Training - Mastering Performance and Risk measurement
Specialized training in asset management
May 28, 29, and 30
Objective of the training
Following the success of last year's training course in Brussels, we are thrilled to announce its expansion to Paris. In this intensive three-day training course, you will acquire solid expertise in performance calculations and risk measurement. You will study robust and rigorous methodologies, combining theory and practice through concrete Excel exercises. An in-depth analysis of results will be carried out by exploring case studies.
This course is specifically designed for people who analyze real investment portfolios, offering them concrete solutions to the challenges they face in measuring performance and risk.
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: May 28, 29, and 30, 2024 (three consecutive days of training)
Location: training center "Dolfi formation", 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 for 3 days
| 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
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
Ratios
- Comparison with a universe
- Total risk: Sharpe and Sortino ratios
- Specific risks: Appraisal and Information ratios
- Systematic risks: Jensen's Alpha, Treynor's ratio and 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 May 07 at the latest.
- Cancellation with a full refund can be made up to May 07. Cancellation received after this date will be charged €500 Excl VAT.