SUPRA: The Summit for Performance, Risk and Attribution 2010
A fresh approach to Performance Measurement
Tuesday 7th September 2010, Waldorf Hilton, London, 08:30 - 17:20
£2,750.00/PRA Gold Membership
£1,500.00/PRA Silver Membership
£999.00/Conference
£499.00/CD-ROM
£175.00/ Conference attendance for PRA members
09:00 - 13:00 09:00 - 13:00 
13:00 Networking Lunch
14:10 ROUNDTABLE DISCUSSIONS: Let’s discuss different risk measures available and ascertain which are best under certain scenarios
Risk measures and their applicability, is there a perfect risk suite? What is the ideal set of risk disclosures? What are the best risk measures and their applications across different situations? Which measures are complimentary and which say the same thing in a different way? Pairing them so that when used together they are useful; and used under the right scenarios.
n Complimentary risk disclosures; when they work and when they don’t
n When it comes to risk, what physically can you do, and what should you do under different circumstances
n Standard deviation; bell shaped curves that show the deviant events, but tend to overlook the bad events
Led by: Romain Berry, Executive Director, Global Market Risk Manager, J.P. Morgan Plc.
14:50 Roundtable feedback to the floor
Each table will give feedback on their discussions to the whole audience:
n What were the 3 main things you discussed
n Was there anything that surprised you?
n What conclusions did you reach?
15:00 Afternoon tea
15:30 PANEL DISCUSSION: Potential pitfalls of using accounting data in performance calculations
n Identifying and documenting performance and accounting data needs of your organisation
n Making all downstream users of performance/accounting information aware of implications to their data prior to implementation. This can’t be over communicated
n Setting a timeline and evaluating the progress versus goals on a regular basis
n Identifying hurdles and roadblocks and having contingency plans ready
Chris Nimmick, Global Head of Performance, HSBC Global Asset Management
Neil Mackay, Head of Performance Measurement & Data Management, Standard Life Investments
Joe McDonagh, Performance Measurement Product Manager, Eagle Investment Systems
16:00 Performance measurement in the equities space
Altaf Kassam, CFA, Managing Director, Global Head of Equity Quantitative Strategy, Deutsche Bank AG London
16:30 Keynote Speaker:
 Tim Harford, The Undercover Economist
Tim Harford is a renowned behavioural economist, author and award-winning Financial Times columnist. His two books, The Undercover Economist and The Logic of Life, have been translated into 30 languages and sold nearly a million copies.
Drawing on the frontiers of economic research, Tim’s speeches cover everything from theories on how to save the world from Armageddon - to how we can match odd socks, lose weight and find happiness. He also explores consumer behaviour when times are hard, contrasting detailed research with tabloid headlines. He shows there are ‘good’ and ‘bad’ recessions and reveals that whilst we cut back, we often do so in unexpected ways. From the retailer’s perspective, competitive advantage goes to those who can target their discounts selectively.
Financial Meltdown
Tim Harford looks at insights from nuclear and industrial accidents and applies them to financial crises drawing observations about early warning signs and whistle-blowing.
17:00 Q&A From the floor
17:10 Closing remarks from the chair and close of conference
17:20 Onwards: Drinks reception
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