Conference
11th Annual IPARMInvestment Performance Measurement, Attribution & Risk Management 2024 Conference
HYBRID EVENT - 15th-16th May 2024, Sydney Central Hotel
Days
Hours
Minutes
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Topics Covered for 2024 Conference:
  • Peer comparison or strategic asset allocation benchmarks
  • CPI + benchmarks
  • Valuations of unlisted assets for performance analytics
  • Benchmarks and valuations
  • Progress with the YFYS super fund performance measures
  • Measuring investment risk for long term investors
  • Risk adjusted attribution analysis
  • Augmenting traditional risk models for emerging
  • Why Data Visualization Matters?
  • Aligning the data management ecosystem for improved investment analytics and risk analysis
  • Latest innovations in investment performance technology solutions
  • Aligning the data management ecosystem for improved investment analytics and risk analysis
  • Latest innovations in investment performance technology solutions
  • Currency management
  • Measuring performance for long horizon investors
  • The issues with short-term thinking in a long term investment environment
  • Decades on … Why the industry has yet to fully come to grips with tax aware investment management
  • Measuring the returns of Life Cycle funds
  • Investment performance reporting for the Investment Committee and Board
  • Are we making progress in investment performance analytics or are we just moving in circles
  • Custodian performance measurement services through the eyes of an asset manager
  • ESG- It’s impact on Performance & reporting implications

SPONSORSHIP OPPORTUNITIES:
11th annual iPARM Australia Forum 2024 offers sponsors an excellent opportunity to demonstrate thought-leadership and leverage networking opportunities to build brand-value amongst senior investment performance professionals.
If you would like to know more about sponsorship, exhibition and business development opportunities please just get in touch with us – sponsorship@ibrc.com.au

11th Annual - iPARM Speakers
Speakers of the 11th annual iPARM Australia Investment performance measurement, Attribution & risk management 2024 conference
Head of Performance Measurement & Risk Analysis, KBI Global Investors
Head of Investment Risk Compliance at Rest Superannuation
Head of Performance Analytics and Investment Risk, Morningstar Investment Management
Performance Manager, AustralianSuper
CIPM Chief Adviser, Confluence (UK). Founder Freedom Index Company, UK
StatPro
Senior Director, Cutter Associates
Senior VP, Head of Investment Risk and AnalyticsServices, Northern Trust
Product Manager A&NZ – Investment Information Services and PERES, J.P. Morgan
Director, Flametree Technologies (UK)
Principal Consultant, Head of Member Solutions, Frontier Advisors
Head of Investment Risk, Rest Super
Independent Consultant & Advisor
Director, Investment Advisory, PwC Australia
Principal, Jefferson & Shea Impact Strategists
Associate Director at Alpha FMC
APAC head of product Management-Performance & Analytics, State Street
Associate Director, Kaizen Recruitment
Head of Advisory, QMV
Manager Audit, Assurance & Risk Consulting, KPMG
Senior Market Risk Manager at Citi
Head of Investment Analytics, Perpetual
Performance, Analytics and Data Manager, Paradice Investment Management
Manager, Investment Risk Analytics, Rest (Invited)
Head of Investment Data Management and Reporting at Aware Super
Principal, Kaparra Pty Ltd
Investment Consultant at Ortec Finance
former Global Pension and Retirement Leader, EY
Regional Director, APAC Analytics at FactSet
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iPARM 2024 Schedule
Learn schedule, program and topics of the 11th Annual iPARM 2024 Conference.

• Rest’s Investment Risk Compliance Team and its role in the annual Strategic Asset Allocation process.
• How risk is considered in the SAA process and management of member portfolios
• The Sensitivity of the SAA to different risks.
• Independent monitoring of risks and assumptions.

JEFF GEBLER
Head of Investment Risk Compliance at Rest Superannuation

• The drivers of asset valuations – fundamentals or emotion
• The issues with valuations of unlisted assets
• Why valuations of listed assets may have a disconnect with valuations of unlisted assets
• The impact of ignoring critical features of unlisted assets when measuring performance
• Ensuring independence in valuations
• The regulators’ views on unlisted asset valuations

REIN VAN ROOYEN
Senior Director, Cutter Associates

10:40 MORNING COFFEE & NETWORKING

• Why volatility-based risk measure have evolved
• The pros and cons of the Standard Risk Measure
• Which is riskier, Balanced or Cash?
• Potential alternative risk measures

DAVID CARRUTHERS
Principal Consultant, Head of Member Solutions, Frontier Advisors

STEPHEN HUPPERT
Independent Consultant & Advisor

REIN VAN ROOYEN
Senior Director, Cutter Associates

JEFF GEBLER
Head of Investment Risk Compliance at Rest Superannuation

JOSEF PILGER
former Global Pension and Retirement Leader, EY

12.30 Networking Lunch

• Why volatility-based risk measure have evolved
• The pros and cons of the Standard Risk Measure
• Which is riskier, Balanced or Cash?
• Potential alternative risk measures

DAVID CARRUTHERS
Principal Consultant, Head of Member Solutions, Frontier Advisors( Invited)

• How can a manager avoid charges of greenwashing and window dressing, in a way that is quantitative and auditable?
• How can we work with limited and inaccurate ESG compliance data?
• Defining a measure of active ESG return that emphasises active reduction of carbon emissions, rather than investment in low-carbon industries
• Using Brinson attribution and mean variance techniques to measure compliance with investor aims

ANDREW COLIN
Director, Flametree Technologies

14:30 AFTERNOON TEA

• So what is Data Visualization?
• And why should we consider Data Visualization as a tool of communication
• One investment managers continuing journey towards Data Visualization as a communication tool
• How do we bring this to the centre of our efforts in performance analytics and better presentation of those analytics?

JOE KAVANAGH
CFA , Head of Performance Measurement & Risk Analysis, KBI Global

15:00 AFTERNOON TEA

Investment returns, risks and fees are getting starring roles in super funds’ efforts to pass the annual YFYS test and Member Outcomes assessment.... but what about tax? Tax gets a minor focus (if any), even though both YFYS and Member
Outcomes have an after-tax focus. This session discusses tax aspects of these tests and presents research on how
measurement and management of investment taxes can link with better YFYS and Member Outcomes performance.

RAEWYN WILLIAMS
Principal, Jefferson & Shea Impact Strategists

PANEL MEMBERS:

MICHAEL QUINN
Head of Advisory, QMV

JOE KAVANAGH
CFA , Head of Performance Measurement & Risk Analysis, KBI Global

MODERATOR:

STEPHEN HUPPERT
Independent Consultant & Advisor

5:00- 6:00 1 Hour Networking Drinks

9:00 Opening Remarks From Chair

STEPHEN HUPPERT
Independent Consultant & Advisor

ROB LECK
Head of Investment Risk, Rest Super

10:40 Morning Coffee & Networking

PANEL MEMBERS:

PAUL TIFFEN
Manager, Investment Risk Analytics, Rest

RICHARD GRIFFITHS
Investment Consultant at Ortec Finance

MIKE DAWSON
Regional Director, APAC Analytics at FactSet

MODERATOR:

MARK GRIFFITHS
Principal, Kaparra Pty Ltd

11:00 MORNING COFFEE & NETWORKING

• Expected shortfall and tail risk
• Internal model approach vs standard approach and the IMA tests
• Capital implications for banks for products / strategies
• Market impact for the buy side

CHRIS COLLINS
Senior Market Risk Manager at Citi

• The integrity and robustness of valuation governance is critical for funds and fund managers to provide assurance to their investors that valuations are conducted in a consistent and accurate manner. In particular, funds who are regulated by APRA who will have increased expectations on valuation practices of investment management firms.
• Ensuring appropriate measures are in place to effectively monitor each investment strategy, each investment within a strategy including; appropriate performance benchmarks and a methodology, reporting to the board (at least quarterly) on investment performance. Assessing the sources of out-performance and underperformance relative to appropriate benchmarks including YFYS, APRA heatmaps.
• Ensuring persons undertaking the assessment of performance are operationally independent from those who are responsible for making the investment decisions. Tracking the value added from dynamic and short-term tactical asset allocation decisions.
• Greenwashing, particularly with the recent media around the ASIC action.

NARESH SUBRAMANIAM
Partner, PwC

12.30 Networking Lunch

Investment returns, risks and fees are getting starring roles in super funds’ efforts to pass the annual YFYS test and Member Outcomes assessment.... but what about tax? Tax gets a minor focus (if any), even though both YFYS and Member Outcomes have an after-tax focus. This session discusses tax aspects of these tests and presents research on how measurement and management of investment taxes can link with better YFYS and Member Outcomes performance.

EUGENE KOUTSENKO
Associate Director at Alpha FMC

• It has been said that “Progress is cumulative in science and engineering …… but cyclical in finance”. Can this be said of investment performance analytics
• Innovations that we have seen over recent times
• Areas that seem to be stuck in the past
• The extent to which technology has enabled progress
• Changes that we would like to see in the future
• Are we just moving round in circles?

PANEL MEMBERS:

IAIN PERRY
Head of Performance Analytics and Investment Risk, Morningstar Investment Management

JAMES THOMPSON
Head of Investment Analytics, Perpetual

STUART HOY
Managing Partner, William Street Partners

MODERATOR:

STEPHEN HUPPERT
Independent Consultant & Advisor

PANEL MEMBERS:

STEPHANIE LEE
Performance, Analytics and Data Manager, Paradice Investment Management

STEPHEN GWYNNE
Senior VP, Head of Investment Risk and Analytics Services, Northern Trust

ALICE LI
Performance Manager, AustralianSuper

RICHARD SITOSTA
Head of Investment Data Management and Reporting at Aware Super

MODERATOR:

JACK BROWN
Associate Director, Kaizen Recruitment

• Introduction to the GIPS standards and key concepts of the standards
• Benefits for firms that claim compliance with the GIPS standards
• A verifier’s perspective of good practice in GIPS compliant firms and common errors identified during verifications
• Bringing clarity to marketing and advertising material prepared under the GIPS standards
• Update from the annual GIPS standards conference

CHRIS CALLARD
Manager Audit, Assurance & Risk Consulting, KPMG

JOE KAVANAGH, CFA
Head of Performance Measurement & Risk Analysis, KBI Global

Registation Packages
Prices and offers for the '11th Annual iPARM 2024 Conference'
IN-PERSON ATTENDANCE REGISTRATION - SUPER EARLY BIRD REGISTRATION:
Register before 29TH FEBRUARY
$2495 + GST
IN-PERSON ATTENDANCE REGISTRATION - EARLY BIRD REGISTRATION:
Register before 31ST March
$2695 + GST
IN-PERSON ATTENDANCE REGISTRATION - NORMAL REGISTRATION:
Register after 31ST March
$2895 + GST
IN-PERSON ATTENDANCE REGISTRATION - UNLIMITED GROUP TEAM REGISTRATION

Register & pay for 3 delegates & get unlimited registrations* (*Can attend in-person or virtually )

VIRTUAL ATTENDANCE REGISTRATION - SUPER EARLY BIRD REGISTRATION:
Register before 29TH FEBRUARY
$1795 + GST
VIRTUAL ATTENDANCE REGISTRATION - EARLY BIRD REGISTRATION:
Register before 31st March
$1895 + GST
VIRTUAL ATTENDANCE REGISTRATION - NORMAL REGISTRATION:
Register after 31st March
$1995 + GST
VIRTUAL ATTENDANCE REGISTRATION - UNLIMITED GROUP TEAM REGISTRATION

Register & pay for 3 delegates & get unlimited registrations* (*Can only attend virtually)

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