The Yield Curve Call
You sit on the investment committee of Banca Aurelia S.p.A., a mid-sized Italian commercial bank running a €9.0bn securities portfolio.
Interactive simulation where students build bond portfolios, stress-test them against yield curve shifts, and develop intuition for duration, convexity, and immunization strategies in fixed income markets.
An advanced simulation for participants used to working with the main frameworks and trade-offs of the subject, designed for executive education and experienced professionals.
The decisions participants make during the simulation:
What participants follow on screen as the rounds go by:
Designed for courses in Financial Markets.
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