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Quest Training

Insurance Investment Portfolio Management Training Course

Equips insurers to build investment portfolios matched to their liabilities, balancing asset allocation, risk, liquidity and capital preservation.

INM · Insurance Investment & Asset ManagementAll Levels#1884ClassroomEnglish , Arabic
Duration
5 Days
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Free substitution at any time · 30+ days' notice: full refund minus 10%. Cancellation policy

Sectors:Insurance & Risk ManagementCategories:Insurance Investment & Asset Management

Course Overview

This advanced course provides a comprehensive framework for managing investment portfolios within insurance companies, with a strong focus on portfolio construction, strategic asset allocation, risk management, liquidity, capital preservation, and long-term investment performance. It addresses the unique investment requirements of insurers, where investment decisions must remain closely aligned with insurance liabilities, regulatory considerations, solvency objectives, and policyholder obligations. Participants will examine the complete investment portfolio management process, from defining investment objectives and constraints through asset allocation, security selection, portfolio construction, monitoring, rebalancing, performance evaluation, and continuous optimization. The course emphasizes disciplined investment decision-making supported by quantitative and qualitative analysis. The programme covers major asset classes and their associated risk-return characteristics, including fixed income, equities, cash and liquidity instruments, and alternative investments. Participants will learn how to evaluate diversification, concentration, duration, credit quality, liquidity, market exposure, and portfolio sensitivity while maintaining an appropriate balance between investment returns and capital protection. Particular emphasis is placed on insurance-specific portfolio considerations, including asset-liability management, liquidity requirements, solvency, risk appetite, investment limits, stress testing, governance, and performance reporting. Through practical exercises and a final portfolio management workshop, participants will develop an integrated approach to managing insurance investment portfolios under changing market conditions.

Learning Objectives

  • By the end of the course, participants will be able to:
  • Analyze the principles and objectives of investment portfolio management for insurance companies.
  • Define investment objectives, constraints, risk appetite, and portfolio requirements.
  • Develop strategic asset allocation strategies aligned with insurance liabilities and capital objectives.
  • Evaluate the risk-return characteristics of major investment asset classes.
  • Apply portfolio diversification and concentration management techniques.
  • Assess fixed income, equity, liquidity, and alternative investment exposures.
  • Evaluate portfolio performance using appropriate risk and return measures.
  • Apply asset-liability management principles to insurance investment portfolios.
  • Establish portfolio risk limits, investment guidelines, and monitoring indicators.
  • Apply portfolio stress testing, scenario analysis, and sensitivity analysis.
  • Develop effective portfolio rebalancing and risk mitigation strategies.
  • Strengthen investment governance, oversight, reporting, and decision-making.
  • Evaluate portfolio performance against strategic investment objectives.
  • Develop strategies for improving long-term portfolio resilience and investment performance.

Who Should Attend

This course is designed for professionals responsible for managing, overseeing, analyzing, or governing investment portfolios within insurance companies and financial institutions. It is particularly relevant to investment management, asset management, portfolio management, risk management, finance, treasury, actuarial, and capital management functions. It is suitable for Investment Managers, Portfolio Managers, Asset Managers, Investment Analysts, Investment Risk Managers, Risk Analysts, Actuaries, Treasury Managers, Financial Analysts, Capital Management Specialists, and professionals responsible for insurance investment strategy and portfolio performance. The course is also highly relevant to senior executives, investment committee members, risk committee members, and decision makers responsible for asset allocation, capital preservation, solvency, liquidity, investment performance, and the long-term financial sustainability of insurance portfolios.

Learning Outcomes

  • Upon completion of the course, participants will be able to:
  • Explain the principles and objectives of insurance investment portfolio management.
  • Define portfolio objectives, constraints, risk appetite, and investment requirements.
  • Assess the risk and return characteristics of major asset classes.
  • Construct diversified investment portfolios suitable for insurance companies.
  • Develop strategic asset allocation approaches aligned with liabilities and capital objectives.
  • Evaluate portfolio concentration, liquidity, duration, credit, and market exposures.
  • Apply asset-liability management principles to portfolio construction.
  • Measure portfolio performance and evaluate risk-adjusted returns.
  • Establish appropriate investment limits and portfolio monitoring indicators.
  • Analyze portfolio sensitivity to changes in interest rates, credit conditions, equity markets, currencies, and liquidity.
  • Conduct portfolio stress testing and scenario analysis.
  • Develop portfolio rebalancing and risk mitigation strategies.
  • Identify underperforming or excessively risky portfolio exposures.
  • Strengthen investment governance, reporting, and oversight processes.
  • Develop an integrated portfolio management framework that supports sustainable returns, capital protection, liquidity, and solvency.

Course Outline

Course Outline

Day 1

Fundamentals of Insurance Investment Portfolio Management

  • Role of investment portfolio management within insurance companies.
  • Investment objectives and strategic portfolio requirements.
  • Characteristics of insurance investment portfolios.
  • Relationship between investment assets and insurance liabilities.
  • Risk appetite, investment constraints, and portfolio guidelines.
  • Risk-return principles and investment decision-making.
  • Investment policy frameworks and portfolio mandates.
  • Strategic versus tactical portfolio management.
  • Practical Application: Develop investment objectives and portfolio constraints for a hypothetical insurance company.
Day 2

Asset Allocation, Diversification & Portfolio Construction

  • Strategic asset allocation and portfolio construction principles.
  • Tactical asset allocation and market positioning.
  • Fixed income portfolio management.
  • Equity portfolio management.
  • Cash and liquidity instruments.
  • Alternative investments and portfolio diversification.
  • Credit quality and duration considerations.
  • Concentration and correlation risks.
  • Diversification strategies across asset classes and markets.
  • Practical Application: Construct a diversified insurance investment portfolio based on defined return, risk, liquidity, and capital requirements.
Day 3

Asset-Liability Management, Risk & Liquidity

  • Principles of asset-liability management for insurers.
  • Matching assets with insurance liability characteristics.
  • Duration and cash-flow matching.
  • Liquidity planning and liquidity risk management.
  • Interest rate and market risk exposure.
  • Credit and counterparty risk.
  • Foreign exchange and currency exposure.
  • Portfolio concentration and accumulation risk.
  • Capital and solvency considerations in portfolio decisions.
  • Practical Application: Analyze an insurance portfolio and identify asset-liability, liquidity, capital, and concentration risks.
Day 4

Portfolio Performance Measurement, Stress Testing & Optimization

  • Investment performance measurement frameworks.
  • Absolute and relative performance evaluation.
  • Risk-adjusted performance measurement.
  • Benchmark selection and performance attribution.
  • Portfolio sensitivity and scenario analysis.
  • Stress testing under adverse market conditions.
  • Interest rate, credit spread, equity, currency, and liquidity scenarios.
  • Portfolio rebalancing strategies.
  • Risk mitigation and portfolio optimization.
  • Practical Application: Evaluate portfolio performance, conduct stress testing, and develop a portfolio optimization and rebalancing strategy.
Day 5

Investment Governance, Monitoring & Strategic Portfolio Management

  • Investment governance frameworks for insurance companies.
  • Roles of boards, investment committees, risk functions, and senior management.
  • Investment policies, mandates, limits, and controls.
  • Portfolio monitoring and key risk indicators.
  • Early-warning indicators and escalation mechanisms.
  • Investment performance and risk reporting.
  • Strategic decision-making under changing market conditions.
  • Continuous review of asset allocation and portfolio performance.
  • Building long-term investment resilience and sustainable returns.
  • Final Workshop: Develop an integrated insurance investment portfolio management strategy covering investment objectives, asset allocation, diversification, asset-liability management, liquidity, risk limits, performance measurement, stress testing, rebalancing, governance, monitoring, and continuous optimization.

Upcoming Dates

Selected date

Istanbul · 18 – 22 Jan 2027 · Classroom

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CityDatesPrice per ParticipantEarly Bird
BakuScheduled
2 – 6 Nov 2026€4,800—
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MadridScheduled
2 – 6 Nov 2026€5,400—
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ParisScheduled
2 – 6 Nov 2026€5,700—
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BangkokScheduled
9 – 13 Nov 2026€6,093—
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FrankfurtScheduled
9 – 13 Nov 2026€5,800—
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MakkahScheduled
9 – 13 Nov 2026€4,200—
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RiyadhScheduled
9 – 13 Nov 2026€4,200—
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BarcelonaScheduled
16 – 20 Nov 2026€5,400—
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GenevaScheduled
16 – 20 Nov 2026€6,300—
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ManamaScheduled
16 – 20 Nov 2026€4,700—
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RomeScheduled
16 – 20 Nov 2026€5,800—
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BerlinScheduled
23 – 27 Nov 2026€5,300—
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IstanbulScheduled
23 – 27 Nov 2026€4,693—
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MarrakeshScheduled
23 – 27 Nov 2026€4,200—
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ViennaScheduled
23 – 27 Nov 2026€5,700—
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CairoScheduled
30 Nov – 4 Dec 2026€3,300€2,970until 9 Nov
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Kuala LumpurScheduled
30 Nov – 4 Dec 2026€4,400€3,960until 9 Nov
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MilanScheduled
30 Nov – 4 Dec 2026€6,000€5,400until 9 Nov
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CasablancaScheduled
7 – 11 Dec 2026€4,300€3,870until 16 Nov
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LisbonScheduled
7 – 11 Dec 2026€5,400€4,860until 16 Nov
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MunichScheduled
7 – 11 Dec 2026€5,400€4,860until 16 Nov
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AmmanScheduled
14 – 18 Dec 2026€3,099€2,789until 23 Nov
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DammamScheduled
14 – 18 Dec 2026€4,200€3,780until 23 Nov
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LondonScheduled
14 – 18 Dec 2026€5,600€5,040until 23 Nov
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MuscatScheduled
14 – 18 Dec 2026€5,300€4,770until 23 Nov
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OnlineScheduled
20 – 24 Dec 2026€1,700€1,530until 30 Nov
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AmsterdamScheduled
21 – 25 Dec 2026€5,400€4,860until 30 Nov
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DohaScheduled
21 – 25 Dec 2026€4,400€3,960until 30 Nov
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MadinahScheduled
21 – 25 Dec 2026€4,200€3,780until 30 Nov
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DubaiScheduled
27 – 31 Dec 2026€4,400€3,960until 7 Dec
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IstanbulScheduled
18 – 22 Jan 2027€4,693€4,224until 28 Dec
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Available in: Istanbul · Dubai · London · Riyadh · Doha · Amsterdam

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