The PRA’s Practical Guide to Fixed Income Attribution – Intermediate

A practical 2-day guide for practitioners with some initial experience in Fixed Income Attribution, this programme is a follow-on course to the PRA’s Introduction to FIA, but also a stand-alone course for all those who would like to get to the next level in this complex area.

Why attend?

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?

This course is for performance analysts with 1 – 5 years’ experience. A basic understanding of Fixed Income Attribution is recommended for delegates to fully benefit from this course, and good market knowledge is essential. Specifically, this course will be attended by:

• New Senior Analysts still learning
• Heads of Performance
• Fixed Income Technical Specialists
• Technical Business Analysts
• Technical Project Specialists

Practitioners with very little or no experience in Fixed Income Attribution might prefer to attend the PRA’s Introduction to Fixed Income Attribution, to which this programme is a followon course. While the Intermediate FIA course is valuable as a refresher course for the more experienced, state-of-the-art FIA skills will be taught in the Advanced Fixed Income Attribution course.

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