Societies | Contact Us | Create an Account | Log In

Performance Measurement and Evaluation

Open Registration for the CIPM Exam

1 November 2011 – 31 January 2012

The CIPM program develops and tests the performance evaluation and presentation expertise of investment professionals. Registration for the April 2012 exam is now open.

Introduction to Micro Attribution

Webcast

This micro attribution course offers a brief overview of macro and micro attribution, and then it focuses on how to determine a portfolio manager’s value-added return.

A Modern Way of Fixed-Income Attribution

Investment Performance Measurement

This article describes a relatively new method of performance attribution that provides great flexibility in aligning the results with various investment processes and that can easily be transferred to a simple equity-style attribution analysis.

ROE: The Wrong Performance Measure for Banks

Webcast

Robert Jenkins cites the flaws in the traditional return on equity (ROE) measure in measuring bank financial performance and proposes some much needed alternatives.

Evolution of Risk Reporting: What’s Next?

Webcast

Clients are demanding increased risk monitoring and control capabilities across all asset types. This session reveals the latest trends in risk reporting, which lead to increased transparency and control exposures.

Crisis Causes Shift in Use of Bond Indices: European Benchmarks Carry Heavy Weightings of Troubled Debt

Wall Street Journal

Recent credit ratings downgrades of European sovereigns has caused many fixed income investors to reconsider the use of traditional benchmarks to construct their portfolios.

From the Blog is unavailable

show details
The remote server returned an error: (404) Not Found.
at System.Net.HttpWebRequest.GetResponse() at System.Xml.XmlDownloadManager.GetNonFileStream(Uri uri, ICredentials credentials) at System.Xml.XmlUrlResolver.GetEntity(Uri absoluteUri, String role, Type ofObjectToReturn) at System.Xml.XmlReader.Create(String inputUri, XmlReaderSettings settings, XmlParserContext inputContext) at CFA.Net.Utilities.RSS.RssHelper.RetrieveRSSFeed(String feedUri, Int32 numberOfItems) at MyCFA.Web.RssReader.GetTemplateData() at MyCFA.Business.CachedTemplateProcessor.ReconstructTemplate(HttpContext currentContext, String cacheId, String documentPath, String fileSystemFileName) at MyCFA.Business.CachedTemplateProcessor.ProcessTemplate(HttpContext currentContext, String cacheId, String documentPath, String fileSystemFileName) at MyCFA.Web.TemplateBaseWebPart.RenderControl(HtmlTextWriter writer) at CFA.Sharepoint.BaseWebPart.RenderWebPartControl(HtmlTextWriter writer) at CFA.Sharepoint.ExceptionHandlingWebPartBase.RenderControl(HtmlTextWriter writer)

Looking for something specific? Find more on performance measurement and evaluation.

RSS feed Subscribe | Contact our content specialists

CIPM Certificate

The industry’s only designation for investment performance evaluation and presentation.

Learn more

Performance Newsletter

Sign up for a quarterly newsletter on issues facing the investment performance measurement field.

Learn more

Loading ...

Latest GBIK Discussions

  1. 0 comments Risk management and CFA Institute Posted by Philippe Gregoire, CFA a day ago
  2. 0 comments Volatility and Asset Management Posted by Greg Gocek 2 months ago
  3. 0 comments Investment Policy Statement questions Posted by Susan Bell, CFA 3 months ago

View all