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.
目錄：
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-FeeSMA, Private Equity, and Real Estate
Wrap-FeeSeparately 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
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