Hyatt Grand Regency Cypress
1 Grand Cypress Boulevard
Orlando, FL 32836
Thursday, November 29, 2018
8:45 – 9:00 A.M.
Continental Breakfast/Welcome
9:00 – 10:45 A.M.
MEMBER INTRODUCTIONS, UPDATES & QUESTIONS
10:45 – 11:00 A.M.
MORNING BREAK
11:00 – 12:00 P.M.
HEDGING AND OVERLAYS – USE, IMPACT, AND PERFORMANCE CHALLENGES
Arun Muralidhar, Ph.D., Mcube Investment Technologies
12:00 – 1:00 P.M.
LUNCHEON
1:00 – 2:00 P.M.
MEASUREMENT OF FX DECISIONS AND HEDGES
Kaspar Jannings, Realdania
2:00 – 3:00 P.M.
OPEN DISCUSSION
3:00 – 3:15 P.M.
AFTERNOON BREAK
3:15 – 4:15 P.M.
IMPLEMENTING AN ATTRIBUTION SYSTEM: A USER CASE STUDY
Jeff Bellavance, CFA, Panagora Asset Management
4:15 – 5:00 P.M.
OPEN DISCUSSION
5:00 P.M.
NEXT DAY, DINNER PLANS & END OF DAY WRAP-UP
Friday, November 30, 2018
8:45 – 9:00 A.M.
CONTINENTAL BREAKFAST
9:00 – 10:00 A.M.
RETURN CALCULATIONS USING LEVERAGE
John D. Simpson, CIPM, The Spaulding Group
10:00 – 11:00 A.M.
PICK THREE TOPICS
Risk-Adjusted Performance
Derivatives or exposure-based vs. Market value based
Reporting trends
11:00 – 11:15 A.M.
MORNING BREAK
11:15 – 11:45 A.M.
CALCULATION OF NET OF FEE RETURNS
David Spaulding, DPS, CIPM, The Spaulding Group, Inc. (Time Permitting)
11:45 – 12:00 P.M.
UNFINISHED DISCUSSION / WRAP-UP & NEXT MEETING
12:00 – 1:00 P.M.
LUNCHEON