Venue
The Grace Hotel
The Grace Hotel , 77 York Street, Sydney 2000, Australia T: +61 2 9272 6888

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Event Date Mon Oct 23 HKT - Wed Oct 25 HKT (about 7 years ago)
In your timezone (EST): Mon Oct 23 12:00am - Wed Oct 25 12:00am
Location The Grace Hotel
77 York Street, Sydney 2000, Australia T: +61 2 9272 6888
Region APAC
Details

Gain insights from performance thought leaders and brainstorming on best practices in the performance measurement space.

Discussion Topics to Include:

• The evolution, role and future of performance attribution
• Best Methods for Cost-Saving across Performance, Risk & Attribution
• Operational challenges: Best strategies for rightsizing the performance measurement teams given current business conditions and how does technology factor into this strategy?
• Unification of performance & risk: How can you navigate the increasingly uncertain positions between risk management and performance measurement?
• How to get ready to become GIPS compliant. Should Australian organisations implement GIPS?
• What are some of the latest strategies to maximize investments in personnel and workflows, data, software and IT?
• Best Practices for Model Portfolio Performance
• The big debate – The case for arithmetic or geometric attribution
• Tackling Multi-Asset Analysis & Attribution in 2017
• Market risk and performance measurement
• Fixed income attribution: The different types of fixed income attribution
• Measuring long term performance for a superannuation fund
• Measuring performance for portfolios including leverage and derivatives
• Currency attribution made easy
• Hedge Fund performance and risk measurement
• Making the Most of Your Data in the Face of Increasing Cost
• Investment risk measures – are the measures we use always useful, sometimes useless or often just plain misleading?
• A Robo-Revolution: How Are Robo-Advisors Altering the Investment Landscape
• Measuring investment risk for a superannuation fund
• Value at Risk: Why ex-ante risk measures can often be ex-post risk measures with a different badge
• The problems and potential solutions with after tax performance reporting
• After tax investment management for funds with segregated assets

Speakers

2017 Speakers:

Marc Rubenfeld CIPM,
Head of Eagle Solutions EMEA/APAC, Eagle Investment Systems

Andrew Colin
Director, Flametree Technologies

Raewyn Williams
Managing Director Research, Parametric

Carl Bacon CIPM,
Non-Executive Chairman at StatPro, UK

Kyle Ringrose
Principal, Athena IOC

Estelle Liu
AIAA Quantitative Analyst, Mine Wealth + Wellbeing

Dave Spaulding
DPS, CIPM, MD, The Spaulding Group (USA)

Dr. Alistair G. Rew
Head of Alpha Strategies,AMP Capital

Ambika D’Souza CIPM PMP,
Vice President, Global Head of GIPS®, State Street Global Advisors, USA

Adam W. Shao
Senior Quantitative Analyst, Mine Wealth + Wellbeing

Sponsors & Partners

2017 Sponsors:

PLATINUM:
• Eagle Investment System

PANEL:
• Rimes