Liability- Based Strategies
Consider a portfolio manager at a defined benefit pension plan with a PBO... Read More
Learning Module 1 Portfolio Performance Evaluation
Los 1(b): Describe attributes of an effective attribution process
Los 1(e): Interpret the sources of portfolio returns using a specified attribution approach
Los 1(f): Interpret the output from fixed-income attribution analyses
Los 1(g): Discuss considerations in selecting a risk attribution approach
Los 1(i): Discuss uses of liability-based benchmarks
Los 1(j): Describe types of asset-based benchmarks
Los 1(k): Discuss tests of benchmark quality
Los 1(l): Describe problems that arise in benchmarking alternative investments
Los 1(m): Describe the impact of benchmark misspecification on attribution and appraisal analysis
Los 1(o): Describe limitations of appraisal measures and related metrics
Los 1(p): Evaluate the skill of an investment manager
Learning Module 2: Investment Manager Selection
Los 2(a): Describe the components of a manager selection process, including due diligence
Los 2(b): Contrast Type I and Type II errors in manager hiring and continuation decisions
Los 2 (e): Evaluate a manager’s investment philosophy and investment decision-making process
Los 2(f): Evaluate the costs and benefits of pooled investment vehicles and separate accounts
Los 2(h): Describe the three basic forms of performance-based fees
Los 2(i): Analyze and interpret a sample performance-based fee schedule
Learning Module 3: Overview of Global Investment Performance Standards
Los 3(c): Explain the recommended valuation hierarchy of the GIPS standards
Los 3(e, f): Composites: Identifying Eligible Portfolios and Establishing Investment Strategies
Los 3(h): Explain requirements of the GIPS standards with respect to presentation and reporting
Los 3(j): Discuss the purpose, scope, and process of verification
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Daniel Glyn
2021-03-24
I have finished my FRM1 thanks to AnalystPrep. And now using AnalystPrep for my FRM2 preparation. Professor Forjan is brilliant. He gives such good explanations and analogies. And more than anything makes learning fun. A big thank you to Analystprep and Professor Forjan. 5 stars all the way!
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2021-03-18
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Nyka Smith
2021-02-18
Every concept is very well explained by Nilay Arun. kudos to you man!
Badr Moubile
2021-02-13
Very helpfull!
Agustin Olcese
2021-01-27
Excellent explantions, very clear!
Jaak Jay
2021-01-14
Awesome content, kudos to Prof.James Frojan
sindhushree reddy
2021-01-07
Crisp and short ppt of Frm chapters and great explanation with examples.