- May 16th & 17th, 2012 | The Crowne Plaza, Manhattan, NY Add to my calendar
Agenda day 1: May 16th
Agenda PDF Download – SUPRA North America 2012
8.00 a.m. Registration and coffee
8.45 a.m. OsneyMedia’s welcome address
8.50 a.m. Chair’s welcome address and table introductions
Timothy F. Peterson, CFA, CAIA, CIPM, Partner, Ashland Partners & Company LLP
9.00 a.m. Avoiding disaster: Valuation implications for performance and risk
- Behavioral considerations for valuation practices
- Dangers of reliance on purely quantitative methods in light of high frequency and commodity-linked trading
- Forensic testing of pricing policies and procedures
- Developing a suitable valuation framework
Timothy F. Peterson, CFA, CAIA, CIPM, Partner, Ashland Partners & Company LLP
9.30 a.m. Performance and risk for hedge funds: challenges and solutions
- What are the key differences to performance reporting for traditional portfolios?
- Where do the challenges lie with performance/risk calculation?
Frances Barney, CFA, Managing Director, Performance & Risk Analytics, BNY Mellon
10.00 a.m. Panel discussion: Technology and the next generation of performance and risk platforms
- Where attribution models for fixed income and equities are strong, how can objectives for multi-asset portfolios effectively be blended?
- How closely should performance and risk be integrated?
Erik Johnsen, Managing Member, Cairn Investment Performance Consulting LLC
Viola Dunne, Global Head of Performance Measurement, BlackRock
10.30 a.m. Morning coffee
11.00 a.m. The GIPS standards: Putting requirements into practice
- Choosing policies that simplify compliance with the GIPS standards
- Establishing a workable GIPS error correction policy
- Mitigating regulatory and business risks related to GIPS compliance
Karyn D. Vincent, CFA, CIPM, Founder, Vincent Performance Services
11.45 a.m. Panel discussion: Team management, training and development in performance
- Current trends in recruitment – how do you recruit the right people and develop talent? CIPM v CFA
- Providing a career progression path – the number one priority?
- Does the middle office have to become more interesting and credible for people to aspire to work, and then stay in performance measurement?
- Embedding risk into performance objectives
Jeff Bellavance CFA, Vice President, State Street Global Advisors
Frances Barney, CFA, Managing Director, Performance & Risk Analytics, BNY Mellon
Jeffrey T Feeney, CFA, Senior Vice President, Regional Head – Americas, Investment Risk & Analytical Services, Northern Trust
Luis Tello Jr., Senior Vice President, Head of Americas Performance, Citi Private Bank
12.30 p.m. Roundtable discussions
Ken Robinson, CFA, CIPM, Director, Global Investment Performance Standards, CFA Institute
1.00 p.m. Networking lunch
2.00 p.m. Panel discussion: From risk measurement to the evolving role of risk management – getting it right
- What are the differences between risk measurement and risk management?
- Is risk management something broader than a compliance function?
- How risk management is actively used in the investment process
- How important is risk reporting?
Yvonne I. Pytlik, Chief Compliance Officer, Dreman Value Management, L.L.C.
Jennifer Myers, Managing Partner, GlobalRMC
Christine Knott, Managing Director, Relationship Executive Investment Manager, Outsourcing Americas, BNY Mellon
Donna-M White, Director, Head of Retail Asset Management Compliance Americas, Deutsche Investment Management Americas Inc.
2.30 p.m. Roundtable discussions
Discussion topics will be based on the top 3 issues raised by delegates on the day.
Stephanie Prince, Head of Performance, Allianz Global Investors
3.00 p.m. Why do my Performance numbers disagree with my custodian or consultant numbers?
- Cash Flow weighting decision
- Fair Value Price
- Modified Dietz and mid-month valuation thresholds
- What can be done about this?
- Conversation you should have with your clients
Raymond L.H. Murphy, III, CFA, Vice President, State Street
3.30 p.m. Afternoon refreshments
4.00 p.m. Roundtable discussions: How does investment performance and risk create value?
Todd Jankowski CFA, Head, CIPM Program, CFA Institute
4.45 p.m. 5x5: What’s hot, what’s not, what’s next
Six speakers with five minutes each to expound their views on what’s hot, what’s not and what’s next in performance measurement, attribution, and investment risk. Content and format is entirely up to individual speakers, and to ensure quality, the Chair will hold up a yellow and even a red card to anyone who makes a sales pitch, so be assured it will be interesting.
Jason Millard, CFA, CIPM, Director, Ashland Partners & Company LLP
Jim McCann, Managing Director, Turtlebay Advisory Services and Adjunct Professor, Fordham University
Erik Johnsen, Managing Member, Cairn Investment Performance Consulting LLC
Margaret Wasnak, CPA, CIPM, Independent Consultant
Ron Surz, President, PPCA Inc
5.15 p.m. Roundtable discussions: What’s hot, what’s not, what’s next?
Delegates will discuss the 6×5 speakers, and each roundtable will choose their favourite.
5.25 p.m. Voting and winner is announced
Tables will cast their vote and the winning speaker will be presented with a bottle of champagne.
5.30 p.m. Closing remarks and key takeaways from the chair,
Timothy F. Peterson, CFA, CAIA, CIPM, Partner, Ashland Partners & Company LLP
5.40 p.m. Drinks reception
There are still limited speaker opportunities available, so if you are an industry practitioner and have an interesting story to share with your peers, we’d love to hear from you.
Contact Charlotte Wright on 877 661 1090 (calls from North America only) or +44 (0)20 7336 4600 (calls outside North America) or email charlotte_wright@osneymedia.com if you would like to join the growing number of buy-side speakers delivering a case study, or if your company provides solutions to the buy-side.
Agenda PDF Download – SUPRA North America 2012
