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ITS_254 - Fund Performance Measurement (GIPS)

Enrollment in this course is by invitation only

About This Course

Performance measurement and attribution analysis represent a critical part of the portfolio management process. It is an exciting and dynamic topic and its importance grows with the increased sophistication, maturity and awareness of the investing community. This increasingly – complicated task should be structured in a disciplined process.This intensive ONLINE course will give you the hands-on experience of applying performance measurement and attribution analysis to 10 different hypothetical funds. The funds will be structured in a way that takes into account many different real-life complications that participants face on a daily basis. The intention is to be in a position to apply all concepts by using the models, immediately upon completion of the program. For this reason we will start building our models from point zero where we will tabulate the data required for the analysis and then move all the way in the performance measurement process in the most dynamic way using advanced Excel tools and formulas. All models will have control points that allow retrieving performance reports for different months on a dynamic basis. Building and securing databases is an inherent part of the course. The course is based entirely on Excel models from the first to the last minute. You must bring your laptop.

Delegates will gain a thourough understanding of:

  • Different advanced Excel Formulas and tools
  • Building models
  • Customizing models you need
  • Visualize and model performance measurement cycle
  • Build solid Equity attribution and GIOS models
  • Have control cells hat change the outcome of the whole model

Course Director

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Andrew Kinsey

Andrew has over 25 years’ experience in financial markets both for international and local (South African) institutions. He was a trader and senior manager in the derivatives and cash-trading environment, and worked as a Derivatives Trader at Nedcor, Standard Bank and Corpcapital Bank, trading foreign exchange, fixed income and equity assets. He was head of the ABN AMRO South Africa Money Market and Foreign Exchange unit. From 2008 to 2014 he was Head of Market and Trading Risk at the Purple Capital Group. This set the basis for the next period as he moved into risk management for hedge funds and in the online trading environment. This allowed him to build on his skills as a market trader to construct risk management systems, which illuminated granular market exposures as well as a communication tool for the business executives. At the same time he began to spend an increasing amount of time training and lecturing both graduates and experienced staff in market products and economics.

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