Research Methods and Investment Risk Analysis for Recovered Asset Funds

Course overview

Recovered asset funds are expected to protect public money, earn a fair return and explain every decision. Yet many are run with little evidence about what works, and with risk judged by instinct rather than measurement. This investment risk analysis course gives fund staff two related skills: how to research questions about recovered assets rigorously, and how to measure the investment risks their fund carries.

The first part covers research design for the asset recovery field: framing questions, choosing qualitative and quantitative methods, using case records and administrative data, and avoiding common errors of inference. The second part turns to risk: identifying market, credit, liquidity, concentration and inflation risk in a recovered fund, measuring them with practical tools such as volatility, duration, stress tests and scenario analysis, and setting limits. Participants apply both skills to a realistic dataset of a recovered fund holding treasury bills, bonds, bank deposits and forfeited property, and produce a short research-based risk report.

Participants leave able to support investment decisions with evidence and to explain the fund's risk position clearly to boards and auditors.

What you will be able to do

• Frame research questions about recovered asset management and performance
• Select qualitative and quantitative methods suited to those questions
• Use administrative and case data responsibly and recognise its limits
• Identify the main investment risks carried by a recovered asset fund
• Measure market, credit and liquidity risk with practical tools
• Run stress tests and scenarios for adverse market conditions
• Recommend risk limits and report the fund's risk position

Who should attend

For investment, risk and policy staff of recovered asset funds and asset recovery agencies. A grounding in finance or statistics is helpful.

• Recovered asset fund investment officers
• Risk officers
• Policy and research officers
• Treasury managers
• Investment committee members
• Internal auditors
• Ministry of finance analysts

Course outline

Fees are per participant in US dollars and cover tuition, course materials and your certificate. Travel and accommodation are not included.