iPARM-2016
29Nov
November 28, 2016 - November 30, 2016 Grace Hotel Sydney , 77 York street, Sydney, NSW Australia

Gain Insights from performance through leaders & brainstorming on best practices in the performance measurement space

29th November 2016 - Day 2

08:20 – Registration

Participants registration and refreshments.

08:55– Welcome address

Chairman’s address to the gathering.

Speaker:
  1. MARC RUBENFELD, CIPM, Head of Performance Measurement Engineering, Eagle Investment Systems

09:00 – Session 1: Outsourcing / Offshoring Risk vs Benefits

OutSourcing/Offshoring Risk VS Benefits

  • Outsource vs. Offshore decision points
  • Short/Medium/Long term benefits vs. costs
  • Implementation considerations
  • Ongoing maintenance considerations
Speaker:
  1. AMBIKA D’SOUZA, VP Global Head of GIPS, State Street Global Advisors (USA)

09:40 – Session 2: Challenges Of Implementing A New Performance System

Challenges Of Implementing A New Performance System

  • Decision making process – Why it is critical to determine your selection criteria before going to market?
  • The importance of data – How to overcome data sourcing and data integrity issues?
  • Implementation & Testing – How long does it take and what are some pitfalls?
  • Change Management and ongoing support
Speaker:
  1. MUBIN RAHIMI, Head of Investment Services, Asset Servicing, National Australia Bank

10:10 – Tea break

Refreshments and Networking opportunity for participants.

10:40 – Session 3: Systems And Options For Performance Measurement

Systems And Options For Performance Measurement

  • What are the benefits and disadvantages of software-as-a-solution for performance measurement tasks?
  • Decision making process – Why it is critical to determine your selection criteria before going to market?
  • How much of a role will cloud implementations play in performance measurement?
  • When does it make sense to use business process outsourcing providers?
  • What are the best practices for data quality control and data review processes?
  • The importance of data – How to overcome data sourcing and data integrity issues?
  • Implementation & Testing – How long does it take and what are some pitfalls?
Panel Member:
  1. ANDY BARROW, SVP at RIMES Technologies
  2. MUBIN RAHIMI, Head of Investment Services, Asset Servicing, National Australia Bank

Other Panel Menbers TBA

11:10 – Session 4: Insights Into The Performance Of Active Managers

Insights Into The Performance Of Active Managers

  • When can active managers beat the benchmark?
  • Success rates in picking the active managers who will outperform?
  • The impact of survival bias on active performance tables
  • Is active management really more expensive?
  • Measurement of active management post tax returns
Panel Members:
  1. KYLE RINGROSE, Principal Athena IOC Pty Ltd, Former Head of Investment Operations, QSuper

12:00 – Session 5: A Periodic Table Of Risk Measures

A Periodic Table Of Risk Measures
All the ex-post portfolio risk measures arranged in logical order

  • Absolute
  • Relative
  • Partial Moments
  • Prospect
  • Extreme
  • Risk-adjusted return measures
  • Miscellaneous measures
Speaker:
  1. CARL BACON, CIPM, Non-Executive Chairman at StatPro, UK

13:00 – Lunch break

Lunch and Networking opportunity for participants.

14:00 – Session 6: Fixed Income Attribution Options & Techniques For Fixed Income Attribution Analysis

Fixed Income Attribution Options & Techniques For Fixed Income Attribution Analysis
This session will give an overview of the major models available and the advantages and disadvantages of each and how to choose a method that best matches the investment process

  • What types of fixed income analytics or attribution are performance analysis teams providing for their internal teams?
  • What analytical platforms are performance teams using?
  • How are performance teams delivering those analytics from their attribution platforms to their downstream systems?
  • What types of fixed income analytics are firms distributing to their clients on a monthly or quarterly basis? Are they different for Active VS Passive funds?

14:30 – Session 7: The New Recruit To Your Alpha Team: Exploring The Contribution Of Tax To Investment Performance

The New Recruit To Your Alpha Team: Exploring The Contribution Of Tax To Investment Performance

  • The nature of tax as a source of performance alpha
  • The opportunity set for tax alpha
  • Modelling the effectiveness of pursuing tax alpha in different market conditions and fund scenario
  • Decomposing tax into timing v permanent performance contributions
Moderator:
  1. RAEWYN WILLIAMS, Director, Research & After-Tax Solutions, Parametric

15:00 – Tea break

Refreshments and Networking opportunity for participants.

15:30 – Session 8: Revisit Volatality Effect

Revisit Volatality Effect

  • The empirical evidence of volatility effect in US, Australia and other markets
  • Low-Volatility Premium Attribution
  • The benefit and cost of Low-Volatility portfolio
Speaker:
  1. BEN WANG,Performance Analyst, Aberdeen Asset Management Asia Limited

16:00 – Session-9 : How To Become Gips Compliant

How To Become Gips Compliant

  • This interactive session update the latest developments in GIPS
  • How to get ready to become GIPS compliant
  • Understand the requirements for claiming compliance with the GIPS standards
  • Hot topics for US regulators
  • Recent and proposed changes to the GIPS standards
  • Q&As.
Speaker:
  1. AMBIKA D’SOUZA, VP Global Head of GIPS, State Street Global Advisors (USA)

17:30 – End of Day-1

Vote of thanks by the Chairman.

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