The PRA’s Intermediate Performance Measurement & Attribution – London
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The PRA’s Intermediate Performance Measurement & Attribution

Course details

  • Date: 23rd & 24th May 2012
  • Venue: Central London
  • Course Leader: Nick Rogers


  • £1,699.00 + VAT per person
  • £175.00 + VAT per person per day if using PRA member training days
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This course will give delegates the ability to calculate multi-currency attributions and analyse portfolios including currency hedging instruments, and an understanding of the impact of derivatives using associated economic exposure.


This workshop has been designed for performance analysts with 1-5 years’ experience, portfolio managers and those who wish to gain a thorough understanding of Fixed Income Attribution Methodologies and increase their technical knowledge. Senior analysts and Heads of Performance should look to our up-coming Intermediate/Advanced Fixed Income Attribution courses.
The course is a progression on our Introduction course but is also an independent unit. The course begins with an overview of the basics, using a worked example calculating Modified Dietz returns to be linked over time. The course progresses onto the implications of derivatives and foreign exchange contracts on the calculations, the calculation and use of associated economic exposure and detailed multi-currency attributions.


A varied programme of tutorial style presentations and in-depth exercises in Excel for each theoretical section. Each delegate is supplied with a personal computer to work on. This interactive approach ensures attendees are actively thinking as opposed to passively listening. Numbers are limited to twenty ensuring that each delegate receives the appropriate level of personal attention.
There is a strong emphasis on analysis and interpretation of results. This is done in groups, helping delegates to spot errors and discuss the benefits and meanings of the various reports.

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