sg for more information.

CFA Institute Continuing Education Programme

The g-CAPM programme qualifies for 40 CE credit hours. CFA Institute members are encouraged to self-document your continuing professional development activities in your online CE tracker.

*CFA Institute Member Rate US$6,300 (incl. GST)

Continuing Professional Education (CPE) by Securities Industry Development Corporation (SIDC) Malaysia

The 7-day g-CAPM programme is approved as one of the CPE-Recognised Qualifications. Please refer to SC Website.

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