I remember the following GIPS which are now applicable from 1 Jan 2010… do let me know if i’ve missed anything or got it wrong somewhere… Input Data: - Frequency of valuation: On the date of large external CF and the calendar month-end or LBD Calculation Methodology: - TWR at the date of all large external CFs and calendar month-ends (r dietz and modified r dietz do not apply) Composite return calculation: - Frequency of asset weighting … atleast quarterly Carve out segments: - Only those carve out segments that manage their own cash (and no cash allocation anymore)
I had the same thought but mistitled my thread and got no replies: http://www.analystforum.com/phorums/read.php?13,1153618,1153618#msg-1153618 Looks like we have matching notes. Are there any other changes to be mindful of? Input data requirements: Valuation of PFs: Pre-10 - Monthly; Post-10 - On timing of each CF & end of calendar month/last business day Calc Methodology: TWRR: Pre-10 Modified Dietz& Modified IRR; Post 10: Normal given Valuation on CF Composite Inclusion: Carve outs cannot be included in an asset class composite, unless they are actually managed separately (with own cash balance). Disclosure requirements: Valuation frequency: Disclose if pre-10 was it calendar month-end or last business day?
looks like the same stuff… i only came across these but if i do find anything else, will keep u posted