DUBLIN, Oct. 15, 2020 /PRNewsCentre/ — The "Investment Performance Measurement, Attribution & Risk" training has been added to ResearchAndMarkets.com’s offering.
A unique opportunity to complete this programme online via a webinar which will be delivered over 3 x 4.5 hour sessions on 16, 18, 19 of Nov starting at 9.30 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 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 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.
Participation in this workshop requires a Laptop with Excel 2003 or later version. We can provide laptop if requested for additional fee.
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.
What will you learn
By the end of the course you will be able to:
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
Deconstructing the Value Add
Brinson Additive Benchmark-Relative Methodology
Attribution Elements – Top-Down’ Approach
Single Currency Approach
Total of Elements Reconciliation to Excess Return
What if?’ Analysis of Attribution Elements
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
For more information about this training visit https://www.researchandmarkets.com/r/ft5njq
Research and Markets also offers Custom Research services providing focused, comprehensive and tailored research.
Research and Markets
Laura Wood, Senior Manager
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SOURCE: Research and Markets