Introduction – Practical Guide to Fixed Income Attribution
- Date: 22nd & 23rd May 2013
- Location: Central London, UK
- Trainer: Nick Rogers, Independent Consultant
- £1,699.00 + VAT per person
- £175.00 + VAT per person per day if using PRA member training days
A practical 2-day guide for those new to Fixed Income. The course explains the fundamentals of Fixed Income, and prepares participants for the rigours and challenges of Fixed Income Attribution.
Attribution continues to evolve as an essential tool. With Fixed Income Attribution playing an increasingly important role, it is difficult to advance in this area without having a comprehensive understanding of this complex subject. This course aims to enable delegates to:
- Understand key fixed income indicators
- Comprehend important data points and why they’re required
- Gain experience of fixed income pricing methodologies
- Understand data issues
- Calculate the yield curve
- Understand duration, convexity and spreads
- Understand the specific attribution effects
- Make sense of the results
- Discover why fixed income differs to an equity approach
- Consider why an equity attribution model doesn’t add value for fixed income specialists
Who is it for?
- Those new to Fixed Income.
- Analysts looking to specialise in Fixed Income with a need for a good grounding in the subject.
- Technical Business Analysts
- Technical Project Specialists
Numbers are limited to twenty, ensuring that each delegate receives the appropriate level of personal attention. All of the sections will involve a mix of presentations, discussions and computer-based practical exercises to ensure a thorough understanding of the various formulae and methods available. The delegates will be seated at round tables to facilitate discussion and teamwork within the groups. This practical approach offers delegates active participation rather than passive listening.
For the full course outline and comprehensive overview please download the brochure using the form below.
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