Training - Mastering Performance and Risk measurement
Specialized training in asset management
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.
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
- Impact of ESG strategies and Greenhouse gas (GHG) emissions
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
Format: inter-company, face to face
Language: English or French
Fee: the cost of this course is €1200 Excl VAT. Training materials, lunch and drinks are included in the price.
Contact support team: Sophie Tahir, Marketing Manager | +32 (0) 497/50.11.92
Prerequisites
No need to bring your computer. To take full advantages 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.
Upcoming sessions
Mastering performance and risk measurement
Please note that
- Your registration will be complete as soon as payment is received. As places are limited, payment must be done later than 15 days before the start date of the course for which you are registered.
- Cancellation with a full refund can be made up to one week before the start of the course. Cancellation received after this period of time will be charged €350 Excl VAT.