08.50 Opening Remarks From The Chair

Trevor Persaud
Director, Head of Investment Risk Oversight and Performance
Analysis, Prudential Asset Management
Chairman, Asia Pacific Regional Investment Performance Subcommittee (RIPS)

09.00 Redefining The Roles And Responsibilities Of Performance Analysts And Risk Managers To Better Support The Investment Management Teams

• Ensuring that performance and risk measurement professions become integral to the investment decision making process
• Moving away from a back office operational role to actively providing insights to portfolio management teams
• Prototyping solutions that advance the firm’s mission and satisfy clients’ needs instead of waiting for information requests
• Equipping yourself with knowledge of both your firm’s investments and its markets to produce meaningful performance and risk analysis
• Incorporating the performance and risk function during the investment monitoring phase
• Thinking like your client - changing the focus of performance and risk from calculations to investment analysis

Trevor Persaud
Director, Head of Investment Risk Oversight and Performance
Analysis, Prudential Asset Management
Chairman, Asia Pacific Regional Investment Performance Subcommittee (RIPS)

09.40 Panel Session: GIPS 2010 - Final Updates, Compliance And Implementation

• Global trends in GIPS compliance and verification
• GIPS 2010 and how it will affect you and your organization
• Navigating performance measurement in Asia
• Overcoming key challenges and maximizing the benefits of GIPS compliance and verification
• Examining topical issues and action plans regarding performance standards and measurement

Panelists:

10.25 SPEED NETWORKING SESSION: Speed Networking Will Enable You To Meet All Conference Attendees Within A Short Time And Ensure An Open Discussion Throughout TheConference

11.20 Panel Session: Performance Attribution - Gaining Insights Into The Success Or Failure Of Your Portfolio Strategies

• Improving your investment process by identifying key sources of returns on a risk-adjusted basis
• Enhance performance consistency by picking a good performance attribution model
• Measuring the effect of the portfolio manager’s tactical (short-term) allocation shifts
• Aligning risk and performance attribution to enhance investment decisions
• Advanced attribution - the evolution of attribution methodologies

Panelists:

12.00 Transaction Based Vs. Holding Based Attribution - How To Best Determine The Return On Investments

• Examining the strengths and weaknesses in transaction based and holding based models
• Using the suitable attribution methodology that captures the true performance of your portfolio
• Money weighted vs. time-weighted returns - which is more accurate?
• Lessons learned from the way performance attribution is done in most firms
• Trading effect analysis - a combination of both models

Remco van Eeuwijk, CFA
Managing Director
MN Services Investment Management UK

13.40 Fixed Income Attribution - Tackling Challenges Faced In The New Economic Paradigm

• Sourcing consistent & accurate security master, pricing and index data
• Data management - understanding, validating and cleansing data to integrate them into attribution calculations
• Attribution of exotic risk transfer securities
• Finding a system that has the flexibility to change the underlying model to match the management styles of portfolio managers
• Implementing fixed income attribution as part of your overall technology infrastructure plan

Mark Goodey
Head of Performance
Aviva Investors

14.30Stress testing - Incorporating qualitative assessments and scenario analysis

• Utilizing stress testing as a statistical approach to market risk control
• Analyzing stress testing methodologies and incorporating them into the traditional risk process
• Scenario generation and analysis for global portfolios
• Liquidity considerations and their impact on stress test results
• Keeping the scenarios relevant to your business and up to date
• Determining model reliability under stressful conditions
• Formulating risk minimization solutions with your stress testing results

Dr. Lincoln Rathnam
CFA, Global Head of Investment Management, EM Capital Management LLC & CEO
EM Capital Management Asia

15.40 Data Management – Making Sense Of Your Data For Enhanced Risk Management

• Best practices, directions and ideas when dealing with massive amounts of data
• State of the art data visualization and approaches
• Techniques in identifying outliers, providing multiple dimensional data visualization and eliminating biases in data
• Best practices, directions and ideas when dealing with situations where we do not have sufficient data available
• Analyzing data based on Time Series (i.e. with no information on an investment’s holdings), including multi factor regression, style analysis, performance attribution and ex ante risk decomposition
• Doing more with less and ensuring robustness in the process of doing so.
• Evaluating techniques involved including Monte Carlo simulations, best fit algorithms, flexible least squares

Jean-Marc Sabatier
Head of Risk Management Asia
Crédit Agricole Asset Management

16.20 Understanding Risk And Performance Measurement In Alternative Investment Products

• Exploring risk factors and returns involved in alternative investment products
• Discovering performance ranking measures for hedge funds and funds of hedge funds
• Management, attribution and integration of hedge fund risk into your risk management strategy
• Overcoming challenges posed by illiquid portfolios
• Integrating the risk measurement framework for alternative investments into that of a “traditional” asset class
• Overcoming the challenges posed by a lack of market risk data in risk measurement
• Understanding the role of alternative investments in the architecture of an institutional portfolio

Miodrag Janjusevic
Managing Director, Chief Risk Officer
Sail Advisors

17.00 Overcoming Key Challenges In Risk Adjusted Performance Measurement In The Current Market

• Assessing ex-post and ex-ante risk measures & their applicability
• Enhancing the current performance measurement framework
• Calculating and reporting risk-adjusted returns for diversified portfolios
• Resolving critical problems due to inaccurate data, peer quality models, lack of management buy-in and implementation

Daniel Wallick
Principal, Investment Strategy Group
Vanguard

17.40 Closing Remarks From The Chair & End Of Conference Day One