490-x327
26Nov
November 25, 2019 - November 27, 2019 Grace Hotel Sydney

Gain insights from performance thought leaders & brainstorming on best practices in the performance measurement space.

DAY TWO: Tuesday, 26th November2019

Coffee and Registration

Mark Goodey, Director and Head of Investment Analytics, Eagle Investment Systems LLC

  • Is the industry too focussed on short term results?
  • What is a meaningful time frame?
  • Are traditional benchmarks appropriate? If not what benchmarks should we adopt?
  • Defining “long horizon”
  • Developing benchmarks appropriate for the long horizon
  • Factoring risk measures into long horizon benchmarks
  • Key long horizon performance measures
  • The impact of the investment managers’ traditional incentives on long horizon investing

Kyle Ringrose, Principal Athena IOC Pty Ltd
Stephen Gwynne, VP, Head of Investment Risk and Analytics Services, Northern Trust

  • Is bond trading only a zero-sum game?
  • Is there a case for measuring a bond’s performance using nominal rather than market value?
  • Why the return on a bond can be so much more than just the coupon?
  • How indexed linked bonds can provide outperformance in a low interest rate environment
  • Does the industry’s approach to managing pension assets need to change?
  • What is an appropriate benchmark?
  • Are different measures needed?
  • Which asset classes are better suited to an income focussed portfolio?

Matthew Armstrong, Manager – ALM Reporting, QSuper Group

  • Metrics
  • Performance & risk
  • Presentation format
  • Know your audience

Chris Collins, Director, Investment and Wealth Advisory,
Assurance and Advisory, Deloitte Touche Tohmatsu

Lunch 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
  • What control methods are the most effective in helping the performance team in meeting data quality requirements?
  • Making the Most of Your Data in the Face of Increasing Cost
  • 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?

Panel Chair
Kyle Ringrose, Principal Athena IOC Pty Ltd
Panel Member
Gavin Yip, Associate Director – Data & Analytics Product, APAC, RBC
Stephen Gwynne, Senior VP, Head of Investment Risk and Analytics
Services, Northern Trust

Stefan Trueck, Professor of Business Analytics, Dept of Actuarial Studies and Business Analytics, Macquarie University

Afternoon Tea & Networking

Interested in speaking?

We are on the look out for insightful and unique speakers. Click here to send us your details - be sure to include your areas of interest.

Upcoming Events
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