Blended course: six self-paced video lessons and two live Zoom workshops (17 and 24 November 2026), with course notes, slides, an Excel workbook and solved exercises.
A blended course of six self-paced video lessons and two live Zoom workshops for practitioners who price fixed-rate bonds, measure interest rate risk and use the yield curve to value government and corporate bonds.
Objectives
- Price fixed-coupon bonds from cash flows and yields; distinguish clean price, dirty price and accrued interest.
- Compute yield to maturity, duration, DV01 and convexity; estimate price changes when rates move.
- Read the yield curve and derive spot and forward rates.
- Value corporate bonds as the government yield for the same tenor plus a credit spread.
Who should attend
Treasury, investment, risk, accounting and valuation staff at banks, securities firms, funds and insurers, and staff of regulators. Basic Excel skills are required.
Programme
| Part | Content | Format |
|---|---|---|
| Lesson 1 | Cash flows and bond prices | Self-paced video |
| Lesson 2 | Yield to maturity and the price–yield relationship | Self-paced video |
| Lesson 3 | Duration and DV01 | Self-paced video |
| Lesson 4 | Convexity | Self-paced video |
| Lesson 5 | The yield curve | Self-paced video |
| Lesson 6 | Valuing corporate bonds | Self-paced video |
| Workshop 1 | Pricing, YTM, duration and convexity in the workbook | Zoom, 19:00 – 21:00, Tuesday 17 November 2026 |
| Workshop 2 | Yield curves, corporate bond valuation, Q&A and final test | Zoom, 19:00 – 21:00, Tuesday 24 November 2026 |
Watch lessons 1–4 before the first workshop and lessons 5–6 before the second.
Materials
- Course notes (PDF, 10 pages) with worked examples, a Vietnamese–English glossary and useful Excel functions.
- Lesson slides (PDF).
- Practice workbook (Excel): pricing, accrued interest, YTM, sensitivity, yield curve, corporate bonds.
- Case exercises with solutions.
- Six video lessons and links to VBMA yield curve data.
Once registered, participants open the materials, watch the videos and join the Zoom class in the Learning resources & class section of this page. Participants who register with the form receive a private link.
Requirements
A computer with Microsoft Excel or an equivalent spreadsheet, a stable Internet connection and the Zoom app.
Fees and certificate
- VBMA members: free. Others: VND 1,500,000 per participant.
- Participants who attend both workshops and pass the final test receive a certificate of completion.
Contact
VBMA Secretariat – info@vbma.org.vn.
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