- 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
11th Annual - iPARM Speakers
Speakers of the 11th annual iPARM Australia Investment performance measurement, Attribution & risk management 2024 conference
Senior Director, Cutter Associates
Senior VP, Head of Investment Risk and AnalyticsServices, Northern Trust
Director, Flametree Technologies (UK)
Research Director, Conexus Institute and Associate Professor, ANU
Executive Director, The Conexus Institute
Principal Consultant, Head of Member Solutions, Frontier Advisors
Senior Manager Total Portfolio Risk & Regulatory Modelling, Rest Super
Independent Consultant & Advisor
Director, Investment Advisory, PwC Australia
Head of Performance Measurement & Risk Analysis, KBI Global Investors
Principal, Jefferson & Shea
Associate Director at Alpha FMC
Performance Manager at AustralianSuper
APAC head of product Management-Performance & Analytics, State Street
Principal consultant, Act 3 Consulting
Head of Advisory, QMV
Manager Audit, Assurance & Risk Consulting, KPMG
Senior Market Risk Manager at Citi
Non-exec director, Independent consultant, Qualitative & Quantitative
Head of Performance Analytics and Investment Risk, Morningstar Investment Management
General Manager at Chant West
Head of Investment Analytics, Perpetual
Head of Risk, Ardea Investment Management
Performance, Analytics and Data Manager, Paradice Investment Management
Senior Performance Analyst, AustralianSuper
Manager, Investment Risk Analytics, Rest (Invited)
iPARM 2024 Schedule
Learn schedule, program and topics of the 11th Annual iPARM 2024 Conference.
Delegate Registration & Coffee
STEPHEN HUPPERT
Independent Consultant & Advisor
CARL BACON
Chief Adviser, Confluence (UK)
• Leverage is commonly interpreted as a risk indicator.
• Leverage manifests in diverse forms, and its definitions vary.
• Overemphasizing leverage can lead to unintended outcomes.
• This session delves into the distinct yet interconnected realms of leverage and risk.
JEFF GEBLER
Head of Risk, Ardea Investment Management
• 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
• Responsibility for setting the benchmarks
• The roles of the asset owners, the asset consultants and the asset managers
• Controls to mitigate the risk of gaming the system
• Benchmarks for unlisted assets – comparison with similar listed assets or comparison with peers
MODERATOR:
CHRIS COLLINS
Senior Market Risk Manager at Citi
PANEL MEMBER:
STEPHANIE LEE
Performance, Analytics and Data Manager, Paradice Investment Management
DAVID BELL
Executive Director, The Conexus Institute
STEPHEN GWYNNE
Regional Head (Performance & Risk)
at Northern Trust Corporation (Invited)
PANEL MEMBER:
IAN FRYER
General Manager, Chant West
REIN VAN ROOYEN
Senior Director, Cutter Associates
JEFF GEBLER, Head of Risk, Ardea Investment
Management
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
• 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
• A collection of experiences with benchmarks
• Data management from a helicopter
• Benchmark management from a helicopter landing
• Indexes
• Constituents
• QA
• Does one size fit all? Different use-cases demand different
approaches to benchmark service
• Trading and compliance
• Performance and risk
• Technology
• Licensing
• Governance
• Specialist service provider landscape
• Architecture
• Outsourcing
• Do all funds really need to use big-brand benchmarks
ANDREW BARROW
Principal consultant, Act 3 Consulting
PANEL MEMBERS:
MICHAEL QUINN
Head of Advisory, QMV
JOE KAVANAGH
CFA , Head of Performance Measurement & Risk Analysis, KBI Global
ANDREW BARROW
Former SVP Head of Asia Pacific, RIMES Technologies
Closing remarks from the chair
5:00- 6:00 1 Hour Networking Drinks
9:00 Opening Remarks From Chair
STEPHEN HUPPERT
Independent Consultant & Advisor
PANEL MEMBERS:
RHODRI ROBERTS CIPM
Product Management, State Street Australia Limited
DAVID CARRUTHERS
Principal Consultant, Head of Member Solutions, Frontier Advisors
Other Panel Members TBA
ROB LECK
Senior Manager Total Portfolio Risk & Regulatory Modelling, Rest Super
10:40 Morning Coffee & Networking
PANEL MEMBERS:
ASSOC. PROF. GEOFF WARREN
Research Director, Conexus Institute and Associate Professor, ANU
PAUL TIFFEN
Manager, Investment Risk Analytics, Rest
• 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
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
12.30 NETWORKING LUNCH
• How life cycle funds work
• How to factor the changing asset allocations into a
long-term investment performance return
• The impact of changing levels of risk in performance measurement
• Comparing the returns of Life Cycle returns with traditional fixed asset allocation strategies
• The key difference between money weighted and time weighted returns in the Life Cycle fund environment
CHRIS COLLINS
Senior Market Risk Manager at Citi
• The critical role of small scale and user defined models for investment analytics and reporting
• Limits of classic model governance and how we can do better
• Maintaining the momentum through 'gamification' and a risk scorecard
• Going next level through automatic model discovery, monitoring & AI
EUGENE KOUTSENKO
Associate Director at Alpha FMC
14:30 AFTERNOON TEA & NETWORKING
• 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:
ALICE LI
Senior Performance Analyst, AustralianSuper
IAIN PERRY
Head of Performance Analytics and Investment Risk, Morningstar Investment Management
JAMES THOMPSON
Head of Investment Analytics, Perpetual
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
Senior Performance Analyst, AustralianSuper
• 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
Closing Remarks from the Chair
Registation Packages
Prices and offers for the '11th Annual iPARM 2024 Conference'
IN-PERSON ATTENDANCE REGISTRATION - SUPER EARLY BIRD REGISTRATION:
Register before 30th Nov
2195 + GST
IN-PERSON ATTENDANCE REGISTRATION - EARLY BIRD REGISTRATION:
Register before 28th Feb
2495 + GST
IN-PERSON ATTENDANCE REGISTRATION - NORMAL REGISTRATION:
Register after 28th Feb
2695 + 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 30th Nov
1795 + GST
VIRTUAL ATTENDANCE REGISTRATION - EARLY BIRD REGISTRATION:
Register before 28th Feb
1895 + GST
VIRTUAL ATTENDANCE REGISTRATION - NORMAL REGISTRATION:
Register after 28th Feb
1995 + GST
VIRTUAL ATTENDANCE REGISTRATION - UNLIMITED GROUP TEAM REGISTRATION
Register & pay for 3 delegates & get unlimited registrations* (*Can only attend virtually)
Click on the button below and fill the form to confirm your registration.
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