Workshop on Performance Measurement, Attribution and Reporting

GOAL

Provide participants’ the ability to effectively monitor, interpret and assess the performance of fixed income portfolios using an applied approach and deploying the concepts learned in either Excel or Bloomberg following each discussion.

COURSE DESCRIPTION

The workshop will cover the foundations of performance measurement, attribution and reporting.

DISCUSSION TOPICS

• Basic performance concepts, measuring performance in the context of risk,and factor-based performance attribution
• Portfolio performance monitoring, attribution and reporting tools of PORT, Bloomberg’s portfolio and risk analytics solution
• Comparing performance data from various external managers using the Global
• Investment Performance Standards (GIPS)
• Performance reporting and data management

TARGET AUDIENCE

This course is best suited for junior and mid-level staff who provide quantitative support on investment portfolio performance to asset managers.