Quantitative Techniques for Debt Management
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Bibliographic details
- Session: SA 25.40
- Location: New Delhi, India
- Dates: October 6-10, 2025 (1 week)
- Delivery method: In-person Training
- Primary language: English
- Status: Deadline passed
Target audience and qualifications
- Target Audience: Officials from finance ministries, treasury departments, debt management offices, and central banks.
- Qualifications: Participants are expected to have a degree in economics or finance, or equivalent experience, as well as at least two years of working experience in debt management.
Course description
- Purpose: Build capacity on key quantitative concepts in fixed income for debt managers, and for undertaking debt management operations.
- Intended outcomes: Enable participants to improve analysis of potential financing options and evaluate the pricing of loans and securities.
- Additional focus areas: Quantitative techniques in liability management operations; options for developing and publishing yield curves when pursuing a benchmark issuance strategy.
Course objectives
Upon completion of this course, participants should be able to:
- Understand the characteristics of different debt management instruments in terms of their cashflows and be able to calculate price, yield, modified duration, and other metrics.
- Understand the difference between forward, spot and par yields and be able to build basic yield curves using fitting techniques in Excel.
- Understand how to actively manage the redemption profile with debt buybacks, reverse and switch auctions, including the pricing mechanics of such operations.
- Demonstrate a knowledge of other relevant financial instruments for a debt manager, including repo, interest rate and exchange rate swaps.