NOVEMBER 26, 2018 - NOVEMBER 27, 2018 Grace Hotel Sydney, 77 York street, Sydney, NSW Australia

Investment Performance Measurement, Attribution & Risk Management 2018 Fourm

27th NOVEMBER 2018 - Day 2

Participants registration and refreshments.

Chairman’s address to the gathering.


  • Mark Goodey,Director, Senior Principal of Investment Analytics, Eagle Investment Systems LLC
  • Regulatory requirements to perform stress testing
  • The different types of stress testing (sensitivity analysis, historical scenarios, hypothetical scenarios)
  • What an effective stress testing program might look like
  • The limitations of stress testing


  • Chris Collins, Director Investment and Wealth Advisory Assurance and Advisory, Deloitte Touche Tohmatsu
  • The key differences
  • Where each attribution method is best applied
  • Case study of right or wrong methodology


  • Carl Bacon,Chief Adviser,StatProUK

Refreshments and Networking opportunity for participants.

  • Why ex-ante risk measures can often be ex-post risk measures with a different badge
  • The benefits and shortcomings of VaR
  • How VaR is complimentary to other risk measures
  • Decision making process – Why it is critical to determine your selection criteria before going to market?
  • The importance of data – How to overcome data sourcing and data integrity issues?
  • The trade off between risk and return
  • Implementation & Testing – How long does it take and what are some pitfalls?
  • Change Management and ongoing support


  • Mubin Rahimi, Head of Investment Services, Asset Servicing, National Australia Bank ( invited)
  • How to streamline the capture and enrichment of your investment data
  • Transforming data into meaningful and actionable information to align with your overall investment strategy
  • How technology combined with a human-touch tells your investment story better


  • Stephen Gwynne, VP, Head of Investment Risk and Analytics Services, Northern Trust
  • Why is high-data quality so integral to performance and risk teams? What negative outcomes could result from poor data?
  • What efforts are being made to consolidate market data cost as prices from vendors continue to rise?
  • Working with your internal data and technology teams to extract the greatest value from your data
  • How could a well-designed data warehouse support the performance & risk teams?


  • Mubin Rahimi, Head of Investment Services, Asset Servicing, National Australia Bank ( invited)
  • Stephen Gwynne, VP, Head of Investment Risk and Analytics Services, Northern Trust
  • Other Panel Members TBA

Lunch and Networking opportunity for participants.

  • Does the risk associated with an asset class vary through time?
  • What drives this variability in risk?
  • How can we incorporate this into the assessment of a multi asset class portfolio?


  • Iain Perry CFA, Head of Portfolio Analytics & Investment Risk, Morningstar Investment Management, Australia


  • Elske van de Burgt CFA, Head of Investment Performance,Ortec Finance

Refreshments and Networking opportunity for participants.

  • The Evolution of the GIPS Standards
  • GIPS Standards, specially the application of them in the real world.
  • Implementation Challenges


  • Damien Damiano, CIPM, Performance & Portfolio Operations Analyst | Martin Currie Australia
  • Benchmarks
  • New Operating Models
  • Transformation Strategies
  • Best Practice Performance Measurement Strategy
  • Strength & Weakness of Offshoring / Outsourcing


  • Mark Goodey, Director, Senior Principal of Investment Analytics, Eagle Investment
    Systems LLC
  • 5:00 PM- 6:00 PM – 1 Hour Networking Drinks

Attendee Information


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