The PRA’s Practical Guide to Fixed Income Attribution Introduction

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.

Why attend?

Attribution continues to evolve as an essential tool. With Fixed Income Attribution playing an increasingly important role, it is difficult
t 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

Format

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.

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