Morningside Campus/Limited Access

Effective immediately, access to the Morningside campus has been limited to students residing in residential buildings on campus (Carman, Furnald, John Jay, Hartley, Wallach, East Campus and Wien) and employees who provide essential services to campus buildings, labs and residential student life (for example, Dining, Public Safety, and building maintenance staff). Read More.

Build It in a Day: Mutual Fund Performance Modeling

Build It

Workshop Info

Mutual Fund Performance Modeling
Analyze performance measurement and attribution techniques for mutual funds, including risk-adjusted performance measures, benchmarking, and factor-based models, to evaluate and improve fund performance.

September 8 – December 8, 2023
Time for all workshops: 1:00 pm – 4:00 pm ET

These workshops offer the opportunity to experience risk management processes by building them. Examples include counterparty credit risk estimation, FAMA-French factor models, bank default modeling, risk management infrastructure at a lending company, the Fundamental Review of the Trading Book (FRTB), Comprehensive Capital Assessment and Review (CCAR). These major concepts are as much about their implementation as they are about their theoretical description; and organizations gain competitive advantage by effectively implementing these concepts. As a professional, a first step to adding value to this work at an organization is knowing how to build a simple version in a day.

How To Join a Session

Click on the Join a Session button at 1:00 pm ET on the day of your desired workshop. Each workshop ends at 4:00 pm ET.