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 "Derivative Insights & Innovations" monthly newsletter by Numerix:

* Required fields
written blog

New Best Practices for Operating in Today's Capital Markets Reality

press release - Jun 20, 2017

Sberbank teams up with Numerix to deliver market-leading IT system solution

press release - Jun 19, 2017

Numerix Named Technology Provider of the Year in the Structured Products Americas Awards

news - article pdf - Jun 9, 2017

Structured Products Americas Awards 2017 | Technology Provider of the Year

newsletter issue - Jun 15, 2017

Derivative Insights & Innovations - June 2017

on-demand webinar

PV and XVA Greeks for Callable Exotics: A New Approach to Algorithmic Differentiation

white paper

New Best Practices for Operating in Today's Capital Markets Reality

conference, industry conference

Buy-Side Risk Europe

industry conference

Risk Management and Trading Conference 2017

press release - May 31, 2017

Numerix Named Analytics Vendor of the Year in the 2017 Global Capital Americas Derivatives Awards

conference presentation

Another Look at Some Quantitative Aspects of the FRTB: Portfolio-Specific Impacts

news - article pdf - May 22, 2017

Sell Side Technology Awards 2017 | Best Credit Risk Product