International Investment Performance Measurement, Risk & Attribution Training Course: Investment Performance Reporting, Equity Attribution and Ex-Post Risk (Mar 23rd - Mar 25th, 2026)
Dublin, Feb. 19, 2026 (GLOBE NEWSWIRE) -- The "Investment Performance Measurement, Risk & Attribution (Mar 23rd - Mar 25th, 2026)" training has been added to ResearchAndMarkets.com's offering.
This is a comprehensive, hands-on business introduction to the concepts and application of Investment Performance Reporting, Equity Attribution and Ex-Post Risk. Although it includes brief coverage of Fixed Interest Attribution, Multi-Currency Attribution and Ex-Ante Risk, each of these more complex applications is given separate, dedicated one-day coverage in other workshops.
The workshop includes numerous case studies which work from raw data. It also includes coverage of the data management implications of Performance and Attribution implementations.
By attending this workshop you will gain an understanding of Performance, Attribution and Risk to allow you to follow through from Portfolio Valuation to Performance Report. In addition, you will be able to take the applications forward to 'get to the next stage' performance analysis, client reporting and user problem solving.
Investment Performance, Attribution and Risk are complex topics. Each includes concepts distinct from, for example, Investment Reporting, Accounting or Fund Pricing. Accordingly, a simple spreadsheet as a guide is made available for prospective attendees pre-workshop to attempt and gain initial familiarity with key concepts.
Key Topics Covered:
Day 1 - Performance Returns
Middle Office' Environment
Performance Returns
Simple Returns - Absolute and Percentage
Consolidation Case Study: Daily Security and Cash Returns
Internal Rate of Return
Annualised vs Cumulative Returns
Annualised and Cumulative Reporting Options
Impact of Fees
Regulatory Requirements
Currency impact
Local, Currency and Base Returns
Benchmarking
Types of Benchmark
Case Study: Benchmark Creation from Indices
Contribution as Position Weight * Position Return
GIPS
Overview of Global Investment Performance Standards
Day 2 - Performance Attribution and Risk
Performance Attribution
Review of Day 1
Attribution
Concepts
Equity Attribution - 'Top Down', Single Period
Deconstructing the Value Add
'What if?' Analysis of Attribution Elements
Case Study Equity Attribution - Top Down
Attribution Elements - 'Bottom Up' Approach
Case Study Attribution Smoothing: Frongello Algorithms
Currency Attribution Element
'Naiive' Currency Attribution
'Full' Multi-Currency Attribution Options
Other
Transactions Based vs Holdings Based Attribution
Risk
Concepts
Statistical Concepts
Standard Deviation
Ex-Post - Key Absolute Measures
Sharpe Ratio
Ex-Post - Key Relative Measures
Tracking Error
Case Study Part 3: Relative Measures
Speaker
Paul has over 25 years asset management industry business consultancy and professional training experience. This has encompassed all three of the traditional 'Offices' - Front, Middle and Back/Investment Accounting - so he has a unique understanding of the inter-Office dependencies and data flows.
In recent years he has focused on the Middle Office and out of this has produced a set of comprehensive Training Workshops which cover the business requirements of Investment Performance, Equity/Fixed Interest Attribution and Ex-Post/Ex-Ante Risk. The modules embody a unique training approach, refined through his experience of working with users, operations, development and technical staff at all levels over the years. This approach includes the use of case studies which start from 'real, raw' market data, practical systems' tips and a sympathetic view of audience needs/pre-requisite experience in these potentially complex application areas.
Paul's cross-industry consultancy and training experience has encompassed more than a dozen major hands-on implementation projects involving organisations both large and small - such as BNP Paribas Securities Services, Swiss Re, AIMCo, Riyad and NCB Banks and AXA Wealth. He has designed and rolled out, across 6 of the 7 continents, a Middle Office Product Training Programme for a Global Software House involving both physical and virtual classrooms as delivery mediums.
Pre-arrival requirements. It is assumed that prospective attendees will have:
For more information about this training visit https://www.researchandmarkets.com/r/qnh4r0
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