Training - Mastering Performance and Risk measurement
October 16, 17, 23/10/2023
Objective of the training
In this outstanding three-day training course, you'll learn robust and rigorous methods to tackle performance calculations and risk measures. 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: 16, 17, 23/10/2023
Location: Digital City Brussels, 6 rue Jules Cockx, 1160 Brussels.
Language: Training will be given in English.
Trainer: Philippe Grégoire, PhD, Head of Financial R&D at AMINDIS. Professor at Louvain Management School, recognized in the scientific world for having published numerous articles on the subject, will be pleased to give you this training.
Prerequisites: No prior preparation is necessary. No need to bring your own computer.
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 processing
- 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 9 at the latest.
- Cancellation with a full refund can be made up to October 9. Cancellation received after this date will be charged €500 Excl VAT.