PMAR X - Philadelphia, PA
May 23-24, 2012
The Ritz-Carlton Hotel
Agenda| Speakers | Why Attend PMAR?| Who Should Attend? | Online Registration

AGENDA DAY ONE:  WEDNESDAY, MAY 23, 2012

8:00 – 8:45 AM   REGISTRATION
CONTINENTAL BREAKFAST WITH THE EXHIBITORS

8:45 – 9:00 AM   WELCOME
David Spaulding, CIPM, The Spaulding Group, Inc.

9:00 – 9:50 AM   AN UPDATE ON REGULATORY ISSUES
Steve Stone, Morgan Lewis & Bockius, LLP
• Recent SEC Developments
• Best practices

9:50 – 10:40 AM  BENCHMARK DATA OPERATIONAL EFFICIENCIES: A TARGET OPERATING MODEL
Moderator: David Spaulding, CIPM, The Spaulding Group
Joseph McDonagh, CFA, Eagle Investment Systems
John Farris, Rimes
Larry Benedetto, Brandywine Global
• Navigating the increasing complexity of becnhmark data as it relates to operational, performance measurement and reputational risk.
• What are the "hidden" internal resource and technology costs associated with data management for the middle office?
• What are the challenges and the most important factors in managing technology, processes and benchmark data?
• Determining operating platform and data governance approach that works for your firm.

10:40 – 11:00 AM MORNING BREAK

11:00 – 12:00 PM TRUE FIXED INCOME ATTRIBUTION USING A SECTOR BASED APPROACH
Keynote: Stephen Campisi, CFA, Bank of America (Dietz Award Winner) 
• Straight-forward approach that reflects the investment decision process
• Flexible, in-depth analysis by risk factors and detailed market exposures
• Highly accurate with a minimum cost and resource requirement

12:00 – 1:00 PM LUNCH BREAK

1:00 – 1:40 PM ATTRIBUTION FROM A PLAN SPONSOR PERSPECTIVE
John D. Simpson, CIPM, The Spaulding Group
• Why do we need to consider the decisions plan sponsors make?
• Why looking at attribution from a money perspective has benefits
• A multi-tiered approach to attribution

1:40 – 2:20 PM EXCEL TIPS & TRICKS FOR PERFORMANCE PROFESSIONALS
Jed Schneider, CIPM, FRM, The Spaulding Group, Inc.
Neil Riddles, CFA, CIPM, Hansberger Global

2:20 – 3:00 PM BASIC REQUIREMENTS FOR REPORTING PERFORMANCE WITH A MEANINGFUL INTERPRETATION OF THE RESULTS
Douglas Rogers, CFA, Ascencio Asset Management

3:00 – 3:15 PM AFTERNOON BREAK

3:15 – 4:10 PM BATTLE ROYALE - CLIENT REPORTING STANDARDS
Moderator: Patrick W. Fowler, The Spaulding Group (Dietz Award Winner)
Neil Riddles, CFA, CIPM, Hansberger Global Investors
Frances Barney, CFA, BNY Mellon

4:10 – 5:00 PM FAST PERFORMANCE
John D. Simpson, CIPM, The Spaulding Group, Inc
Larry Campbell, Raymond James
Steve Campisi, CFA, Bank of America
Christine Iannacone, CIPM, Goldman Sachs
• This innovative panel approach of performance experts and practitioners will tackle a
host of topics in an exciting lightning round, which is sure to provide you with insightful 
perspectives, ideas and opinions.

5:00 – 6:00 PM COCKTAILS WITH THE EXHIBITORS

AGENDA DAY TWO: THURSDAY, MAY 24, 2012

8:00 – 8:45 AM CONTINENTAL BREAKFAST WITH THE EXHIBITORS

8:45 – 9:00 AM WELCOME BACK/RECAP
David Spaulding, CIPM, The Spaulding Group, Inc.

9:00 – 10:00 AM WHAT WE DO AND DON'T KNOW ABOUT RISK
John M. Longo, Ph.D., CFA,  Edge Financial Group
• The nature and history of risk
• A comparison of common risk metrics
• Drivers of risk
• Navigating "black swans"

10:00 – 10:40 AM  THE PERFORMANCE ANALYST: ROLE AND CAREER PATH
Jed M Schneider, CIPM, FRM, The Spaulding Group - Moderator
Sandra Hahn Colbert, CFA, O'Shaughnessey Asset Management
Carl Hennessy, CIPM, Morgan Stanley Smith Barney
• What skills are needed to succeed in the role of performance analyst?
• What can the career path be for a performance analyst?

10:40 – 11:00 AM MORNING BREAK

11:00 – 12:00 PM FINANCIAL RISK MANAGEMENT
Ben Sopranzetti, Ph.D., CPA, Rutgers University Business School
• Trends in Risk Management
• Contagion and Correlation

12:00 – 1:00 PM  LUNCH BREAK

1:00 – 2:00 PM LINKING AVERAGES
Andre Mirabelli, Ph.D., Opturo
• The general definition of an "average" subsuming: Arithmetic, Geometric and Weighted
• How to fix the manner in which the annulization of an arithmetic difference of returns
is standardly miscontrued
• How understanding averages clarifies the meaning of time-weighted and money-weighted
returns and the weights of shorts

2:00 – 3:00 PM Tailoring Manager Allocation to Market Conditions Using Alpha Optimization
KEYNOTE: Eric Stubbs, RBC

3:00 – 3:20 PM AFTERNOON BREAK

3:20 – 4:20 PM TRANSACTIONS VS. HOLDINGS BASED ATTRIBUTION STUDY
David D. Spaulding, CIPM, The Spaulding Group
• At what point does it make sense to move towards a transaction based model?
• And when doesn’t it matter.

4:20 – 4:30 PM RAFFLE PRIZES - CONFERENCE CONCLUDES