,

Risk Measurement, Risk Attribution, and Performance Appraisal

This property is marketed by

Asian International Academy – AIA

Member Since: 7 months
94774807748
WhatsApp
https://degree.lk/wp-content/themes/propertya-child/libs/images/type.png

Offer Type

best-certificate-courses

https://degree.lk/wp-content/themes/propertya-child/libs/images/medium.png

Medium

English

https://degree.lk/wp-content/themes/propertya-child/libs/images/method.png

Method

Online

https://degree.lk/wp-content/themes/propertya-child/libs/images/duration.png

Duration

12 Months

https://degree.lk/wp-content/themes/propertya-child/libs/images/location.png

Location

Colombo

https://degree.lk/wp-content/themes/propertya-child/libs/images/time.png

Commencement

Soon

Description

Learn risk measurement and attribution, as well as how to analyze portfolio characteristics to monitor managers’ implementation of their investment mandate, and about several performance appraisal measures for evaluating active manager’s skill. We strongly recommend you take the Performance Attribution course, which covers return measurement and return attribution, before taking this course.

As course content is derived from lessons in our Certificate in Investment Performance Measurement (CIPM®) Program, it is not appropriate for those who have completed or are pursuing the CIPM designation.

What You’ll Learn
  • Learn the objectives of measuring and attributing risk
  • Learn the common ways market risk is measured
  • Learn about the relationship between risk attribution and return attribution
  • Learn how to use portfolio characteristics analysis in performance evaluation
  • Learn appraisal measures to use in evaluating active managers investment results
Skills Gained
  • Learn about the many aspects of risk and answers to the following questions:
    • How do non-financial and financial risks differ? What are their subtypes?
    • What are the objectives of risk measurement and risk attribution?
    • How can market risk be visually represented, and how are these representations interpreted?
    • What are the advantages of risk measures that quantify only downside risk?
    • How are drawdown and value at risk measures used?
    • What are the equity and bond characteristics related to risk?
    • How is risk attribution analysis interpreted?
    • How are risk and return attribution analyses related?
  • Learn about useful techniques for examining an equity portfolio’s composition and relating the portfolio’s characteristics to its performance, three principal uses of portfolio characteristics analysis, and portfolio-level characteristic calculation issues.
  • Learn how to assess whether an investment manager has generated sufficient returns to compensate for the risk taken, how the manager’s performance compares versus peers, and whether the manager’s performance displays investment skill, as opposed to luck, that can be sustained over time.
Topics Covered
  • Risk Measurement and Risk Attribution
  • Equity Portfolio Characteristics in Performance Analysis
  • Investment Performance Appraisal

Details

Last Updated On: April 14th, 2024 at 9:34 pm
Method:Online
medium:English
commencement:Soon
duration:12 Months
Location:Colombo

Features

  • Book Shop
  • Cafeteria
  • Clubs and Societies
  • Labs
  • Library
  • LMS
  • Medical Facilities
  • Parking
  • Recreation Area
  • Relaxation Area
  • Student Center
  • Study Area
  • Wi-Fi

Statistics

Schedule a Call

Similar Programs

National Certificate In Computer Hardware Tec...

35,000 LKR

Lalith Athulathmudali Vocational Training Center, Station Road, Dehiwala-Mount Lavinia, Sri Lanka

Beds Part Time
Baths Sinhala / English
Size 6 Months

National Certificate In Computer Networking &...

45,000 LKR

Lalith Athulathmudali Vocational Training Center, Station Road, Dehiwala-Mount Lavinia, Sri Lanka

Beds Full Time
Baths Sinhala / English
Size 6 Months

National Certificate In Computer Hardware and...

38,000 LKR

Lalith Athulathmudali Vocational Training Center, Station Road, Dehiwala-Mount Lavinia, Sri Lanka

Beds Full Time
Baths Sinhala / English
Size 6 Months

National Certificate In Information and Commu...

45,000 LKR

Lalith Athulathmudali Vocational Training Center, Station Road, Dehiwala-Mount Lavinia, Sri Lanka

Beds Full Time
Baths Sinhala / English
Size 6 Months

National Diploma In Information and Communica...

90,000 LKR

Lalith Athulathmudali Vocational Training Center, Station Road, Dehiwala-Mount Lavinia, Sri Lanka

Beds Part Time
Baths Sinhala / English
Size 12 Months

National Diploma In Information and Communica...

80,000 LKR

Lalith Athulathmudali Vocational Training Center, Station Road, Dehiwala-Mount Lavinia, Sri Lanka

Beds Full Time
Baths Sinhala / English
Size 12 Months

Write a Review

You should logged in first to add a review.

Compare programs
Add programs to compare.