Fixed-income attribution is the process of measuring returns generated by various sources of risk in a fixed income portfolio especially when multiple sources of return are active at the same time. A portfolio manager may hold firm views on the ways in which these factors will change in the future and attribution is a useful tool to verify his or hers ideas. Fixed-income attribution provides a much deeper level of information than is available from a simple portfolio performance report.

This practical workshop, conducted by a senior expert with over 25 years of practical experience from the sector, is a comprehensive, hands-on practical introduction to Fixed Interest Attribution and to the key models currently used to report attribution returns.

As well as providing a comprehensive introduction to the categories of FIA model currently implemented by Bond Fund Managers this workshop includes three case studies through which attendees calculate the returns for different models from ‘raw data’.

It has been designed as a one-day workshop (10am – 4pm) with an optional second day covering more complex models.

You can register for either 1 or 2 days, the price on the registration page is for a 1 day course, additional day costs extra £795 (+ VAT if applicable)