Investment Performance Measurement, Attribution & Risk (London, United Kingdom - October 5-6, 2020) - ResearchAndMarkets.com
The "Investment Performance Measurement, Attribution & Risk" training has been added to ResearchAndMarkets.com's offering.
The course is very practical and conducted by an expert with over 20 years of practical experience. You will have a chance to work on real-life examples and participate in discussions and Q&As. You will receive a comprehensive set of course materials and course certificate on completion.
What will you learn
This is a comprehensive, hands-on business introduction to the concepts and application of Investment Performance Reporting, Equity Attribution and Ex-Post Risk. Although it includes brief coverage of Fixed Interest Attribution, Multi-Currency Attribution and Ex-Ante Risk each of these more complex applications is given separate, dedicated one-day coverage in other workshops.
The workshop includes numerous case studies which work from raw data. It also includes coverage of the data management implications of Performance and Attribution implementations.
By attending this workshop you will gain an understanding of Performance, Attribution and Risk to allow to follow through from Portfolio Valuation to Performance Report. In addition, you will be able to take the applications forward to get to the next stage' performance analysis, client reporting and user problem-solving.
Pre-arrival requirements. It is assumed that prospective attendees will have:
Investment Performance, Attribution and Risk are complex topics. Each includes concepts distinct from, for example, Investment Reporting, Accounting or Fund Pricing. Accordingly, a simple spreadsheet with guide is made available for prospective attendees pre-workshop to attempt and gain initial familiarity with key concepts.
Key Topics Covered:
Day 1 - Performance Returns
Objectives and Scope
Consolidation Case Study: Daily Security and Cash Returns
Annualised vs Cumulative Returns
Impact of Fees
Case Study: Benchmark Creation from Indices
Day 2 - Performance Attribution and Risk
Equity Attribution - Top-Down', Single Period
Case Study Equity Attribution - Top Down
Equity Attribution - Bottom Up' Alternative, Single Period
Case Study Attribution Smoothing: Frongello Algorithms
Introduction to Multi-Currency Attribution
Ex-Post - Key Absolute Measures
Ex-Post - Key Relative Measures
Case Study Part 3: Relative Measures
Questions and Close
Paul has over 25 years asset management industry business consultancy and professional training experience. This has encompassed all three of the traditional Offices' - Front, Middle and Back/Investment Accounting - so he has a unique understanding of the inter-Office dependencies and data flows.
Paul's cross-industry consultancy and training experience has encompassed more than a dozen major hands-on implementation projects involving organisations both large and small - such as BNP Paribas Securities Services, Swiss Re, AIMCo, Riyad and NCB Banks and AXA Wealth. He has designed and rolled out, across 6 of the 7 continents, a Middle Office Product Training Programme for a Global Software House involving both physical and virtual classrooms as delivery mediums
For more information about this training visit https://www.researchandmarkets.com/r/lvk35k
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