Course description
Book by 28 Feb & Save £155!
We offer a unique opportunity to complete this programme remotely via a live virtual and interactive class on 23 May 2021, from 9 a.m until 4 p.m. UK time. The course is conducted by a senior expert with over 25 years of experience.
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Fixed-income attribution is the process of measuring returns generated by various sources of risk in a fixed income portfolio especially when multiple sources of return are active at the same time. A portfolio manager may hold firm views on the ways in which these factors will change in the future and attribution is a useful tool to verify his or hers ideas. Fixed-income attribution provides a much deeper level of information than is available from a simple portfolio performance report.
This practical workshop, conducted by a senior expert with over 25 years of practical experience from the sector, is a comprehensive, hands-on practical introduction to Fixed Interest Attribution and to the key models currently used to report attribution returns.
As well as providing a comprehensive introduction to the categories of FIA model currently implemented by Bond Fund Managers this workshop includes three case studies through which attendees calculate the returns for different models from ‘raw data’.
It has been designed as a one-day workshop (10am – 4pm) with an optional second day covering more complex models.
You can register for either 1 or 2 days, the price on the registration page is for a 1 day course, additional day costs extra £795 (+ VAT if applicable)
Pre-arrival requirements Prospective attendees must have:
- A good understanding of: Bond Characteristics, both Government and Corporate, Accrued Income, Mark to Model, Yields, Duration and Convexity
- A reasonable understanding of: Investment Performance Reporting, Equity Attribution
- Reasonable competency with MS Excel (2010 version as a minimum).
Separate private workshops are available to prospective attendees who need to increase their knowledge base in any of the above topics. If you are interested in Investment Performance Measurement course click here. Register for both programmes at the same time and save extra £100 (in total, not per course).
Course content
By attending this workshop you will:
- Gain a good practical understanding of FIA based on key models currently in use
- Learn how to position Fixed Interest Attribution
- Explore Fixed Interest Analytics – Yields, Yield Curves, Duration, Convexity
- Learn about the Key Approaches and Models – Bottom up, Top Down and Hybrid
- Analyse attribution returns
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Our online classes are so much more than just a webinar – they provide an interactive experience where you will be able to get your questions answered in real time by our senior experts and have discussions with other participants. You will receive a comprehensive set of course materials and course certificate on completion. And finally, you will benefit from savings on course fee and travel expenses. There is no VAT charge if you are based outside of the EU.
Main topics
- Positioning Fixed Interest Attribution
- Fixed Interest Analytics – Yields, Yield Curves, Duration, Convexity
- Key Approaches and Models – Bottom up, Top Down and Hybrid
- Analysing Attribution returns
Optional Day 2 covers:
- More in depth attribution return analysis
Suitability - Who should attend?
- Staff wishing to move into Performance Analyst roles for Bond Funds
- Database Managers
- Operations Staff
- Bond Fund Managers and their assistants
- ‘Sell Side’ Supplier staff requiring a better knowledge of clients’ FIA requirements
Outcome / Qualification etc.
Course Certificate on Completion
Course delivery details
We offer this course for both individual students, as well as the ability to book them as private in house training for companies looking to train employees.
Expenses
Online: Early Bird £795, regular price £950 + VAT. 10% discount for 3 people. There is no VAT for delegates based outside of the EU.
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Eureka Financial
Eureka Financial is a provider of banking, finance, regulatory, risk and wealth management training courses. We also offer some business management and soft skills training programmes. Based in London, UK, we organise public courses in London as well as tailored in-house...