7th Annual Solutions-Oriented Investing Forum: Managing Risk and Liquidity

Jan 23rd - Jan 24th 2018
The Ritz-Carlton
San Francisco
About

Improving Your Strategic Asset Allocation: Modeling Liquidity and Shifting Risk

On January 23-24 in San Francisco we will present the latest, best thinking on the ways that North American pension funds and US endowments and foundations can respond to a volatile global investment landscape recognized for its rapidly changing dynamics. An opportunity and risk set which looks hardly at all like the world of even a few years ago – with one key exception, the continuing low rate environment which is driving so many strategic asset allocation decisions.

We hope you will be able to join us for this day and a half intensive seminar to learn about the decisions North American pension funds, endowments, and foundations are making as they address the today’s global investment landscape

Topics
  • What can you do to prepare for the next liquidity shock?
  • Using drawdown analysis to relate your asset allocation to your expected payout
  • The shrinking public equity markets and the risk and liquidity consequences for investors
  • Incorporating factor views into your asset allocation decisions
  • The perils of investors chasing returns: Concentration risk, compressed returns, style drift and standards deterioration among managers
  • What will happen if their newfound strength causes banks to reintermediate the markets?

 

Please view the agenda for a full list of session topics.

Final Agenda

  • Where can investors find good alpha managers?
  • Portfolio solutions: Is there any way to truly diversify away from equities risk?
  • Assessing the appeal and the risks of high conviction strategies
  • The use and misuse of leverage throughout the portfolio
  • Which different scenarios will lead to the re-elevation of active management among institutions?
  • Integrating data and technology into managing your portfolio
  • Re-examining counter-party risk in today’s portfolios
  • Employing options strategies to mitigate risks
  • What does a new normal look like for oil and commodities?
Advisory Board

Michael Griswold
Senior Director, Risk Management and Asset Allocation
Ascension Investment Management

Josée Mondoux
Director of Investments
Canadian Medical Protective Association

Anjum T. Hussain
Director of Strategy, Asset Allocation & Risk Management
Case Western Reserve University

Jeffrey Youngman
Investment Analyst
Contra Costa County Employees' Retirement Association

Hakan Kupesiz
Manager, Investment Risk & Asset Allocation
Emory Investment Management

Carlos Chujoy
Portfolio Manager, Risk Management & Applied Research
Employees Retirement System of Texas

Chris Rapcewicz
Director of Risk & Operations
Helmsley Trust

Robert Ewers
Specialist, Treasury & Risk
Inter-American Development Bank

Michael Ruetz
Director of Risk Management & Asset Allocation
Margaret A. Cargill Philanthropies

Luis Roman
Senior Investment Officer – Director of Risk Management
Massachusetts Pension Reserves Investment Management Board (Mass PRIM)

Justin Pinckney
Deputy Chief Investment Officer
Michelin North America Inc.

Joseph Sheva
Risk Manager
Pennsylvania Public School Employees' Retirement System

Jean-Francois Bureau
Senior Vice President and Chief Risk Officer
PSP Investments

Jase Auby
Interim Deputy Chief Investment Officer
Teacher Retirement System of Texas (TRS)

Mike Edleson
Chief Risk Officer
University of Chicago

Roxton McNeal
Portfolio Manager – Multi Asset Investment Strategy & Risk
UPS Group Trust

Craig Thomas
Managing Director
Wake Forest University/Verger Capital Management

Sponsors

           

Venue

The Ritz-Carlton

600 Stockton St
San Francisco, CA 94108
United States
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QUESTIONS?

For more information, please contact:

Katarina Storfer

Executive Director
+44 (0) 212 224 3073
kstorfer@institutionalinvestor.com

 

Randy Klein

Executive Director, Business Development
+44 (0) 212 224 3629
randy.klein@institutionalinvestor.com