Performance

Course Objective:

The participants get a short introduction in theory and basics of the performance measurement in SimCorp Dimension. Simple performance calculations are set up which are used as basis for further analyses. Furthermore the course gives a short overview of the different Benchmark types and their range of use.

The classic performance attribution will first be explained theoretically and afterwards shown with the system. Furthermore basics of the fixed income performance attribution will be imparted. All analyses will be performed by the performance manager. The possibilities in SimCorp Dimension in the performance reporting area will be shown and the modelling approach is presented for a stronger support of the investment process by the system.

Main Learning Topics:

  • General introduction in the module Performance
  • Modelling approach
  • Evaluation of results with Performance Manager and Dashboards
  • Time dependant criteria in the performance analyses (rating, maturity)
  • Exposure based Performance for derivatives
  • Benchmark types 
  • Illustration of cash positions with cash buckets 
  • Performance Reporting
  • Classic Performance Attribution
  • Fundamentals of Fixed Income Performance Attribution

Pre-requisites:

Pre-requisites are the course Introduction in SimCorp Dimension and/or practical experience in the system as well as basic knowledge in the above mentioned themes concerning the processes in their institute.

Course Duration:

Days: 2 days

How to register for this course

Click your preferred date below and register by filling out the form.

If no date is found for your preferred course please contact [email protected] to request the course.