Moderators

David D. Spaulding, DPS, CIPM

Forum Moderator

Martin Bjorn Jensen, CFA

Risk Factor Allocation

98th Meeting of The Performance Measurement Forum

Thursday, November 10-11, 2022

Speaker Bios

8:30 – 9:00 A.M.

CONTINENTAL BREAKFAST

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9:00 – 10:45 A.M.

Zoom Meeting Begins

MEMBER INTRODUCTIONS, UPDATES & QUESTIONS

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10:45 – 11:00 A.M.

MORNING BREAK

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11:15 – 12:00 P.M.

Risk Factor Allocation

Martin Bjorn Jensen, CFA, Axxsys Consulting

Presentation to Download

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12:00 – 1:00 P.M.

LUNCHEON

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1:00 – 2:00 P.M.

OPEN DISCUSSION

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2:00 – 3:00 P.M

Fixed Income Attribution

Ian Thompson, BNY Mellon 

Presentation to Download

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3:00 – 3:30 P.M.

AFTERNOON BREAK

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3:30 – 4:00 P.M.

OPEN DISCUSSION

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4:00 P.M.

NEXT DAY & END OF DAY WRAP-UP

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Friday, June 17, 2022

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8:30 – 9:00 A.M.

CONTINENTAL BREAKFAST

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9:00 – 10:00 A.M.

Zoom Meeting Begins

Challenges with IBOR/ABOR

Patrick Gracia, BNP Paribas

Presentation to Download

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10:00 – 10:30 A.M.

OPEN DISCUSSION

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10:30 – 11:00 A.M.

MORNING BREAK

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11:00 – 12:00 A.M.

An Update on ESG

David D. Spaulding, DPS, CIPM, The Spaulding Group

Presentation to Download

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12:00 – 1:00 P.M.

WRAP-UP & LUNCHEON

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November 10-11, 2022

Thursday

9:00 AM – 5:00 PM ET

Friday

9:00 AM – 12:00 NOON ET

LOCATION

The Dilly London

21 Piccadilly

London W1J 0BH, United Kingdom

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