Training - Mastering Performance and Risk measurement
November 12 and 13
Objective of the training
In this two-day training course, you'll learn robust and rigorous methods to tackle performance calculations. Practical exercises will be solved using Excel. In-depth interpretation of calculations will be done through the study of business cases.
Asset managers or asset owners involved in investment portfolio management will find practical answers to the many questions that arise calculating risks and performance.
What's in it for me?
Enhanced expertise
Gain a solid grasp of performance and risk calculation techniques applicable across industries.
Informed decision-making
Learn to interpret indicators to make informed decisions, optimize performance, and proactively mitigate risks.
Networking opportunities
Exchange with peers and expand your professional network.
Career growth
Elevate your skill set, making yourself an invaluable asset in your organization's success.
Who should attend?
- Performance analysts
- Reporting managers
- Performance managers
- Finance managers
- Financial and management executives
- Financial investment advisors
- Control and compliance officers
- Middle office
Anyone interested in mastering or better understanding performance and risk measurement.
Practical details
Dates: November 12 and 13 (two-day of training)
Location: Digital City Brussels, 6 rue Jules Cockx, 1160, Brussels.
Format: inter-company, face to face
Language: English
Trainer: Philippe Grégoire, PhD, Head of Financial R&D at AMINDIS. Professor at Louvain School of Management, recognized in the academic world for having published numerous articles on the subject, will be pleased to give you this training
Prerequisites: no need to bring your own computer. To take full advantage of this training include:
- Concepts of different financial instruments
- Concepts of portfolio management
- Professional experience in finance-related fields
While not strictly required, these prerequisites enhance participants' understanding and maximize training benefits. Participants with limited experience in the financial field could also benefit from the training, although they many require more time to grasp fundamental concepts.
Useful information
Programme
| 08:00 | Welcome and coffee |
| 08:30 - 10:00 | Training |
| 10:00 - 10:30 | Break |
| 10:30 - 12:30 | Training |
| 12:30 - 13:30 | Networking lunch offered by AMINDIS |
| 13:30 - 15:00 | Training |
| 15:00 - 15:30 | Break |
| 15:30 - 17:00 | Training and conclusion |
Topics covered during training
Returns
- Arithmetic, geometric and logarithmic returns
- Return in local currency, reporting and hedged return
- Money Weighted Returns, Time Weighted Returns and Internal Rate of Return
- Contribution/withdrawal processing, Begin of Day, End of Day, Dietz and Modified Dietz
- Transaction based returns
- Contribution to return and chaining of contributions
- Returns from derivatives and sub-portfolios using derivatives
- Benchmark returns, rebalancing and hedging
- Fund returns, net NAV, gross NAV and TER
Risk
- Identification and measurement of different sources of risk
- Normal distribution and standard deviation (volatility)
- Specific and systematic risk
- Downside risk
- Maximum Drawdown and Time under water
- Value at Risk
- Expected Shortfall
- Tracking error
Please note that
- Your registration will be complete as soon as payment is received. As places are limited, payment must be done by October 21 at the latest.
- Cancellation with a full refund can be made up to October 21. Cancellation received after this date will be charged €350 Excl VAT.