conference
8th iPARM 2020 ONLINE FORUMINVESTMENT PERFORMANCE MEASUREMENT, ATTRIBUTION & RISK MANAGEMENT
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About The Online Conference
This mini-conference explores old and new methods for the attribution of performance and risk, combining traditional methods with some innovative thinking and worked examples. The presenters explore how investment managers might game the performance analysts’ methods to enhance their returns. The presenters will also provide an interactive and robust debate on the controversial question of the relative merits of active versus passive management. Statistics provided by Standard &Poors will be examined in depth during this debate.
Topics Covered:
  • Investment performance attribution without a traditional benchmark
  • Attribution of investment risk
  • The pros and cons of traditional investment risk measures
  • Evaluating the performance of a superannuation fund’s equity managers
  • How the use of derivatives can complicate the accurate measurement of investment returns
  • How overseas performance analysts detect and mitigate the risks of “gaming” of outcomes
  • The extent to which Australian investors may be exposed through reluctance to embrace Global Investment Performance Standards (GIPS)
  • Summary of the most recent SPIVA findings
  • The difference between measuring risk over long and short time horizons
Who Should Attend:

Heads of performance, Performance & Attribution and Data Managers & Analysts, Performance Reporting, Investment Performance Risk, Investment Managers, Manager, Investment Performance Analytics, Heads of Investment Risk, Head of Investment Operations, Portfolio managers and senior investment people, Chief Operating Officers, Heads of Technology

THIS IS AN ONLINE EVENT
If you cannot make it to the live Online Conference, we can send you the recorded session after the event.

iPARM 2020 Speakers
Learn speakers of the iPARM 2020 Mini Online Conference.
CFA, CIPM, Head of Performance Measurement and Client Reporting, US at HSBC Global Asset Management (USA)
CFA, Head of Performance Measurement & Risk Analysis, KBI Global Investors (Ireland)
Senior Vice President, Business Data Services and Operations, GIC (Singapore) TBC
Principal
CIPM, Founder, Freedom Index Company, UK. Chief Adviser, StatPro
DPS, CIPM, Founder, Chief Executive Officer, The Spaulding Group, Inc, USA
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8th iPARM 2020 Schedule
Learn schedule, program and topics of the 8th iPARM 2020 Online Forum.
  • Measuring total portfolio return against the investor’s long-term objective
  • Analysing contributions to total portfolio return between
    • Areas of responsibility
    • Key components of the investment management process
    • Asset classes
  • Analysing total portfolio ex-post risk contributions
    between
    • Areas of responsibility
    • Key components of the investment management process
    • Asset classes
  • Comparing and contrasting returns and ex-post “risk”
    characteristics of alternative portfolio strategies
  • The primary objectives of investment risk attribution
  • Potential issues in the calculations
  • The most appropriate risk measures to deploy and an insight into other measures that may be less appropriate
  • A worked example of investment risk attribution
  • The value of retrospective risk measures
  • The definition of risk. Can volatility be an appropriate
    proxy for risk in all circumstances
  • What measures of risk may be more relevant
  • The difference between measuring risk over long and
    short time horizons
  • The value proposition of investment risk measures during extreme market turbulence
  • How to ensure the comparison is “apples with apples” and not “apples with pears”
  • How to detect indicators of gaming of outcomes
  • The relevance of pre-tax versus post-tax comparisons
  • Comparison of value versus growth managers
  • Determining the appropriate time frame for meaningful
    outcomes
  • The role of the asset consultant and the CIO in manager
    evaluation
  • Specific issues with inhouse investment managers
  • How prevalent is “gaming”
  • Examples of “gaming” adopted by investment managers
  • How the use of derivatives can complicate the accurate measurement of investment returns
  • How overseas performance analysts detect and mitigate
    the risks of “gaming” of outcomes
  • The extent to which Australian investors may be exposed through reluctance to embrace Global Investment Performance Standards (GIPS)

SPIVA’ s research casts a number of questions over the
performance of active investment management. This
panel session provides an opportunity for independent
performance analysts to discuss the findings

  • Summary of the most recent SPIVA findings
  • Conclusions that may be drawn
  • Why the SPIVA results may be misleading in some circumstances
  • Can asset consultants consistently pick outperforming
    investment managers?
  • Can active managers consistently outperform their
    benchmark?
  • How far is the move towards a greater component of passive management likely to go?
Registation Packages
Prices and offers for the ' 8th iPARM 2020 Online Forum '
Early Registration:
Register before 30th July
$690 + GST
Normal Registration:
Register After 30th July
$790 + GST
Group Team Registration Pricing:
Register & Pay for 3 delegates & get the 4th FREE

1 Free Ticket

Group Team Registration Pricing:
Register & Pay for 4 delegates & get the 5th& 6th FREE

2 Free Tickets

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