Training - Master performance attribution models: concepts, methods and advanced practices
Specialized training in asset management
June 12 and 13
Objective of the training
The aim of this two-day training is to provide participants with an in-depth understanding of the key concepts involved in performance attribution for diversified and bond portfolios. During the course, you will acquire advanced skills in performance attribution methods and techniques. This include Brinson-type models, rate factor models, the impact of Futures and Forex, and the integration of ESG criteria.
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
- Customer reporting managers
- Risk managers
- Customer relationship managers and financial investment advisors
- Audit, inspection, control and compliance officers
- Middle office managers
- Portfolio managers
Anyone interested in the impact of ratios on performance analysis.
Practical details
Dates: June 12 and 13, 2024 (two days of 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:
- 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 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
Peformance attribution
- Review of methods for calculating returns, TWR, MWR, and IRR
- Reminder of the different active return chaining methodologies (GRAP, Carino, Menchero)
- Brinson, Hood and Beebower model
- Brinson and Fachler model
- Singer and Karnowski model
- Factorial rate allocation models:
- Carry (Roll Down, accretion, and coupon)
- Curve effect (Shift - Twist)
- Credit effect (market - issuer)
- Integration of Futures and Forex in attribution models
- Impact of rebalancing strategies on attributions
- Impact of hedging strategies
- Impact of ESG strategies and Greenhouse gas (GHG) emissions
Please note that
- Your registration will be complete as soon as payment is received. As places are limited, payment must be done by May 27 at the latest.
- Cancellation with a full refund can be made up to May 27. Cancellation received after this date will be charged €350 Excl VAT.