BIB oktatás

Kurzusok

Risk budgeting in active management

  • Panthera Academy

 

DESCRIPTION


Success is not random – only with optimized risk budgeting can investors achieve reliable success. Risk budgeting provides the framework on which single portfolio construction decisions can be built within daily work: How to allocate active risk strategically? For example: Duration? Spreads? FX? Equity vs. FI? Stock selection?

The course covers:

1) Risk and performance potential of active management decisions

2) Accessing investment skills and the benefits of improved skills

3) How to derive optimal risk budgeting from your available skill set?

 

PROGRAM

 

PART ONE

 

BEST PRACTICES (90min)

  • Risks, returns and skills of active management
  • Optimal risk budgeting

BREAK (10min)

 

PART TWO

 

DELIBERATE PRACTICE (60min)

  • Participants will practice the guidelines for optimal risk budgeting. We will share experiences and discuss the strengths and weaknesses.

LESSONS LEARNED (10min)

NEXT STEPS (5min)

FEEDBACK FORM (5min)

 

SEMINAR DETAILS

 

LECTURER 

Thorsten Neumann

LENGTH

3h

LEARNING GOAL

Learn how to derive optimal risk budgeting from your available skill set

PS FRAMEWORK

Choice Architecture / Toolbox

CPD ACCREDITED

Yes (3 credits)

LANGUAGE

English (on-demand in French)

BENEFICIAL FOR

CIOs, investment committee members, fund manager, risk and performance analysts

SPRINT STRUCTURE

90min input + 90min deliberate practice, reflection and implementation planning

FORMAT

Online (Zoom or Awarenow)

MINIMUM SIZE

5 participants

 

COSTS                      250 EURO PER PARTICIPANT

 

Dec 9, 2021


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