Spaulding Group FIA Symposium

Program Agenda
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Wednesday, October 18, 2006
7:00 - 8:00 AM	REGISTRATION CONTINENTAL BREAKFAST WITH THE EXHIBITORS
8:00 - 8:15 AM	WELCOME David Spaulding, The Spaulding Group, Inc.
8:15 - 9:15 AM	THE ATTRIBUTION OF PORTFOLIO AND INDEX RETURNS IN FIXED INCOME Tim Lord, Bear Sterns • Equities and Fixed income portfolio holdings • Composite benchmark • Hybrid attribution model
9:15 - 10:15 AM	PERFORMANCE ATTRIBUTION FOR MORTGAGE BACKED SECURITIES Bernard Murira, The World Bank • How to make the indexation process more accurate • How to use the Factor model as a scenario analysis tool
10:15 - 10:45 AM	MORNING BREAK
10:45 - 11:45 AM	THE SIMCORP MODEL Lars Bjerre Hansen, Simcorp • Identifying basic fixed income sources of return and combining these flexibly to encapsulate a range of fixed income attribution formulations. • An intuitive framework for linking the fixed income attribution across multiple periods.
11:45 - 1:00 PM	LUNCHEON
1:00 - 2:00 PM	MOVING FROM THE CLASSROOM TO THE BOARD ROOM- REAL WORLD IMPLICATIONS OF FIXED INCOME ATTRIBUTION Stephen Campisi , Intuitive Performance Solutions • Identifying the key manager decisions that define the active investment process • Understanding the key market factors and how to represent them correctly in the model • Understanding how model assumptions and mechanics affect your results
2:00 - 3:00 PM	FIXED INCOME BENCHMARKS Nicholas Gendron, Lehman Brothers • Building the Fixed Income Benchmark • Major differences between bond and equity indices • Current market trends
3:00 - 3:30 PM	AFTERNOON BREAK
3:30 - 4:30 PM	SIMPLIFYING THE MCCLAREN/ MICROGEN MODEL David Spaulding, The Spaulding Group, Inc. • How the pieces fit together • Making the model more intuitive • How the Brinson-Fachler model serves as a basis for understanding the model
4:30 - 4:45 PM	CONFERENCE WRAPS-UP David Spaulding, The Spaulding Group, Inc.
4:45 PM	CONFERENCE CONCLUDES