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The first and only comprehensive explanation of GIPS, including how to comply with and implement them . While the CFA Institute has published Global Investment Performance Standards (GIPS) for years, there has never been a serious discussion of their implementation and best use.

In this new book, that void is filled, and you'll quickly discover how to calculate, present, and interpret investment performance conforming to standards that are currently used in over thirty countries worldwide. Covering both the mathematics of relevant investment statistics and the policies and procedures for achieving and maintaining compliance, this book is a comprehensive guide to successfully using GIPS standards in today's turbulent investment environment.

Chapters include information on GIPS fundamentals, performance composites, risk and dispersion measurement, and much more Examples are provided throughout, and supplemental formulas make the book usable as a reference Provides the detailed knowledge currently needed by a large group of investment professionals If you're in the field of finance, Complying with the Global Investment Performance Standards (GIPS) is a book you need to read.

About the Authors

Preface

Acknowledgments

Introduction

PART ONE: Explanation of the GIPS Standards

CHAPTER 1. Fundamentals of Compliance

Scope of the GIPS Standards

History of the GIPS Standards

Governance of the GIPS Standards

Organization of the GIPS Standards

Fundamentals of Compliance

Summary

CHAPTER 2. Defining the Firm and Composites

Defining the Firm

Defining Composites

Summary

PART TWO: The Methodology for Calculating Returns

CHAPTER 3. Portfolio Return Measurement

Single Period Rate of Return

Time Value of Money

Performance of the Investor: Money Weighted Returns

Internal Rate of Return

Performance of the Investment Manager: Time Weighted Returns

Portfolio Return Calculations for the GIPS Standards

Summary

CHAPTER 4. Composite Return Measurement

Composite Constituents

Composite Returns

Single Period Composite Return Considerations

Multi-period Composite Returns

Summary

CHAPTER 5. Dispersion and Risk Measurement

Internal Dispersion

Equal Weighted Dispersion

Asset Weighted Dispersion

Risk

Summary

PART THREE: Reporting and Maintaining Compliance with the GIPS

Standards

CHAPTER 6. Disclosing and Advertising Composite Performance

Required Numerical Information

Required Disclosures

Length of Time for Disclosures

Presentation and Disclosure Recommendations

Supplemental Information

GIPS Advertising Guidelines

Summary

CHAPTER 7. Wrap-Fee/SMA, Private Equity, and Real Estate

Wrap-Fee/Separately Managed Accounts

Private Equity

Real Estate

Summary

CHAPTER 8. Maintaining Compliance with the GIPS Standards

Organization and Oversight

Return Calculation

Error Correction

Managing Composites and Presentations

Summary

CHAPTER 9. Verification

Verification

Performance Examinations

Verification Considerations

Required Verification Procedures

The Verifier’s Report

Preparing for Verification

Summary

Index

　　Bruce J. Feibel is Managing Director of

Investment Manager Products at BNY Mellon. Formerly, Mr. Feibel was

Chief Strategy Officer for Eagle Investment Systems, a BNY Mellon

company. Prior to this he was a principal at State Street Global

Advisors. He is also the author of the book Investment

Performance Measurement, published by Wiley. He earned his B.S.

in accounting from the University of Florida. Feibel is a CFA

charterholder, a member of the GIPS Risk Standards Working Group,

and a past member of the CFA Institute Investment Performance

Council.

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书籍介绍

The first and only comprehensive explanation of GIPS, including how to comply with and implement them . While the CFA Institute has published Global Investment Performance Standards (GIPS) for years, there has never been a serious discussion of their implementation and best use.

In this new book, that void is filled, and you'll quickly discover how to calculate, present, and interpret investment performance conforming to standards that are currently used in over thirty countries worldwide. Covering both the mathematics of relevant investment statistics and the policies and procedures for achieving and maintaining compliance, this book is a comprehensive guide to successfully using GIPS standards in today's turbulent investment environment.

Chapters include information on GIPS fundamentals, performance composites, risk and dispersion measurement, and much more Examples are provided throughout, and supplemental formulas make the book usable as a reference Provides the detailed knowledge currently needed by a large group of investment professionals If you're in the field of finance, Complying with the Global Investment Performance Standards (GIPS) is a book you need to read.