- Evolving Trends in Superannuation Investment Performance
- Attributing investment Risk and Returns in a Total Portfolio Approach environment
- The Challenges of Perfecting TPA for investment risks and returns.
- Distinguishing between diversification and hedging with a traditional SAA approach
- Measuring the impact of TPA in investment performance attribution and how it differs to traditional SAA attribution
- Volatility and risk and why they may not be the same thing
- Currency attribution
- Investment Performance and Risk attribution. Getting the fundamentals right and where technology might assist
- Technology & Data Analytics in Performance and Risk
HYBRID EVENT
Conference
13th Annual iPARM Australia - 2025Investment Performance Measurement, Attribution & Risk Management Conference
20th - 21st May 2025, Sydney Central Hotel by The Ascott Limited, Australia
Days
Hours
Minutes
Seconds
Topics Covered for 2025 Forum:
- Leveraging Artificial Intelligence (AI) in Investment Performance Measurement: Enhancing Accuracy and Insights
- The role of the Risk Manager in investment performance attribution
- Attribution of factor and momentum-based investment strategies
- Investment performance and risk analytics in house or outsourced
- Attributing investment risk and performance
- Attributing performance and risk of unlisted investment assets
- Measuring the performance and risks of the “high flyers”
- YFYS and retirement income products
- Advanced Attribution Techniques
- ESG: The Importance of Tools and Data for Effective Risk Management, Compliance, and Regulatory Reporting
- Operational Efficiency in Performance Measurement
Sponsorship & Speaking Opportunities:
13th annual iPARM Australia Forum 2025 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
Early Invited Key Opinion Leaders Includes:
Speakers of The 13th Annual iPARM Australia 2025 Conference will update soon!
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13th Annual iPARM Schedule
Learn schedule, program and topics of the 13th Annual iPARM Australia - Investment Performance Measurement, Attribution & Risk Management 2025 Conference
• Emerging asset classes and their impact on performance measurement.
• ESG considerations in superannuation performance.
• Performance measurement in an era of sustainable and impact investing.
• Analysis of the results of the TAI’s recent Global Asset Owner Peer Study
• The two different problems solved by TPA and SAA and how to attribute between the two
• The key benefits of TPA and how to demonstrate them in performance measurement
• Using TPA to exploit competitive advantage and generate outperformance
• Combining the Top Down with the Bottom-Up approach in a performance attribution model
• Consideration of horizontal issues alongside traditional investment strategies in the attribution model
• Developing a plan for risk measurement of different economic outcomes
• Measuring tail risks
10:40 MORNING COFFEE & NETWORKING
• The benefits of diversification
• The implications of reducing volatility through diversification between asset classes
• Why diversification may increase rather than reduce risk
• The key difference between diversification inter and intra asset class
• Attributing the outcomes of diversification and hedging
• Implications of TPA to current investment performance attribution models
• Building the key elements of a TPA approach
• Measuring the diversification and hedging benefits
• Attributing the risk and return components
• Why fixed income attribution is so different
• How to simplify the process
• The dangers of getting bogged down in unnecessary detail
• Butterfly twists and kurtosis explained in layman’s terms
• How to present potentially complex fixed income attribution to an Investment Committee
12:40 LUNCH BREAK
• The critical need to define risk from the investor’s perspective
• When market volatility does and does not drive risk, the importance of investment time horizons
• A deep dive into the ASFA/FSC Standard Risk Measure
• Possible alternative risk measures for superannuation fund members
• Looking back to the need for the original KS academic paper
• How well the implications of KS attribution are understood
• When KS attribution should and should not be adopted
• The need for sophisticated technology to implement KS attribution
14:40 AFTERNOON TEA
• Defining the investment process
• Dovetailing the attribution framework into the investment process
• Decomposing the market, currency and risk attributes
• How automation can add integrity
• How to add the appropriate level of manual checks and controls
• How AI is transforming traditional performance measurement methods, including real-time data analysis and predictive modelling.
• AI's role in enhancing risk-adjusted returns, attribution analysis, and benchmarking
• Practical use cases of AI in superannuation funds or asset management firms.
• Potential challenges in adopting AI-driven tools, such as data quality, integration with legacy systems, and compliance considerations.
• Future trends in AI applications for investment performance in the superannuation industry.
• AI's role in enhancing risk-adjusted returns, attribution analysis, and benchmarking
• Practical use cases of AI in superannuation funds or asset management firms.
• Potential challenges in adopting AI-driven tools, such as data quality, integration with legacy systems, and compliance considerations.
• Future trends in AI applications for investment performance in the superannuation industry.
Closing remarks from the chair
1 Hour Networking Drinks
• Defining investment risk
• Defining responsibilities throughout the organisation for managing, measuring and reporting investment risk
• Setting a risk budget within targeted performance outcomes Ensuring that the “risk tail” does not wag the “investment dog
• Defining the components of factor-based investment strategies
• How investment performance attribution can differ with factor-based strategies
• Embedding investment risk into the attribution process
• The issues with momentum-based investment strategies and traditional performance attribution
• Examples of performance and risk attribution in action
• The need for tailored in house solutions to match the potentially unique investment approach
• Assessing the trade off in flexibility and costs with the outsourced model
• How can a generic performance attribution be made to work?
• The risks of making in house solutions more complex than absolutely necessary
10:40 MORNING COFFEE
• Defining investment risk in the context of the business
• Risk in the eyes of the investment manager and the asset owner
• The role of the asset owner in setting risk parameters
• The role of an outsourced service provider in risk attribution
• The fundamental issues with valuations of unlisted assets
• Dealing with potential conflicts of interest in valuations
• Factoring concentration and liquidity risk into the performance and risk attribution
• Last round or price discovery techniques
12:30 LUNCH BREAK
• The issues with measuring risk of extreme growth stocks
• Are traditional market volatility based risk measurement techniques appropriate for outlying stocks e.g. Nvidia?
• Is there a case to be made for measuring performance based on current and historical income growth rather than growth in market value?
• Can we learn anything from the “tech wreck” in measuring risk and return of stocks with outlying P/E ratios?
• Is this time really different?
• Are realistic alternative risk and return measures available?
• The extent to which retirement income products should be included in the YFYS performance test
• Why traditional measures of performance may not be appropriate for retirement products
• Alternative methodologies to measure the performance or retirement income products
• Where to next
14:30 AFTERNOON TEA
• Multi-factor performance attribution methodologies.
• Attribution analysis for alternative investments (private equity, infrastructure).
• Fixed income performance attribution models and challenges.
• Automation of performance measurement and reporting systems.
• Cost-effective solutions for performance attribution and risk management in superannuation funds.
• Improving governance in performance and risk management processes
Closing Remarks from the Chair
Registation Packages
Prices and offers for the '13th Annual iPARM Australia - Investment Performance Measurement, Attribution & Risk Management 2025 Conference'
IN-PERSON ATTENDANCE REGISTRATION - SUPER EARLY BIRD REGISTRATION:
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$2495 + GST
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VIRTUAL ATTENDANCE REGISTRATION - Normal Registration:
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