Training - Master the use of ratios to interpret performance and assess risk
Specialized training in asset management
Date: to be confirmed
Objective of the training
This one-day course aim to deepen participants' understanding of risk-adjusted financial performance measures. The course will focus on the three main categories of risk: total, systemic, and specific. By emphasizing ratio utilization and interpretation, the course presents a unique opportunity to master core principals and significant indicators.
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
- Risk managers
- Request For Proposal managers (RFP)
- Request For Information managers (RFI)
- Customer relationship managers
- Control and compliance officers
- Middle office
Anyone interested in the impact of ratios on performance analysis.
Practical details
Date: to be confirmed (one-day training)
Location: "Dolfi formation" training center, Rue Saint-Lazare 91, 75009 Paris
Format: inter-company, face to face
Language: French
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 computer. To take full advantage of this training include:
- Basic understanding of financial concepts
- Familiarity with investment 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 may require more time to grasp fundamental concepts.
Useful information
Programme
| 09:00 | Welcome and coffee |
| 09:30 - 11:00 | Training |
| 11:00 - 11:30 | Break |
| 11:30 - 13:00 | Training |
| 13:00 - 14:00 | Networking lunch offered by AMINDIS |
| 14:00 - 15:30 | Training |
| 15:30 - 16:00 | Break |
| 16:00 - 17:30 | Training and conclusion |
Topics covered during training
Risk (ex-post)
- Identification and measurement of different sources of risk
- Standard deviation (volatility)
- Specific and systematic risk
- Downside risk
- Maximum Drawdown and recovery period
- Value at Risk (VaR)
- Conditional value at risk (CvaR) or expected loss
- Tracking error
Ratio
- Comparison with a universe
- Total risk:
- Sharpe ratio
- Sortino ratio
- Specific risk
- Appraisal ratio
- Information ratio
- Systematic risks:
- Jensen's Alpha
- Treynor's ratio
- Modigliani M²
- Summary and interpretation
Please note that
- Your registration will be complete as soon as payment is received. As places are limited, payment must be done by (TBC) at the latest.
- Cancellation with a full refund can be made up to (TBC). Cancellation received after this date will be charged €250 Excl VAT.