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
on-demand webinar

Riesgo de Contraparte para Latinoamerica (CVA)

in the news - Jul 9, 2018

Microsoft Perspectives | Risk and RegTech

news - article pdf - Jul 5, 2018

CEO Today | COO & EVP Dawn Patrick Featured on Cover of CEO Today

news - article pdf - Jul 5, 2018

CEO Today Business Women of the Year Awards 2018 | Dawn Patrick Profile

on-demand webinar

A Competitive Edge in OTC E-Trading — Next-Generation Technology Capable of Delivering Tomorrow...

conference presentation

Fixed Income Investment in Rising Interest Rates

live webinar

Riesgo de Contraparte para Latinoamerica (CVA)

journal issue

Numerix Journal Vol. 5, No. 1

on-demand webinar

Roundtable Discussion: The 'State of the State' of XVA Front-Office Risk Management

conference presentation

Margin Value Adjustment and Adjoint Differentiation

numerix roadshow, event

Realtime: Adapting to Change in the Increasingly Electronic OTC Markets

conference presentation

Multi-Curve and the end of LIBOR