- 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
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
Head of Performance Measurement & Risk Analysis, KBI Global Investors
Principal, Jefferson & Shea
Associate Director at Alpha FMC
Managing Director APAC at Simcorp
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 Performance Analytics and Investment Risk, Morningstar Investment Management
General Manager at Chant West
Head of Investment Analytics, Perpetual
Head of Investment Risk Compliance at Rest Superannuation
Performance, Analytics and Data Manager, Paradice Investment Management
Performance Manager, AustralianSuper
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
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)
• 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
• 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
PANEL MEMBER:
IAN FRYER
General Manager, Chant West
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
• 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
PANEL MEMBERS:
MICHAEL QUINN
Head of Advisory, QMV
JOE KAVANAGH
CFA , Head of Performance Measurement & Risk Analysis, KBI Global
RICHARD GRIFFITHS
Investment Consultant at Ortec Finance
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
JOSEF PILGER
former Global Pension and Retirement Leader, EY
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
EDWARD BEE
Managing Director APAC at Simcorp
MODERATOR:
MARK GRIFFITHS
Principal, Kaparra Pty Ltd
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.
RAEWYN WILLIAMS
Principal, Jefferson & Shea Impact Strategists
• 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:
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
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
Speakers:
STEPHEN GWYNNESenior VP, Head of Investment Risk and AnalyticsServices, Northern Trust
Jack BrownAssociate Director, Kaizen Recruitment
Stephanie LeePerformance, Analytics and Data Manager, Paradice Investment Management
ALICE LIPerformance Manager, AustralianSuper
Richard SitostaHead of Investment Data Management and Reporting at Aware Super
• 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 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)
Click on the button below and fill the form to confirm your registration.
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