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28 Nov
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  • Market risk and performance measurement
  • Multi-asset-class attribution
  • How to get ready to become GIPS compliant
  • Investment performance reporting for esg investments
  • What investment managers should be doing with data prior to adding it to a performance solution
  • Discuss performance validation prior to loading and outsourcing of portfolio service
  • Integrating performance measurement and attribution
  • Emerging markets – drivers of performance across emerging and frontier markets
  • Process attribution
  • Cost management of performance teams
  • Post tax performance measurement
  • Discussing levels of risk associated with strategic and tactical asset allocation, hedge funds, and illiquid assets
  • Fixed income attribution options
  • Data quality in fixed income attribution
  • Post-tax performance measurement – can the additional costs justify the tax savings
  • The impact of active or passive management on the performance measurement process
  • Outsourcing/offshoring Risk vs Benefits
  • Performance measure for alts
  • Managing customized requests & requirements for internal & external client reporting

Platinum Sponsor

Eagle is committed to helping financial institutions worldwide grow assets efficiently with its award-winning portfolio management suite of data management, investment accounting and performance measurement solutions thEagle-Logo-4C_jpegat are delivered over its secure private cloud, Eagle ACCESSSM. Eagle deploys trusted solutions and services that create operational efficiencies and help reduce complexity and risk. Eagle Investment Systems LLC is a subsidiary of BNY Mellon. Additional information is available at www.eagleinvsys.com or follow us on Twitter @Eagleinvsys.

Gold Sponsor

StatPro is a global provider of award winning portfolio analytics solutions for the investment community. The Group’s cloud-based platform provides vital analysis of portfolio performance, attribution, risk and comEagle-Logo-4C_jpegpliance. This multi-asset class analytics platform helps StatPro’s clients increase assets under management, improve client service, meet tough regulations and reduce costs. The Group’s integrated and global data coverage includes over 3.2 million securities such as equities, bonds, mutual funds, FX rates, futures, options, OTCs, sector classifications and much else besides. StatPro also covers most families of benchmarks including MSCI, FTSE, Russell, NASDAQ and the open source Freedom Index. StatPro has grown its annualised recurring revenue from less than £1 million in 1999 to around £32 million today (including Investor Analytics on a pro forma basis). The Group has operations in Europe, North America, South Africa, Asia and Australia, with hundreds of clients in 38 countries around the world. Approximately 80% of recurring revenues are generated outside the UK. StatPro Group plc shares are listed on AIM.


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

DPS, CIPM, MD, Spaulding Group, US

CIPM, Non-Executive Chairman at StatPro, UK

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

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To register for the conference please download the brochure and fax the form to us or you can Register Online.

Registrations Manager:
IBR Conferences Pty Ltd
Tel: +61 (0) 2 9896 0776
Fax: +61 (0) 2 9896 0796
Email: register@ibrc.com.au


If you would like to know more about sponsorship, exhibition and business development opportunities; please get in touch with us at sponsorship@ibrc.com.au.

Panel Sponsor




Media Partner




Workshop Leader
CARL BACON (CIPM, Non-Executive Chairman at StatPro, UK)

Carl Bacon CIPM, joined StatPro Group plc as Chairman in April 2000. StatPro is a platform for Portfolio Analytics, Valuation, Reporting and Research for the investment community. Carl also runs his own consultancy business providing advice to asset managers on various risk and performance measurement issues. Prior to joining StatPro Carl was Director of Risk Control and Performance at Foreign & Colonial Management Ltd, Vice President Head of Performance (Europe) for J P Morgan Investment Management Inc., and Head of Performance for Royal Insurance Asset Management. Carl holds a B.Sc. Hons. in Mathematics from Manchester University and is a member of the Advisory Board of the Journal of Performance Measurement. A founder member of both the Investment Performance Council and GIPS®, Carl is a member of the GIPS Executive Committee, and ex-chair of both the Verification and Interpretation Sub-Committees, and founder of “The Freedom Index Company”. Carl is also the author of “Practical Portfolio Performance Measurement & Attribution” part of the Wiley Finance Series, “Practical Risk-adjusted Performance Measurement”, numerous articles and papers and editor of “Advanced Portfolio Attribution Analysis”

Cource Objective

An intensive masterclass for Investment Professionals and other key players in the investment chain who wish to increase their technical knowledge and gain a detailing understanding of all aspects of portfolio return attribution.


Participants will be required to have a basic knowledge of how to use Excel spreadsheets If possible participants should bring their own laptop with excel loaded. Attendees will be asked to work in teams of two or three on excel based practical exercises.

Basic Attribution

  • Why measure performance?
  • Definition of attribution
  • Attribution as a management tool
  • Recap of the Brinson Model

Fixed Income attribution

  • Why is Fixed Income attribution so different?
  • Weighted Duration Attribution
  • Campisi framework
  • Yield Curve Decomposition

Attribution for Derivatives

  • Futures, options and swaps
  • Short positions
  • Market Neutral
  • 130/30 Funds
  • Multi-level & balanced attribution

Multi-currency Attribution

  • Karnosky & Singer
  • Naïve Currency Attribution
  • Geometric multi-currency
  • Forward Currency contracts

Advanced Attribution

  • Evolution of attribution methodologies
  • Types of attribution
  • Attribution issues
  • Holdings, transaction and returns based attribution
  • The role of attribution. Today and in the future
  • Off-benchmark investing
  • Security level attribution

Location Map

Attendee Information


Interested in speaking?


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Upcoming Events

  1. Investment Performance Training Courses

    April 16 - April 18
  2. Superannuation Funds Tax 2018 Forum

    May 15 @ 8:00 am - May 16 @ 5:00 pm
  3. Unit Pricing 2018 Forum

    May 21 @ 8:00 am - May 23 @ 5:00 pm
  4. Future Social Media Strategy 2018 Forum

    May 31 @ 8:00 am - June 1 @ 5:00 pm
  5. Data Governance 2018

    June 12 @ 8:00 am - June 13 @ 5:00 pm

About Us


IBR conferences specialises in the fields of Mining, Water, Energy, Finance, Marketing, Environment, Public Sectors and Sustainability. IBR Conferences Pty Ltd is a leading edge Australian company that provides corporate executives with tailored practical conferences keeping them up-to-date with latest business trends with in different industry sectors.



Join IBR Conference and be part of a world class team of ambitious, talented people.

People who are consistently pushing the bounda- ries of innovation in the world of conferences, seminars and knowledge management.

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Contact Info


We would love to hear from you and interact with you. Feel free to get in touch with us.

Phone: (+61 2) 9896 0776
Email: register@ibrc.com.au
Address: PO BOX 411, Wentworthville,
NSW 2145