Illustrative course outlines

At OTC we believe in tailoring our courses to meet each client’s specific requirements.  The illustrative course outline below gives an indication of the type of course content that we’ve been asked to deliver. For more information call us on +44 20 7700 3330 or email

Strategy & Leadership Finance & Commerce Investment Banking

Risk and performance measurement

What is covered?

An overview of the principles of portfolio performance measurement, attribution and risk management and how the Value-at-Risk methodology works.  The course incorporates a fund management simulation.

Who will benefit?

Participants who want to understand portfolios and have a basic understanding of products in the financial services industry.

Course content            

Measuring fund performance
    • Absolute return
    • Relative return
    • Information ratio
Measuring the quantum of risk
    • Variance
    • Standard deviation
Measuring relative performance
    • Sharpe ratio
    • Information ratio
Performance attribution
    • The asset allocation decision
    • The stock/security decisions
    • Fund management simulation
Managing risk
    • Expected losses
    • Confidence intervals
    • The Value-at-Risk methodology
    • VaR in practice


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