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3 Day Workshop on Investment Performance Measurement, Attribution & Risk - November 22-24, 2021: Understand and Apply Global Investment Performance Standards - ResearchAndMarkets.com
[October 11, 2021]

3 Day Workshop on Investment Performance Measurement, Attribution & Risk - November 22-24, 2021: Understand and Apply Global Investment Performance Standards - ResearchAndMarkets.com


The "Investment Performance Measurement, Attribution & Risk" training has been added to ResearchAndMarkets.com's offering.

This investment performance programme is conducted online via a virtual class which will be delivered over 3 x 4.5 hour sessions on 22-24 Nov (3 sessions), starting at 10 a.m UK time. The course is delivered by a senior expert with over 20 years of international experience. On completion, you will receive a comprehensive set of course materials and an investment performance measurement, attribution and risk course certificate.

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 Performane, Attribution and Risk to allow you 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.



Participation in this workshop requires a Laptop with Excel 2003 or a later version. A laptop can be provided by the organiser upon request for an additional fee.

Pre-arrival requirements


It is assumed that prospective attendees will have:

  • a reasonable understanding of securities processing and client reporting, valuation reporting especially
  • average competency with MS Excel (2003 version as a minimum).
  • 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 as a guide is made available for prospective attendees pre-workshop to attempt and gain initial familiarity with key concepts.

What will you learn

By the end of the course you will be able to:

  • Calculate returns and use key metrics
  • Understand the benchmarks and indices and use them to measure performance
  • Calculate and measure risk
  • Track errors in performance
  • Apply portfolio attribution
  • Understand and apply Global Investment Performance Standards
  • Present performance results and prepare reports

Key Topics Covered:

Main topics covered during this training

  • Performance Returns
  • Annualised vs Cumulative Returns
  • Impact of Fees
  • Currency impact
  • Benchmarking
  • Contribution Analysis
  • GIPS
  • Performance Attribution
  • Equity Attribution - 'Top Down', Single Period
  • Equity Attribution - 'Bottom Up' Alternative, Single Period
  • Introduction to Multi-Currency Attribution
  • Ex-Post and Ex-Ante Risk
  • Statistical Concepts
  • Ex-Post - Key Absolute Measures
  • Ex-Post - Key Relative Measures

For more information about this training visit https://www.researchandmarkets.com/r/37zaa7


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