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AfriScience GroupAfriScienceGroup
Finance and Treasury

Portfolio Management and Hedging

This course covers protecting a portfolio against identified risks without destroying the return it exists to produce. Delegates work through exposure identification, the instruments available for hedging equity, interest rate and currency risk, hedge ratio determination and the residual basis risk that remains, and the cost of a hedge measured properly against the exposure it removes. Practical attention goes to the decision of what not to hedge, to the accounting and disclosure consequences of a hedge, and to the constrained instrument availability in many African markets.

5 day courseRegister NowRequest Proposal

Course objectives

  • Identify and quantify the exposures within a portfolio
  • Select instruments to hedge equity, interest rate and currency risk
  • Determine a hedge ratio and quantify residual basis risk
  • Measure the cost of a hedge against the exposure removed
  • Decide deliberately what not to hedge
  • Assess the accounting and disclosure consequences of hedging
  • Work within constrained instrument availability in African markets

Who should attend

  • Portfolio and asset managers
  • Treasury professionals
  • Risk managers in investment institutions
  • Pension fund staff and trustees
  • Finance managers with market exposure

Course outline

  1. 01Exposure identification and quantification
  2. 02Hedging instruments for equity, rate and currency risk
  3. 03Hedge ratios and basis risk
  4. 04The true cost of a hedge
  5. 05Deciding what not to hedge
  6. 06Accounting and disclosure consequences
  7. 07Instrument availability in African markets
  8. 08Monitoring a hedge over its life

Scheduled sessions

Scheduled sessions for Portfolio Management and Hedging
DatesVenueFormatPriceRegister
3 to 7 September 2026Lusaka, ZambiaClassroomR11,995 per delegateRegister Now
24 to 28 September 2026Online, OnlineOnlineR7,500 per delegateRegister Now
28 September to 2 October 2026Dubai, UAEClassroomR11,995 per delegateRegister Now
14 to 18 November 2026Kigali, RwandaClassroomR11,995 per delegateRegister Now

Portfolio Management and Hedging

From R7,500

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