TBA , Vienna - Online

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Event Date Fri Oct 21 CEST (in 11 months)
In your timezone (EST): Fri Oct 21 2:00am - Fri Oct 21 9:30am
Location TBA
Vienna - Online
Region EMEA

From theory to risk and return calculation to guidelines and performance measurement.
Investments in stocks, bonds or funds require a systematic approach to income targets and a willingness to take risks. But debtors are also confronted with cost targets and risks in financing. Since the task of the treasurer is mostly to define the corresponding requirements, the seminar deals with the tension between risk and return (in the sense of the portfolio theory of Markowitz), the possible portfolio goals and the performance measurement. Furthermore, the question of which components a complete guideline must contain in order to do justice to this task is dealt with.

Main topics:
• Risk and return.
• How can risk be measured?
• How is a portfolio risk (Value-at-Risk, VaR) calculated and what role do correlations play in this?
• How can the probability of loss be calculated?
• What is the relationship between risk and return - what does Markowitz's portfolio theory say about this?

Portfolio goals:
• What are the goals of debtors?
• What are the goals of investors?
• Which instruments are suitable for the purpose of a plant?
• What influence does the investment horizon have on the investment decision?

• What are the components of an investment (or debt) portfolio policy?
• What risks are there that should be regulated and what opportunities and sources of income do they contain?
• What is a benchmark and what is it used for?

Performance measurement:
• How is a capital-weighted return calculated and what does it say?
• How do we calculate a time-weighted return and what does it say?
• How are the key figures Sharp ratio, risk-adjusted performance and information ratio determined and what can be derived from these?

Group of participants:
Employees and managers who work in or are responsible for risk management, as well as corporate account managers from banks who want to get to know their customers' day-to-day business from their perspective.

After this seminar, the participants can calculate a value-at-risk as well as a loss probability, know various goals for investment and debt portfolios, know how to design a corresponding guideline and can calculate performance using various key figures.


2022 Speakers

Bernhard Kastner
Manager, Schwabe, Ley & Greiner

Thomas Dirnbauer
Senior Consultant, Schwabe, Ley & Greiner