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
newsletter issue - Jul 14, 2021

Thinking Derivatively – July 2021 Newsletter

in the news - Jun 30, 2021

Numerix - Best Analytics Solution – WatersTechnology Asia Awards 2021

in the news - Jun 21, 2021

Numerix - Best Sell-Side Analytics Product - Sell Side Technology Awards 2021

white paper

White paper | Real-Time Risk Management in Practice: The Experts’ Views

analyst report

LIBOR Risk Q2 2021 | Libor Transition Nears Its End – Five Topics You Need to Know

on-demand webinar - Jun 30, 2021

Numerix On-Demand Webinar | Modelling Energy Curves for XVA

newsletter issue - Jun 9, 2021

Thinking Derivatively – June 2021 Newsletter

white paper

White paper | The New Rules of Market Risk Management

press release - Jun 2, 2021

Numerix Named Data and Analytics Vendor of the Year in the Global Capital Americas Derivatives...

press release - May 20, 2021

Numerix’s LIBOR Transition Analytics Solutions Recognized in the A-Team Insight RegTech Insight...

on-demand webinar - Jun 24, 2021

Risk.net On-Demand Webinar - Next generation technologies and the future of trading

conference

Global Quant Network 2021