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Central Bank Webinar Series 2020

IMPLEMENTATION STREAM: RETURN ATTRIBUTION — WEBINAR REPLAY

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CALCULATING RETURN ATTRIBUTION

With Charlie Nash, Risk Manager

TUESDAY 28 AUGUST 2020 : 0900-1000 Hours BST

Return Attribution

  • A set of techniques used to identify the sources of the excess return of a portfolio against its benchmark
  • Understand the consequences of active investment decisions
  • Provide quality control for the investment process
  • Understand strengths and weaknesses
  • Quantify decisions and provide a complete understanding of the excess return on a portfolio