Presented at Buy-Side Risk Europe | March 2017

This presentation entitled “Portfolio Performance Attribution: Why, When and How” was given by Martin Toyer of Numerix at the March 2017 Buy-Side Risk Europe conference.

The presentation addresses:

  • Theme based attribution: supporting the portfolio manager; informing the investor
  • Risk based attribution: supporting the risk manager; protecting the business
  • Dealing with change: trading, non-linearity, market events, corporate actions
  • Stress testing and liquidity risk: are you being rewarded for the risks you are taking?
  • Keeping up with the market: understanding in real time

 

Numerix Presenter Bio:

Martin Toyer, Chief Technology Officer, Numerix
Martin Toyer joined Numerix in January 2017 as Chief Technology Officer. He has dedicated his career to developing technology solutions and risk tools for the financial industry. Prior to joining Numerix, Martin was the founder and CTO of TFG Financial Systems, which provided institutional quality platforms for cross-asset portfolio and real time risk management to hedge funds, asset managers, and banks. Previously, Martin was a manager of a team of developers at a tier 1 investment bank, where he was responsible for real time pricing of European bonds and interest rate swaps, in addition to developing the risk analytics and systems used within the bank's global risk management architecture. He holds a Mathematics degree from Brasenose College, Oxford University.

Complete the form to the right to download this slide deck from Martin Toyer's March 2017 Buy-Side Risk Europe presentation.

Download Slides

Complete the form below to download this slide deck from Martin Toyer's March 2017 Buy-Side Risk Europe presentation.

Select Form: 

Form #4: Conference Presentation

Sign me up to receive "Thinking Derivatively" monthly newsletter by Numerix:

* Required fields
press release - Jun 21, 2019

New Book “Modern SABR Analytics” Authored by Numerix Focuses on How to Enhance the SABR Model for...

on-demand webinar

On-Demand Resource | Dawn of Alternative Reference Rates: Curve Construction Fundamentals

white paper

White paper | LIBOR Will Not Transition Quietly: What You Need to Know Now

conference presentation

Advances in Tenor Basis Modeling: Boundedness, Specification & Calibration

press release - May 28, 2019

Numerix chosen as a 2019 Red Herring Top 100 North America Winner

on-demand webinar

On-Demand Webinar | Taking XVAs to the Next Level: Technology and XVAs State of Play

conference presentation

New Arbitrage-Free Parametric Volatility Surface

conference

Waters Europe 2019

news - article pdf - May 14, 2019

Waters Sell Side Technology Awards 2019 | Best Sell-Side Technology Provider

news - article pdf - May 14, 2019

Waters Sell Side Technology Awards 2019 | Best Sell-Side Credit Risk Product

conference

Risk Live 2019

video blog

Numerix Oneview for Margin