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X-ORIGINAL-URL:https://cfanorthcarolina.org
X-WR-CALDESC:Events for CFA Society North Carolina
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DTSTART;TZID=America/New_York:20250301T130000
DTEND;TZID=America/New_York:20250301T143000
DTSTAMP:20260422T074719
CREATED:20250210T164907Z
LAST-MODIFIED:20250210T184441Z
UID:6792-1740834000-1740839400@cfanorthcarolina.org
SUMMARY:Mastering the Level II & III CFA Exams
DESCRIPTION:This event is free for all Level II and III CFA Candidates. We are excited to present CFA charterholders who have recently passed their Level III Exam and will give tips on their process to prepare and study for the CFA Exams.
URL:https://cfanorthcarolina.org/event/mastering-the-level-ii-iii-cfa-exams-2/
CATEGORIES:Candidate Focused Event,Special Invitation for CFANC Members,Virtual
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BEGIN:VEVENT
DTSTART;TZID=America/New_York:20250304T180000
DTEND;TZID=America/New_York:20250304T210000
DTSTAMP:20260422T074719
CREATED:20250218T162232Z
LAST-MODIFIED:20250311T204053Z
UID:6815-1741111200-1741122000@cfanorthcarolina.org
SUMMARY:CLT-Mardi Gras & Casino Night
DESCRIPTION:Join us and our colleagues from CAIA for our first Mardi Gras and Casino night fundraiser for the NC Council on Economic Education benefitting financial literacy in NC public schools. \n\n\n\nYour entrance fee covers all drinks\, a buffet dinner featuring cajun cuisine\, gambling chips\, and\, of course\, the customary King Cake! So come celebrate Mardi Gras with us while supporting financial literacy in NC!
URL:https://cfanorthcarolina.org/event/clt-mardi-gras-casino-night/
LOCATION:The Dunhill Hotel\, 237 N. Tryon Street\, Charlotte\, North Carolina\, 28202
CATEGORIES:Co-Sponsored Event,Networking
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BEGIN:VEVENT
DTSTART;TZID=America/New_York:20250312T173000
DTEND;TZID=America/New_York:20250312T193000
DTSTAMP:20260422T074719
CREATED:20250206T191927Z
LAST-MODIFIED:20250206T191928Z
UID:6786-1741800600-1741807800@cfanorthcarolina.org
SUMMARY:Triangle Networking-Ponysaurus Brewing Co.
DESCRIPTION:Join us for an evening of meaningful connections and professional networking with fellow CFA NC members and candidates. Register now to expand your network and engage in great conversations!
URL:https://cfanorthcarolina.org/event/triangle-networking-ponysaurus-brewing-co/
LOCATION:Ponysaurus Brewing Company\, 219 Hood Street\, Durham\, North Carolina\, 27701
CATEGORIES:Monthly Meeting
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END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20250322T130000
DTEND;TZID=America/New_York:20250322T170000
DTSTAMP:20260422T074719
CREATED:20250117T184601Z
LAST-MODIFIED:20250206T193302Z
UID:6734-1742648400-1742662800@cfanorthcarolina.org
SUMMARY:Level I Derivatives and Alternatives Bootcamp
DESCRIPTION:Prepare yourself for the Derivatives and Alternatives sections for the 2025 Level I CFA Exam! Combined\, the Derivatives and Alternatives sections can account for up to 18% of the Level I Exam. Both sections can be intimidating\, especially for first-time candidates potentially costing valuable time and points on exam day. Are you ready to quickly and correctly answer questions on interest rate swaps\, put-call parity\, as well as discuss alternative investment performance both before and after fees? \n\n\n\nPlease join Milton Hadinoto\, CFA as he helps prepare you for both the Derivatives and Alternatives sections of the Level I CFA Exam. This workshop will go over some key concepts and provide you with 30 – 40 exam-type questions covering both sections. Mr. Hadinoto will cover the key concepts\, questions\, and provide test-taking tips specific to both sections of the 2025 Level I exam.
URL:https://cfanorthcarolina.org/event/level-i-derivatives-and-alternatives-bootcamp/
CATEGORIES:Candidate Focused Event,Virtual
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BEGIN:VEVENT
DTSTART;TZID=America/New_York:20250325T120000
DTEND;TZID=America/New_York:20250325T131500
DTSTAMP:20260422T074719
CREATED:20250217T195618Z
LAST-MODIFIED:20250311T204123Z
UID:6808-1742904000-1742908500@cfanorthcarolina.org
SUMMARY:CLT-Alpha Driven Fixed Income: Why Active Management Works
DESCRIPTION:Passive equities and passive fixed income are not equal and there are risks to viewing them as such. This session highlights some of the challenges passive fixed income management can present to investors and an in-depth analysis of how active managers use different methods to generate alpha. This presentation demonstrates why credit wins over time and why investors should use duration as a risk management tool versus an alpha generator. \n\n\n\nSession Key Takeaways: \n\n\n\n\nInvesting in passive fixed income should not be equated with investing in passive fixed income due to structural differences in index construction.\n\n\n\nForecasting interest rate movements or making duration bets is well documented to be challenging and not a reliable returns generator.\n\n\n\nHaving flexibility in when/if you add credit or exit credit can be beneficial.\n\n\n\n\nALT session Key Takeaways: \n\n\n\n\nInvesting in passive fixed income should not be equated with investing in passive fixed income due to structural differences in index construction. Attendees will learn that these risks include issuer concentration risk\, issuance-based index construction (which impacts issuer concentration and interest rate risk exposure)\, and a limited opportunity set as the most commonly used index (U.S. Bloomberg Aggregate) only represents ½ of the available U.S. fixed income market. Passive equity indices have different requirements\, and inclusion is generally a function of fundamentals – the most commonly used index (S&P 500) represents about 80% of available market capitalization.\n\n\n\nForecasting interest rate movements or making duration bets is well documented to be challenging and not a reliable returns generator as you either win your bet or lose. A study completed by the University of California\, Berkeley shows that out of 16\,559 forecasts of unemployment\, inflation\, and economic growth (the longest and most complete forecasting project\, the Survey of Professional Forecasters) forecasters were only correct ~23% of the time. This presentation will also cover that the market is not the best guide for future interest rate moves. In the past 5 years\, market pricing of the Federal Funds Interest Rate 1 year in the future has been incorrect from a magnitude standpoint and/or a directional standpoint.\n\n\n\nThe presentation will cover the basics of credit risk and how investors are compensated for taking on additional credit risk. Attendees will learn that historically credit has excess returns over Treasury securities despite experiencing more price volatility\, and that this volatility declines over longer holding periods. The presentation will also cover how credit spreads can be used to gauge whether current compensation for taking on credit risk is appropriate and how investors can position portfolios that best meet their risk appetite.\n\n\n\n\nSpeaker Bio: Jim Jackson\, CFA: Chief Investment Officer\, Victory Income Investors \n\n\n\nJim Jackson is the Chief Investment Officer of Victory Income Investors\, which was formerly known as USAA Investments\, a Victory Capital Investment Franchise\, and was acquired by Victory Capital in July 2019. Mr. Jackson joined USAA in 2009. Previous experience includes roles with Hartford Investment Management Company (HIMCO)\, Barings and Cigna Investment Management. Prior to entering the investment business\, Jim served in the United States Marine Corps. Mr. Jackson holds a B.S. in economics from the United States Naval Academy and received an MBA with High Distinction from the Ross School of Business at the University of Michigan in 2001. He is a CFA® charterholder.
URL:https://cfanorthcarolina.org/event/clt-alpha-driven-fixed-income-why-active-management-works/
LOCATION:Morton’s the Steakhouse\, 227 W Trade St #150\, Charlotte\, NC\, 28202\, United States
CATEGORIES:Monthly Meeting
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END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20250326T080000
DTEND;TZID=America/New_York:20250326T091500
DTSTAMP:20260422T074719
CREATED:20250217T195951Z
LAST-MODIFIED:20250228T143730Z
UID:6810-1742976000-1742980500@cfanorthcarolina.org
SUMMARY:Triad-Alpha Driven Fixed Income: Why Active Management Works
DESCRIPTION:Passive equities and passive fixed income are not equal and there are risks to viewing them as such. This session highlights some of the challenges passive fixed income management can present to investors and an in-depth analysis of how active managers use different methods to generate alpha. This presentation demonstrates why credit wins over time and why investors should use duration as a risk management tool versus an alpha generator. \n\n\n\nSession Key Takeaways: \n\n\n\n\nInvesting in passive fixed income should not be equated with investing in passive fixed income due to structural differences in index construction.\n\n\n\nForecasting interest rate movements or making duration bets is well documented to be challenging and not a reliable returns generator.\n\n\n\nHaving flexibility in when/if you add credit or exit credit can be beneficial.\n\n\n\n\nALT session Key Takeaways: \n\n\n\n\nInvesting in passive fixed income should not be equated with investing in passive fixed income due to structural differences in index construction. Attendees will learn that these risks include issuer concentration risk\, issuance-based index construction (which impacts issuer concentration and interest rate risk exposure)\, and a limited opportunity set as the most commonly used index (U.S. Bloomberg Aggregate) only represents ½ of the available U.S. fixed income market. Passive equity indices have different requirements\, and inclusion is generally a function of fundamentals – the most commonly used index (S&P 500) represents about 80% of available market capitalization.\n\n\n\nForecasting interest rate movements or making duration bets is well documented to be challenging and not a reliable returns generator as you either win your bet or lose. A study completed by the University of California\, Berkeley shows that out of 16\,559 forecasts of unemployment\, inflation\, and economic growth (the longest and most complete forecasting project\, the Survey of Professional Forecasters) forecasters were only correct ~23% of the time. This presentation will also cover that the market is not the best guide for future interest rate moves. In the past 5 years\, market pricing of the Federal Funds Interest Rate 1 year in the future has been incorrect from a magnitude standpoint and/or a directional standpoint.\n\n\n\nThe presentation will cover the basics of credit risk and how investors are compensated for taking on additional credit risk. Attendees will learn that historically credit has excess returns over Treasury securities despite experiencing more price volatility\, and that this volatility declines over longer holding periods. The presentation will also cover how credit spreads can be used to gauge whether current compensation for taking on credit risk is appropriate and how investors can position portfolios that best meet their risk appetite.\n\n\n\n\nSpeaker Bio: Jim Jackson\, CFA: Chief Investment Officer\, Victory Income Investors \n\n\n\nJim Jackson is the Chief Investment Officer of Victory Income Investors\, which was formerly known as USAA Investments\, a Victory Capital Investment Franchise\, and was acquired by Victory Capital in July 2019. Mr. Jackson joined USAA in 2009. Previous experience includes roles with Hartford Investment Management Company (HIMCO)\, Barings and Cigna Investment Management. Prior to entering the investment business\, Jim served in the United States Marine Corps. Mr. Jackson holds a B.S. in economics from the United States Naval Academy and received an MBA with High Distinction from the Ross School of Business at the University of Michigan in 2001. He is a CFA® charterholder.
URL:https://cfanorthcarolina.org/event/triad-alpha-driven-fixed-income-why-active-management-works/
LOCATION:Forsyth Country Club\, Winston Salem\, NC\, United States
CATEGORIES:Monthly Meeting
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END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20250326T120000
DTEND;TZID=America/New_York:20250326T131500
DTSTAMP:20260422T074719
CREATED:20250217T201753Z
LAST-MODIFIED:20250228T143632Z
UID:6812-1742990400-1742994900@cfanorthcarolina.org
SUMMARY:Triangle-Alpha Driven Fixed Income: Why Active Management Works
DESCRIPTION:Passive equities and passive fixed income are not equal and there are risks to viewing them as such. This session highlights some of the challenges passive fixed income management can present to investors and an in-depth analysis of how active managers use different methods to generate alpha. This presentation demonstrates why credit wins over time and why investors should use duration as a risk management tool versus an alpha generator. \n\n\n\nSession Key Takeaways: \n\n\n\n\nInvesting in passive fixed income should not be equated with investing in passive fixed income due to structural differences in index construction.\n\n\n\nForecasting interest rate movements or making duration bets is well documented to be challenging and not a reliable returns generator.\n\n\n\nHaving flexibility in when/if you add credit or exit credit can be beneficial.\n\n\n\n\nALT session Key Takeaways: \n\n\n\n\nInvesting in passive fixed income should not be equated with investing in passive fixed income due to structural differences in index construction. Attendees will learn that these risks include issuer concentration risk\, issuance-based index construction (which impacts issuer concentration and interest rate risk exposure)\, and a limited opportunity set as the most commonly used index (U.S. Bloomberg Aggregate) only represents ½ of the available U.S. fixed income market. Passive equity indices have different requirements\, and inclusion is generally a function of fundamentals – the most commonly used index (S&P 500) represents about 80% of available market capitalization.\n\n\n\nForecasting interest rate movements or making duration bets is well documented to be challenging and not a reliable returns generator as you either win your bet or lose. A study completed by the University of California\, Berkeley shows that out of 16\,559 forecasts of unemployment\, inflation\, and economic growth (the longest and most complete forecasting project\, the Survey of Professional Forecasters) forecasters were only correct ~23% of the time. This presentation will also cover that the market is not the best guide for future interest rate moves. In the past 5 years\, market pricing of the Federal Funds Interest Rate 1 year in the future has been incorrect from a magnitude standpoint and/or a directional standpoint.\n\n\n\nThe presentation will cover the basics of credit risk and how investors are compensated for taking on additional credit risk. Attendees will learn that historically credit has excess returns over Treasury securities despite experiencing more price volatility\, and that this volatility declines over longer holding periods. The presentation will also cover how credit spreads can be used to gauge whether current compensation for taking on credit risk is appropriate and how investors can position portfolios that best meet their risk appetite.\n\n\n\n\nSpeaker Bio: Jim Jackson\, CFA: Chief Investment Officer\, Victory Income Investors \n\n\n\nJim Jackson is the Chief Investment Officer of Victory Income Investors\, which was formerly known as USAA Investments\, a Victory Capital Investment Franchise\, and was acquired by Victory Capital in July 2019. Mr. Jackson joined USAA in 2009. Previous experience includes roles with Hartford Investment Management Company (HIMCO)\, Barings and Cigna Investment Management. Prior to entering the investment business\, Jim served in the United States Marine Corps. Mr. Jackson holds a B.S. in economics from the United States Naval Academy and received an MBA with High Distinction from the Ross School of Business at the University of Michigan in 2001. He is a CFA® charterholder.
URL:https://cfanorthcarolina.org/event/triangle-alpha-driven-fixed-income-why-active-management-works/
LOCATION:Flemings Steakhouse\, Crabtree Valley Mall\, Glenwood Ave #5004\, Raleigh\, NC\, United States
CATEGORIES:Monthly Meeting
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END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20250329T130000
DTEND;TZID=America/New_York:20250329T143000
DTSTAMP:20260422T074719
CREATED:20250117T193251Z
LAST-MODIFIED:20250117T193252Z
UID:6736-1743253200-1743258600@cfanorthcarolina.org
SUMMARY:Level II Ethics Workshop
DESCRIPTION:Professions can only exist within an industry when those acting with transparency\, integrity\, candor\, and trust reach a critical mass. Come join Paul Hwang\, CFA as he analyses CFA Institute’s Code of Ethics and Standards of Professional Conduct within the Level II CFA Curriculum. \n\n\n\nThis discussion will follow CFA Institute’s Learning Outcome Statements for 2025 Level II CFA Curriculum Volume 10\, Modules 1-3: \n\n\n\n\nDescribe the six components of the Code of Ethics and the seven Standards of Professional Conduct.\n\n\n\nExplain the ethical responsibilities required of CFA Institute members and candidates in the CFA Program by the Code and Standards.\n\n\n\nDemonstrate a thorough knowledge of the CFA Institute Code of Ethics and Standards of Professional Conduct by applying the Code and Standards to specific situations.\n\n\n\nRecommend practices and procedures designed to prevent violations of the Code of Ethics and Standards of Professional Conduct.\n\n\n\nEvaluate practices\, policies\, and conduct relative to the CFA Institute Code of Ethics and Standards of Professional Conduct.\n\n\n\nExplain how the practices\, policies\, and conduct do or do not violate the CFA Institute Code of Ethics and Standards of Professional Conduct.
URL:https://cfanorthcarolina.org/event/level-ii-ethics-workshop-2/
CATEGORIES:Candidate Focused Event,Virtual
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