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23Oct
October 23, 2017 - October 25, 2017 Grace Hotel Sydney, 77 York street, Sydney, NSW Australia

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

23rd October 2017 - Day 1

Participants registration and refreshments.

Chairman’s address to the gathering.

Chairman:

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

  • Vendor consolidation continues to reduce platform choice and increase the divide between workstations and enterprise performance
  • Performance and risk teams are increasingly empowered to deploy new operating models that enable business transformation
  • Data-as-a-service and cloud technology are only part of the equation, performance and risk teams need a more complete solution

Speaker:

  • Marc Rubenfeld, CIPM, Head of Eagle Solutions EMEA/ APAC, Eagle Investment Systems (UK)
  • Industry update – Industry trends and challenges
  • What is next generation investment performance
  • Four dimensions of performance – Risk and Return, Ex-ante and Ex-post
  • How does technology factor into this strategy?
  • Best strategies for rightsizing the performance measurement teams given current business conditions
  • Threats, opportunities and new demands
  • Performance measurement today: data management, workarounds, distribution

Speaker:

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

Inspired by the movie of the same name, this session will address areas of performance measurement where there’s that’s not too obvious; e.g.,

  • We see the results, but not what’s behind them: and so, what other secrets are there that can benefit us or provide further insights?
  • Do report recipients appreciate what is behind the numbers?
  • Should some figures still be kept hidden? (how much precision is really necessary?)
  • How might your fixed income attribution be hiding important figures?
  • What’s your attribution missing by ignoring risk?

Speaker:

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

Refreshments and Networking opportunity for participants.

Are the measures we use always useful, sometimes useless or often just plain misleading?

  • Common risk measures and why they may not be appropriate in all circumstances
  • The distinction between volatility and risk
  • Defining a new risk measure for superannuation funds
  • Worked examples and application of a new risk measure

Speaker:

  • Kyle Ringrose, Principal Athena IOC Pty Ltd, Former Head of Investment Operations, QSuper
  • The panellists critically analyse and debate the preceding presentations
  • Investment risk measures
  • Hedge Fund performance and risk measurement
  • How relevant is the industry Standard Risk Measure?
  • What are the best risk measures for hedge funds?

Panel Members:

  • Kyle Ringrose, Principal Athena IOC Pty Ltd, Former Head of Investment Operations, QSuper
  • Dr. Alistair G. Rew, Head of Alpha Strategies, AMP Capital
  • Nicholas Hofmeyr CFA , Investment Risk Manager, nabassetmanagement

Lunch and Networking opportunity for participants.

The case for arithmetic or geometric attribution.

This issue has long been vigorously debated at overseas conferences between Carl Bacon and David Spaulding. In this session the gloves are off for an Australian audience

Moderator:

  • Kyle Ringrose, Principal Athena IOC Pty Ltd, Former Head of Investment Operations, QSuper

Panel Members:

  • David D. Spaulding, DPS, CIPM, MD, The Spaulding Group (USA)
  • Carl Bacon, CIPM, Non-Executive Chairman at StatPro, UK

How successful has the technology platforms been so far at meeting the needs of end-users?

  • Why is fixed income attribution still (seen as) difficult?
  • 2017: Recent upheavals in the market and what they will mean for you
  • How vendor offerings are changing
  • What should you expect from attribution analysis?
  • Top-down, bottom-up, hybrid and duration allocation models: how do they fit together?
  • Best practice in attribution analysis
  • How to solve your data and implementation issues

Speaker:

  • Andrew Colin, PhD FIMA CMath, Senior, Quantitative Analyst, QSuper

Refreshments and Networking opportunity for participants.

  • We’ve lately observed a surge of activity in the multi-asset class (MAC) domain. What’s behind this trend? What are the implications for performance and risk analytics?
  • How MAC managers are positioned to benefit from the flight to passive
  • New skills required to successfully manage a modern MAC portfolio
  • Challenges inherent in measuring MAC performance
  • Mandatory integration of risk into the performance framework
  • The “cut and sew” approach – classic MAC attribution
  • Process-based attribution – a powerful alternative

Speaker:

  • Mark R. David, CFA, Director of, Performance Risk & Analytics, Meradia Group (USA)

Attendees will be brought together to discuss news, views and recent trends – after the brainstorming groups, attendees will feedback the thoughts of their group to the rest of the conference participants.

  • Topic 1: What are the main challenges facing performance teams and how are these affecting the ability of teams to enhance the services they deliver?
  • Topic 2: Best Methods for Cost-Saving across Performance, Risk & Attribution
  • Topic 3: Vendor Management for Attribution: What to base your decisions on
  • Topic 4: Unification of performance & risk: How can you navigate the increasingly uncertain positions between risk management and performance measurement?
  • Topic 5: A Robo-Revolution: How Are Robo-Advisors Altering the Investment Landscape

Moderator:

  • Marc Rubenfeld, CIPM, Head of Eagle Solutions EMEA/APAC

Panel Members:

  • Andrew Colin, PhD FIMA CMath, Senior, Quantitative Analyst, QSuper
  • Mark R. David, CFA, Director of, Performance Risk & Analytics, Meradia Group (USA)
  • Closing remarks from the Chair and vote of thanks by the Chairman
  • One hour networking Drinks

Attendee Information

 

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