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
video blog

Numerix: Pushing Boundaries to Create Breakthrough Technology

video blog

What is Numerix Oneview?

on-demand webinar

Preparing for the Switch to SOFR Discounting

conference

FinTech Festival 2019

conference

FIA Asia 2019

on-demand webinar

On-Demand Webinar | Advances in Tenor Basis Modeling: Boundedness, Specification & Calibration

white paper

White paper | A "Playbook" for Automating the Front Office

industry conference

Risk and Libor Summit USA

conference

MATLAB Computational Finance Conference 2019

on-demand webinar

On-Demand Webinar | How to Prepare for the Next Phases of Initial Margin Requirements

white paper

White paper | Increased Adoption and Innovation Are Driving the Structured Products Market

conference presentation

Advances in Tenor Basis Modeling: Boundedness, Specification & Calibration