Publications and Talks


For publications and talks which are not available for download it is possible to place an order for a printed copy.

2017 

James Harwood-Bridgen / Bernd R. Fischer, Central Data Management for Global Asset Management – Challenges and Opportunities, at TSAM London on March 15th in London.

 

Thomas Ohlsen, PRIIPs regulation - challenges and solutions for fund companies,  at TSAM London on March 15th in London.

 

Marcus Lesser / Stephan Schruff, PRIIPs-Verordnung: Erfahrungsbericht zur Umsetzung im Allianz-Konzern, at the BVI event Facts, Funds and Food, Frankfurt am Main, February 1, 2017

 

Boris Neubert / Stephan Schruff, PRIIPs KID as managed service for Allianz, PRIIPs Working group at the Institut des Actuaires in Paris on January 17, 2017

 

Julia Hermann, Patrick Eschenburg,  Bewertung von CoCo-Bonds – Eine empirische Analyse, Corporate Finance, January 2017

 

2016

 

Thomas Ohlsen, Three assertions on the future of regulatory client reporting of asset managers, Article, April 2016

 

Boris Neubert, Convergence of Regulatory and Analytical Reporting, at TSAM Europe 2016 on March 15th in London.

 

Thomas Ohlsen, Mobile Applications for Operations, Sales and Account Management, at TSAM Europe 2016 on March 15th in London.

 

Boris Neubert, The Challenges of 2016, IDS New Year's Reception, London, January 21 2016. 

2015

Tim - Oliver Müller, Asset Manager im Spannungsfeld regulatorischer Datenanforderungen, at the BVI event Facts, Funds and Food, Frankfurt am Main, November 12, 2015.

 

Boris Neubert, interview about the challenges and opportunities of the new regulations for the asset management industry (available only in German), at the BVI Asset Management Conference in Frankfurt on October 1, 2015.

 

Haider Mannan, How IDS attained Solvency II readiness, at TSAM Europe 2015, March 17, 2015

 

Boris Neubert / David Zackenfels, Solvency II – spring-cleaning for the asset management industry in 2015?, Expert Guide Investment Funds – 2015, Corporate Live Wire, February 2015, p.12-17.

2014

Maximilian Härtel / Giuseppe Orlando, A Parametric Approach to Counterparty and Credit Risk, Journal of Credit Risk 10(4), p.97–133.

 

Boris Neubert, Regulatorisches Kundenreporting für Instituionelle Anleger, at BVI event Facts, Funds and Food, Frankfurt am Main, December 1, 2014.

 

Kishor Bagri, CFA: Book Review of Dr. Bernd Fischer´s and Russel Wermers´ Performance Evaluation and Attribution of Security Portfolios. In: Book Reviews of the CFA Institute.

Kishor Bagri says: "Highly recommended for professionals who evaluate portfolio managers [...], this book blends traditional concepts of portfolio evaluation with the latest academic findings." Read the full review here.

 

Thomas Ohlsen, Kapitalanlagereporting nach CRR/CRD - Kundenreporting für Banken, at the BVI event Facts, Funds and Food, Frankfurt am Main, July 2, 2014.

 

Bernd R. Fischer, Five years after Lehmann - what are we doing different from a risk perspective?, at 5. International Performance Measurement, Attribution and Risk Conference, London, June 10, 2014.  

 

Boris Neubert, Management of Insurance Assets – Challenges and Opportunities Presented by Solvency II, White Paper, June 6, 2014

 

Andrej El, Wertentwicklung und Effizienz von Anlagekonzepten unter Berücksichtigung von SCR, at the BVI event Facts, Funds and Food, Frankfurt am Main, June 6, 2014.

 

Boris Neubert, Kapitalanlagereporting nach Solvency II - Herausforderungen für das institutionelle Asset-Management, at BVI event Facts, Funds and Food, Frankfurt am Main, June 2, 2014.

 

Haider Mannan, High-Quality Reports: Vision or Mission, at TSAM Europe 2014, March 25, 2014

 

Boris Neubert, Anforderungen an ein modernes Kapitalanlagereporting, BetrAV 1/ 2014, pp. 52- 54. 

2013

Carsten Wittrock: Book of Review of Bernd R. Fischer´s and Russell Wermers´ Performance Evaluation and Attribution of Security Portfolios. In: Journal of Performance Measurement, Fall 2013, p. 63-64.

Carsten Wittrock says: "Although there are already quite a few books and numerous articles available in this area, the new book by Russell Wermers and Bernd Fischer is the first one to systematically present the actual status in theory and practice comprehensively" (p.63).

 

Boris Neubert, Welche Chancen bietet Solvency II für Fondsgesellschaften, Vienna, November 28, 2013

 

Philipp Stumm /  Boris Neubert / Kevin Normann / Marcus R.W. Martin, Neue Ansätze im Risikomanagement: Risikoanalyse und -steuerung von Garantieprodukten, Risiko Manager 23/2013, pp. 16-19

 

Alexander Schnepel / Benoit Aubert / Val Hooper, Revisiting the role of communication quality in ERP project success, American Journal of Business, Vol. 28 Iss: 1, pp.64 - 85

 

Kamil Zielinski, Long Run stock performance of initial public offerings. An international insight. Trends in the World Economy - Key Problems of Selected Economies, Regions and Industries, 193-210. Heft 5, 2013.

 

Maximilian Haertel / Giuseppe Orlando, A Parametric Approach to Counterparty and Credit Risk, CEQURA Conference on Advances in Financial and Insurance Risk Management, Munich, September 23-24, 2013 

 

Bernd R. Fischer, The Fundamental Importance of Data Management for Risk and Performance Measurement, TSAM Europe 2013, London, UK.

 

Haider Mannan, Inside Out - Next Generation Outsourcing, TSAM Europe 2013, London, UK.

2012

Bernd R. Fischer / Russ Wermers, Performance Evaluation and Attribution of Security Portfolios, Academic Press, 1 Edition, December 31, 2012 

 

Boris Neubert, Key Success Factors in the Age of Regulation, IDS-Asset Management Briefing, London, November 6, 2012

 

Boris Neubert, Reengineering the Investment Value Chain for Solvency II, at the 2nd Annual Managing Insurance Assets under Solvency II, London, September 27, 2012 

 

Stephan Schruff, Liquity Risk from the Perspektive of Asset Managers, PRMIA-Conference, Frankfurt/Main, August 30, 2012

 

Boris Neubert, Auswirkungen von Solvency II auf die Fondsgesellschaften, Zeitschrift für das gesamte Kreditwesen, Edition 10/2012, p. 491-496

 

Bernd R. Fischer, Verändert die Finanzkrise die Sicht auf Business Process Outsourcing?, 2nd D-A-CH Kongress für Finanzinformationen, Munich, March 27, 2012

 

Boris Neubert, Auswirkungen von Solvency II auf die Kapitalanlage in Investmentfonds, 2nd D-A-CH Kongress für Finanzinformationen, Munich, March 27, 2012

 

Petra Helena Schneider, Solvency II - Künftiges Anleger- und Aufsichtsreporting, BVI Fach-Seminar „Investitionen von Versicherungen in Investmentfonds“, Frankfurt/Main, February 17, 2012 / January 27, 2012

2011

Boris Neubert, Entscheidungsorientiertes Liquiditätsrisikomanagement für Vermögensverwalter, Round Table Investment Performance, December 14, 2011, Zurich

 

Bernd Hübinger, Beitragsanalyse bei gemischten Mandaten und Dachfonds, SUPRA -  Performance, Risiko & Attribution, Frankfurt/Main, November 23, 2011

 

Bernd R. Fischer, Moderne Ansätze zur Attributionsanalyse, SUPRA -  Performance, Risiko & Attribution, Frankfurt/Main, November 23, 2011

 

Stefan Zinn, Einführung von calculo zur Berechnung von Outperformance Fees, calculo Kunden-Nachmittag, Frankfurt/Main, 22.11.2011

 

Bernd R. Fischer/ Boris Neubert, Kosten für das Reporting können durch zentrale Plattform reduziert werden, Börsenzeitung, November 08, 2011, page 2

 

Roman G. Trageiser, Ausgelagertes Kerngeschäft, portfolio institutionell, July 2011, pp. 41

 

Bernd R. Fischer, Liquidity Risk - A practical approach, The Journal of Performance Measurement's Second Annual European Performance Measurement, Attribution & Risk Conference (PMAR II Europe), London, June 15, 2011 

 

Bernd R. Fischer, State-of-the-Art-Ansätze zur Erstellung von Beitragsanalysen, GIPS-Tag, Frankfurt/Main, May 12, 2011

 

Thomas Vogg, Closing the Open Source Loop, 1st D-A-CH Kongress für Finanzinformationen, April 5, 2011, Munich

 

Thorsten Becker, Getting a GRiPs - Global Risk Parameters in Allianz Group - A post crisis shift of emphasis for market and risk data, 1. D.A.CH. Kongress für Finanzinformationen, April 5, 2011, Munich

 

Boris Neubert/Stefan Zinn, Herausforderungen aus dem Depotbankrundschreiben wirksam begegnen: Berechnung und Kontrolle der Vergütung als Managed Service, 10. BVI-Forum IT Solutions, Frankfurt/Main, March 3, 2011


Boris Neubert, Beitrag der IT zur Steuerung von Risiken im Asset Management, Zeitschrift für das ganze Kreditwesen, Ausgabe Technik 2/2011  


Bernd R. Fischer/Ulrich Raber, State-of-the-Art-Performancemessung für institutionelle Mandate, Handbuch Investmentfonds für institutionelle Anleger, Uhlenbruch-Verlag, 2011
Investment Controlling mit SAS® Risk Dimensions®, Risiken identifizieren, messen und steuern, SAS Institute Inc., 2011

  

2010

Bernd Hannaske, Liquiditätsrisikomanagement gemäß InvMaRisk – Praktische Umsetzung bei AllianzGI, Allianz Global Investors KAG, Frankfurt/Main, November 30, 2010


PricewaterhouseCoopers, Liquiditätsrisikocontrolling nach InvMaRisk, Aufsichtsrechtliche Anforderungen an das Liquiditätsrisikomanagement in Kapitalanlagegesellschaften, Asset Management Consulting, November 30, 2010

 

Boris Neubert, Monitoring and Management of Liquidity Risk in Security Funds, Quant Talk, Frankfurt School of Finance and Management, Frankfurt/Main, October 27, 2010

 

Boris Neubert, Überwachung und Steuerung von Liquiditätsrisiken in Wertpapiersondervermögen, Risiko Manager 19/2010, pp. 16


Michael Kathrein, SAS Risk Dimensions als Basis für professionelles Investmentcontrolling beim Insourcer IDS GmbH – Analysis and Reporting Services, Vienna, May 27, 2010  


Thomas Vogg, Effective integration and processing of market data. Demands on the architecture and infrastructure of information systems, 2. Jahrestagung Integriertes Marktdatenmanagement und Management von IT Handels- und Informationssystemen in Finanzinstitutionen, Mainz, March 15-16, 2010

 

Patrick Eisele, Administration à la Allianz, portfolio institutionell, March 2010, p. 6

 

Gerhard Jovy, Liquiditätsrisikocontrolling nach InvMaRisk Überblick der Ansätze und Lösungen, arcada GmbH Frankfurt, 2010

2009

Bernd R. Fischer, Performanceanalyse in der Praxis: Performancemaße, Attributionsanalyse, Global Investment Performance Standards, Oldenbourg Wissenschaftsverlag Munich, 3rd edition, 2009

 

IDS (Tochter der Allianz SE) bedient Kunden weltweit und zeitnah, vb Versicherungsbetriebe - IT und Kommunikation in der Assekuranz, 3rd edition 2009

2005

Jörn Kneiding, Zentrale Risikoanalysen, e-Commerce-Magazin, Lösungen für digitale Geschäftsprozesse, Ausgabe 6/2005, pp. 26