Performance Measurement & Attribution II
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Tuesday 9th March 2010, The Brewery, London, 13:45 - 17:30
£399.00/for 1 stream; £699/2 streams (per delegate)
Welcome from the Chairman
Anthony Howland, Independent Consultant
“The performance streams at TSAM are always well attended. They provide the interactive forum for peer-group discussion on which the industry thrives. I am delighted to be involved again this year”. Anthony Howland
13:45 Panel discussion: Performance and risk application outsourcing/ off-shoring- benefits and disadvantages
n Should you outsource, and if so what can be outsourced?
n Assessing trends in the provision of relevant services and how these map to the trends on the buy-side
n Best practices when outsourcing operations
n Off-shoring: how to make benefits outweigh the costs
n How do you measure performance of: outsourced functions, ASAP/ off-the-shelf solutions, in-house solutions?
Panellists:
Jim Trotter, Senior Vice President, Global Head of Investment Risk & Analytical Services, The Northern Trust Company
Christopher Beesley, Head of Performance Measurement, F&C Asset Management
Des Gallacher, Global Head of Performance Solution, DST Global Solutions
Jeff Hapeman, CTO, Wilshire Associates
14:30 Performance categorisation and an overview European Fund Classification (EFC)
n With shortcomings of sector classification on the continent, how do fund managers identify where their funds are relative to their competitors?
n Advantages of fund segregation to specific mandates compared to mix-matches
n What needs to be done internally to support this?
Ian Searle, Head of Investment Statistics, Fidelity Investment Services
15:00 Roundtable Q&A
15:15 Afternoon tea
15:45 Alternative asset classes: what needs to be done in preparation for when the markets pick up?
n How to report on an analyse the new flavour of the day: absolute fund type strategies
n Best ways to present reporting and analysis information without the benchmark
n How useful is it to present absolute contributions?
n OTC derivatives
Nick Rogers, Senior Technical Specialist, Bank of New York Mellon Asset Servicing
16:15 In search of high impact performance analysis
n Taking a practical approach to performance analysis
n Identifying which ratios to use
n Attribution, contribution & allocation
n Assessing the impact of graphics
n Examples
Hugo Everts, Head of Performance Measurement, ING Investment Management Europe
16:45 Roundtable discussions
17:15 Closing remarks from the chair
17:30 End of the stream
17:40 Drinks reception
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TSAM 2011
