Performance Measurement

Kursusbeskrivelse

This comprehensive course will take you through all the major aspects of Performance Measurement. We will go through the pitfalls of calculating return and constructing a benchmark. Risk adjusted performance measures such as Sharpe, Jensen and Treynor will be defined, and pros and cons will be looked closer at through a workshop. Relative performance measures will be analysed and you will learn the methodology behind breaking down portfolio return and how derivatives influence performance measurement. Finally, we will present in detail the road for an organisation to be GIPS compliant.

Kursusindhold

– Problems with Performance Measurement
– Return Calculation in Practice
– Implementing Risk Adjusted Measures
– Sharpe, Jensen and Treynor
– Attribution Analysis
– Derivatives and Return Measurement
– Implementing GIPS

Hvem henvender kurset sig til?

– Portfolio Managers
– Account Managers
– Risk Managers
– Financial Consultants
– IT-developers
– People involved in the GIPS compliance process
– Middle Office Employees

Forudsætninger

A general knowledge of portfolio management will be beneficial.

Anmeldelser af dette kursus (6)

19 nov 2024

Performance Measurement

Very good course! Good with examples. The instructor is easy to listen to.

Anna Thelin

If P&C Insurance

19 nov 2024

Performance Measurement

Very good course. A large part can be applicable to daily work. The instructor is very pedagogical. Makes it easy to follow and understand.

Sofia Ährman

If Insurance

19 nov 2024

Performance Measurement

Great with hands-on, simple examples - also great with link to real life applications, example from the industry (eg. benchmarks from Pension Danmark, GIPS reporting etc.)

Jesper Gade-Nielsen

Vitec Scanrate

19 nov 2024

Performance Measurement

Gode eksempler. Meget beskrivende og en god indgangsvinkel til at forstå afkastberegninger. Fin balance mellem forelæsning og regneopgaver i Excel.

Christian Lauritzen

Vitec Scanrate

19 nov 2024

Performance Measurement

Very good course. Good practical examples, which is useful for us as a QUANT.

Troels Rasmussen

Vitec Scanrate

19 nov 2024

Performance Measurement

Good to know some backgrounds of what our system does. Easy examples to understand. The instructor is pedagogic and has lot of competence.

Linnea Joelsson

If P&C Insurance

Datoer

18 nov 2025 - 19 nov 2025

Vi planlægger løbende nye datoer.

Kontakt os for mere information.

Instruktør på dette kursus

Jørgen Just Andresen

Jørgen Just Andresen

Jørgen Just Andresen is Managing Director of Financial Training Partner A/S, which he co-founded in 2002.

He has many years of teaching experience as a chief consultant at SimCorp’s training department, which he joined in 1996. Prior to SimCorp he worked at Danske Bank with fixed income research and fixed income sales.

Jørgen has worked for a number of years as external lecturer at Copenhagen Business School and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planning).

He is author of the books Finansiel Risikostyring (Financial Risk Management) and Finansielle Derivater (Financial Derivatives) published by Djøf Publishing.

He holds an M.Sc. (international finance) and an HD (accounting).

Jørgen teaches Derivatives, Risk Management, Portfolio Management and Fixed Income

Tilmeld dig her

    Faktura skal sendes til (hvis anden person end dig)

    Vi oplever i øjeblikket problemer med vores tilmeldingsside, så får du en fejlmeddelelse beder vi dig tilmelde dig manuelt på info@FTPcourses.com