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Added Value in Financial Institutions
Risk or Return

Emmanual Acar

Performance attribution is well standardised within fund management, due to modern portfolio theory. However, the rewards made to senior executives are a much more subjective topic. Bonuses and salaries are negotiated on a person-to-person basis and vary from one institution to the next.

The same tools used in the fund industry to measure performance may also be used to assess added-value generated by senior managers and executives within financial institutions. Added Value in Financial Institutions demonstrates how this can be done and will allow general managers to start using modern portfolio theory to reward their staff.

It provides a common framework to benchmarking as well as theoretical tools to design and refine benchmarks whilst maintaining an understanding of the specifics of different sectors. Including contributions from some of the leading names in the field, the book offers a novel approach to measuring performance and reward within hedge fund companies. It is prime reading for senior executives, consultants, risk managers, portfolio managers and derivatives traders alike.

Edited by Emmanuel Acar, an actuary with banking experience, Added Value in Financial Institutions is a groundbreaking guide, unveiling the true worth of added value.

Original contributions from traders, investment professionals, bankers, economists, academics and actuaries, including:

Emmanuel Acar, Citibank

Joe D'Alessandro, AIG Asset Management

Jeroen van Bezooyen, Morgan Stanley Dean Witter

Roger Boulton, Watson Wyatt

Kevin Chang, Credit Suisse First Boston

Rebecca Demsetz, Federal Reserve Bank of New York

Maureen Duffy, The Journal of Performance Measurement

Lauwerus van Eesteren, CTA C-View, previously Dresdner Kleinwort Wasserstein

Helie d'Hautefort, Overlay Asset Management

Soosung Hwang, City University Business School, London

George Martin, TRS Associates

Renaud Mattis, Overlay Asset Management

Joe Prendergast, Credit Suisse First Boston

Karin Roland, Valdosta State University, Georgia

Marc Saidenberg, Federal Reserve Bank of New York

Stephen Satchell, Trinity College, Cambridge

Dmitry Shchukin, STELT Telecom

Robert Toffel, JP Morgan Chase & Co.

Robert De Young, Federal Reserve Bank of Chicago

• 284 pages