Welcome to BlackRock Educational Academy 2025!
New to BlackRock?
See below for available learning. Register for on-demand, in-person or virtual learning to suit your needs!
FOR QUALIFIED AND PROFESSIONAL CLIENTS, WHOLESALE, PROFESSIONAL, QUALIFIED AND INSTITUTIONAL INVESTORS, SOPHISTICATED INSTITUTIONS ONLY – NOT FOR PUBLIC DISTRIBUTION
Please Read All Important Disclosures >
Log in here using your registered
email address and password:
Asset Allocation & Portfolio Construction
Feb 25-27
San Francisco
Topics Include: The new market regime, re-imagining the traditional portfolio, asset allocation and construction best practices, strategic and tactical asset allocation, cryptocurrency, Factors and key asset classes to consider.
Official Institutions Symposium
May 12-15
London
2025 Registration Link
Topics Include: Optimal level of reserves, trends and new paradigms in reserve management, asymmetry in fixed income, macroeconomics updates, currency diversification, cryptocurrency, liquidity management and trends in market structure.
Fixed Income & Equities
Sept 15-18
New York
2025 Registration Link
Topics Include: Fixed income & Equities market overview and outlook, fixed income investing in rates, mortgages, credits, high yield, credit research, liquidity and trading/market structure, Emerging Markets, AI, Fundamental and Systematic Equities.
Mastering Private Markets
Oct 14-16
New York
2025 Registration Link
Topics Include: Liquid and illiquid, private equity, private markets, credit, hedge funds, fund of funds, real estate, infrastructure, market and key trends in alternatives
Building Resilient Portfolios
Nov 3-6
Singapore
Topics Include: Mega forces overview and impact on portfolios, Technology, Demographics, The Transition and Geopolitics, new market regime, emerging markets and key asset classes to consider.
Please note that when registering for any live event you will receive full access to the on-demand portal. Use this option if you do not want to attend a live event but wish to access content on-demand only.