Fixed Income Attribution

A 2-day programme by Rupesh Tailor on advanced techniques for fixed income attribution.

This hands-on course enables participants to get a practical working experience of fixed income attribution, from planning to implementation and analysis. After completing the course you will have developed the skills to:

• Understand how attribution works and the value it adds to the investment process
• Interpret attribution reports from commercial systems
• Assess the strengths and weaknesses of commercially available attribution software
• Make informed decisions about the build vs. buy decision
• Present results in terms accessible to all parts of the business

Rupesh Tailor has a variety of experience working for sell-side and buy-side financial institutions including Goldman Sachs, Barclays Capital, Merrill Lynch, Auriga Investors and Morgan Stanley. For the past twelve years Tailor has specialized in the European bank sector as well as the analysis of high yield and leveraged finance investments. His responsibilities included analysis, trading and portfolio management of credit and equity products.

Tailor developed a proprietary method for predicting bank failure which has been used to accurately predict banking stress in Iceland, Ireland and Spain amongst others and he has been highly successful at identifying businesses in structural decline at an early stage.

Tailor received a MA in Economics from Cambridge University and achieved First Class Honours. He delivers courses globally in Bank Stress-Testing, Basel III, High Yield & Leveraged Finance, Distressed Debt and Fixed Income Attribution to financial institutions and central banks.