Friday, March 26, 2010

Global Investment Performance Standards (GIPS)

GIPS Objectives:
  • TO obtain global acceptance of calculation and presentation standards in a fair, comparable format with full disclosure.
  • To ensure consistent, accurate investment performance data in ares of reporting, records, marketing, and presentations.
  • To promote fair competition among investment management firms in all markets without unnecessary entry barriers for new firms.
  • To promote global "self regulation."


Characteristics of GIPS:

  • To claim compliance, an investment management firm must define its "firm."
  • GIPS are ethical standards for performance presentation which ensure fair representation of results and full disclosure.
  • Include all actual fee-paying, discretionary portfolios in composites for a minimum of 5 years or since firm or composite inception.
  • Firms are required to use certain calculation and presentation standards and make specific disclosures.
  • Input data must be accurate.
  • GIPS contain both required and recommended provision-firms are encouraged to adopt the recommended provisions.
  • firms are encouraged to present all pertinent additional and supplemental information.
  • There will be no partial compliance and only full compliance can be claimed.
  • Follow the local laws for cases in which a local or country-specific law or regulation conflicts with GIPS, but disclose the conflict.
  • Certain "recommendations" may become "requirements" in the future.
  • Supplemental "private equity" and "real estate" provisions, contained in GIPS, are to be applied to those asset classes.

8 Major Sections of the GIPS Standards

  • Fundamentals of Compliance
  • Input Data
  • Calculation Methodology
  • Composite Construction
  • Disclosures
  • Presentation and Reporting
  • Real Estate
  • Private Equity

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