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Jam Media

The Journal of Performance Measurement's First Annual European
Performance Measurement, Attribution & Risk Conference (PMAR Europe)

8-9 June 2010
America Square Conference Centre
1 America Square. London, England

$2,000 - Money Back Guarantee ^#

Why Attend?

Given the impact of the market you may encounter budget restrictions which will require you to give serious thought as to whether to invest in a performance measurement conference in 2010. We want to propose some criteria you may want to consider when comparing alternative events:

- Are the speakers primarily vendors or practitioners? Most attendees want to hear a mix, though they generally prefer to hear primarily from practitioners, at least that's our experience. See how the speakers stack up in the conferences you're considering. (Note: PMAR has a mix, though most of our speakers are practitioners).

- What do you get for your investment? Many conferences have cut back themselves on what they provide: for example, many conferences no longer give their attendees binders with copies of the slides. (Note: we always provide binders with slides, plus much more, including audio CDs and conference transcripts! For example, all attendees at PMAR get a gift for attending).

- Are the speakers the same year-to-year? some conferences prefer to keep the same set of speakers, introducing a few new ones each year. While it is good to see some consistency, especially when speakers are good, most attendees appreciate seeing some new faces. (Note: we rotate more than 70% of our speakers at each conference, retaining just a few who get extremely high marks each year).

- Do the topics change or remain pretty much the same year-to-year? Our industry is dynamic, and so the topics should be too.

- What's the cost of the event? It is a simple process to compare each conference's pricing. (PMAR continues to be the cost savings leader from our own review; we provide high quality topics and speakers for a very low price, especially relative to other promoters).

- What conference do the vendors prefer? A good gauge is the number of vendors that cosponsor the event: If the vendors don't find much value, chances are the attendees won't either.

- How many attend? Obviously number speak a great deal.

- Does the conference offer a money-back guarantee? Who should bear the risk that the conference may not be that good, the promoter or the attendees? (Our events always offer a money-back guarantee: we believe it is unfair to make the attendee carry the risk).

- Do a value comparison. Value equals benefits divided by price. Evaluate the alternatives from a value perspective.

- Is the conference designed to stimulate thought and advance the attendee's knowledge of performance measurement (PMAR is!).

- Conferences are educational opportunitties that provide great forums for dialogue, discussion, and the chance to pick up new ideas, as well as to find out what's going on in the industry. Ours is a very dynamic industry, and this is one reason many attend conferences every year. But this year, perhaps more than ever, you will want to seriously weigh your costs versus the benefits.

Agenda Day 1: Tuesday 8 June 2010

8:00 - 8: 45 Registration and Continental Breakfast with Exhibitors

8:45 - 9:00   Welcome
                      David Spaulding, CIPM, The Spaulding Group, Inc.

9:00 - 9:50    Performance Attribution as an Interactive Control System
                        Phillipe Gregoire, Ph.D., Orfival

9:50 - 10:40 The Changing Role of The Performance Team
                        Darren Crowley, Pictet Asset Management
                        Laura Liljestrom, Sampo
                        � How has the performance team evolved?
                        � Performance analysis versus measurement.
                        � How your team can add value to the investment process.

10:40 - 11:00 Morning Coffee Break

11:00 - 11:45 Fixed Income Analysis and the Performance Team
                         Ian Thompson, Ph.D., BI-SAM Technologies
                         Leonie Woodward, Legal and General Investment Management
                        � The role of the performance team.
                        � How to reconcile fund manager and reporting objectives
                        � Why is fixed income analytics so hard?
                        � How can the performance team really add value?

11:45 - 13:00 Luncheon

13:00 - 13:40 GIPS Update
                          Stefan Illmer, Ph.D., Credit Suisse
                        � What changes do you need to implement.
                        � Implications for daily valuation and valuing illiquid securities.
                        � GIPS review - process and scope.

13:40 - 14:20 Fast Performance
                         John D. Simpson, CIPM, The spaulding Group, Inc.
                         Carl Bacon, CIPM, StatPro
                         Stefan Illmer, Ph.D., Credit Suisse
                         Darren Crowley, Pictet Asset Management
                       � This innovative panel approach of performance experts and         practitioners      practitioners will tackle a host of topics in an exciting lightning round,               round, which will provide you with insightful perspectives, ideas and opinions.           opinions

14:20 - 15:00 What do Pension Funds Want?
                          Elske van de Burgt, Ortec Finance
                          Keld Asnaes, ATP
                          Eric de Rouw, APG
                        � How do pension funds measure risk and return?
                        � Does GIPS matter?

15:00 - 15:15 Afternoon Coffee Break

15:15 - 16:10 Keynote 2009 Dietz Award: Performance Measurement and
                          Attribution with Leverage and Derivatives
                          An article by Damien Laker, presented by Carl Bacon, CIPM,               S                        StatPro

16:10 - 16:45 Hedge Fund Performance
                          Michael Harriman, Wilshire Associates
                         � How to calculate.
                         � Common issues, concerns and misperceptions.

16:45 - 17:00 Mad Performance
                          David Spaulding, CIPM, The Spaulding Group Inc.
                         � A lot to cover in a little time with interactive Q & A.

17:00 - 18:00 Cocktails with Exhibitors

Agenda Day 2: Wednesday 9 June 2010

Agenda Day 2: Wednesday 9 June 2010

8:00 - 8: 45 Registration and Continental Breakfast with Exhibitors

8:45 - 9:00   Welcome Back/ Recap
                      David Spaulding, CIPM, The Spaulding Group, Inc.

9:00 - 9:50    An update on Regulatory Issues
                        Martin Schliemann, Ernst & Young
                        � Recent UCITS Developments.
                        � Best practices.
                        � Valuing securities when there is no market.

9:50 - 10:45 Multi-Currency Attribution
                        Gerard van Breukelen, Robeco
                        � Understand the sources of active return for multi-currency portofolios.        portfolios.
                        � clearly identify the impact of currency overlay.

10:45 - 11:05 Morning Coffee Break

11:05 - 12:00 Battle Royale - Time-Weighting vs. Money Weighting
                         David Spaulding, CIPM, The Spaulding Group, Inc.
                         Carl Bacon, CIPM, StatPro
                        � Which is better?
                        � Why does TWRR rule?
                        � Why is this an issue?

12:00 - 13:00 Luncheon

13:00 - 14:00 Lessons Learned - The Internal Rate of Return (IRR)
                          John D. Simpson, CIPM, The Spaulding Group, Inc.
                        � An update from the IRR working group.
                        � Do risk measures work in non-normal markets?
                        � Dealing with multiple solutions.

14:00 - 15:00 Risk Attribution
                         Jose Menchero, Ph.D., CFA, MSCI-Barra (Dietz Award Winner)
                         � Understand the sources of portfolio risk using the x-sigma-rho methodology.      methodology.
                         � Decompose volatility and tail risk using a single unified framework.
                         � Attribute risk and return to any investment process.

15:00 - 15:20 Afternoon Coffee Break

15:20 - 16:20 Value at Risk (VaR)
                          David Spaulding, CIPM, The Spaulding Group Inc.
                        � What value does VaR bring?
                        � Does VaR provide the necessary information to assess risk?
                        � Is VaR relevant today?

16:20 - 16:30 Raffle Prizes

16:30               Conference Concludes

Special Discounts

- Performance Measurement Forum� Members Receive a 10% Discount!
- Subscribers to The Journal of Performance Measurement� receive a 5% Discount!
- * i-P-A.com subscribers receive a 20% discount ! - apply on application until March 2010

^#Money Back Guarantee!

Any attendee, who is not fully satisfied with the conference at the end of the first day, will receive a full refund!
Call +1.732.873.5700 to Register

The Spaulding Group is registered with CFA Institute as an Approved Provider of Professional development programs. This program is eligible for 12.5 PD credit hours as granted by CFA Institute.

Special 20% discount for i-P-A readers !! *

For on-line registration and more information on the event .... click here ....