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IPE Webcast Channel

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  • Fixed Income Outlook 2018: sometimes even things that are fixed need a shake-up
    Fixed Income Outlook 2018: sometimes even things that are fixed need a shake-up Willem Verhagen, Marcelo Assalin and Gabriella Kindert, NN Investment Partners; Brendan Maton, IPE Recorded: Dec 5 2017 77 mins
    Should global growth and interest rates move durably higher, professional fixed income investors will need to reassess their course and look for short duration and specialized solutions. During this webcast NN Investment Partners sets out two growth scenarios and their impact on a wide range of fixed income assets. NN Investment Partners will focus on two interesting asset classes that yield compelling returns for those willing to look for them:

    • Future growth scenario’s and their impact on fixed income asset classes
    • Hidden EMD opportunities: Frontier Market Debt and Local Currency
    • Stay afloat in a rising rate environment with Alternative Credit solutions

    Presented by;
    • Willem Verhagen, senior Investment Strategist, NN Investment Partners
    • Marcelo Assalin, Head of Emerging Market Debt, NN Investment Partners
    • Gabriella Kindert, Head of Alternative Credit, NN Investment Partners

    Moderated by:
    • Brendan Maton, IPE
  • Why have most smart beta and factor investing offerings underperformed recently?
    Why have most smart beta and factor investing offerings underperformed recently? Eric Shirbini, Global Research and Investment Solutions Director, ERI Scientific Beta; Brendan Maton, IPE Recorded: Nov 28 2017 68 mins
    Topics covered include:

    • Sources of smart beta performance
    • Market beta: the glaring omission from smart beta and factor investing offerings
    • Mismanagement of market beta: consequences for the conditionality of smart beta performance
    • An all-weather beta one long-only strategy
  • Smart(er) Beta: Not a 'one-size-fits-all' approach
    Smart(er) Beta: Not a 'one-size-fits-all' approach Boyan Filev, Co-Head of Quantitative Equities, Aberdeen Asset Management; Brendan Maton, IPE Recorded: Oct 27 2017 66 mins
    In this webcast Boyan Filev, Co-Head of Quantitative Equities, Aberdeen Asset Management, will discuss the various smart beta methodologies that exist and how these impact investment outcomes. He will cover a broad range of topics including:

    · Multifactor vs. single factor approaches
    · The impact of using optimisation techniques
    · The size of the investment universe
    · Frequency of rebalancing
    · Benefits of integrating ESG
  • Charting a Path to Alternatives Transparency
    Charting a Path to Alternatives Transparency Mark Austin and Stuart Lawson, Northern Trust; Hamish Mair, BMO Global Asset Management Recorded: Oct 19 2017 63 mins
    Practical Insights on the Rise of Transparency Considerations in Asset Allocation

    Investor priorities have shifted since the 2008 financial crisis, but one trend is clear: transparency has become paramount.

    As investor appetite for non-correlated assets grows apace, the volume and complexity of alternatives in their portfolios is burgeoning. In order to obtain a level of transparency similar to that available for their traditional long-only investments, they need to overcome the challenges of monitoring, valuing and reporting on this comparatively opaque and illiquid asset class.

    The webcast will:

    • Review the key findings from Northern Trust/Economist Intelligence Unit’s recent survey of 200 asset managers and institutional investors on the rise of transparency considerations in asset allocation
    • Share examples of how investors and managers are managing these considerations
    • Explore the role of data in the management process and discuss who ultimately takes responsibility for transparency

    Presented by:
    • Mark Austin, Head of UK Institutional Investor Group at Northern Trust
    • Stuart Lawson, Alternatives Global Product Manager at Northern Trust
    • Hamish Mair BSc, MBA, ASIP, Director and Head of Private Equity, BMO Global Asset Management

    Moderator:
    • Brendan Maton, IPE
  • How European insurers can use US private placements in their portfolios
    How European insurers can use US private placements in their portfolios Alexander Alston, Macquarie Investment Management; David Ramroop, Just Group plc; Brendan Maton, IPE Recorded: Oct 6 2017 70 mins
    The US private debt market is a large, mature market with the opportunity for investment grade quality debt. Ease of issuance and availability has attracted issuers globally, which can add significant geographic diversification to a portfolio. Name, sector, and structural diversification also can help make US private debt an important diversifier in an otherwise all-public bond portfolio. In addition to diversification benefits, the US private placement market offers a complement of structural protections along with several sources of yield enhancements.

    The private placement market in the United States is dominated by life insurance companies, resulting in an investor base with similar investment needs and risk tolerance levels. In Europe, investors tend to be less homogenous and can include banks, asset managers, and insurers, among others. The diverse investor base tends to result in a market replete with deals lacking many of the characteristics sought by insurers.

    In this webcast, Alexander Alston will discuss why US private placements can be appealing to European insurers, despite the increased prevalence of European markets. Also, David Ramroop, Head of Investments at Just Group, will discuss their approach to investing in private placements.

    Presented by:
    - Alexander Alston, CFA, Co-Head of Private Placements, Macquarie Investment Management
    - David Ramroop, Head of Investments, Just Group plc

    Moderator:
    - Brendan Maton, IPE
  • Currency Management in a World of Uncertainty
    Currency Management in a World of Uncertainty Thomas Clarke, Partner William Blair; Brendan Maton, IPE Recorded: Sep 20 2017 68 mins
    Active currency strategies can generate positive real returns that are uncorrelated to traditional asset classes, yet they are underutilized and often misunderstood. Contrary to conventional wisdom, currencies exhibit strong fundamental value reversion—stronger, in fact, than equity or bond markets—but a fundamental valuation framework must be married with additional investment disciplines, such as game theory, to produce superior investment results. In this webcast, Thomas Clarke, a portfolio manager on William Blair’s Dynamic Allocation Strategies (DAS) team, will explain the fundamental drivers of exchange rates and discuss the macro-thematic and geopolitical forces influencing opportunities in currency markets today.
  • Factor Investing and Active Management
    Factor Investing and Active Management Hitendra Varsani, Executive Director, Applied Equity Research, MSCI; Brendan Maton, IPE Recorded: Jul 6 2017 69 mins
    · Six factors to bridge the gap between active and passive allocations
    · Multiple-factor strategies – top-down versus bottom-up construction
    · Which factors diversify risk and enable investors to optimize allocations to active and passive managers?
    · How can asset allocators use risk budgeting to combine active, passive and factor allocations?
    · How does institutional managers choice of active managers affect the factor-allocation decision?
  • Real Assets: Investment Strategies for Insurance Asset Owners
    Real Assets: Investment Strategies for Insurance Asset Owners Patrick Liedtke, BlackRock; Eugene Dimitriou, Columbia Threadneedle Investments; Ravi Rastogi, Mercer; Martin Hurst, IPE Recorded: Jun 27 2017 73 mins
    This is the third in a series of three webcasts looking at Solvency II from the point of view of the insurance company CIO in which we address the investment management opportunities in real assets for insurance asset owners.

    An expert panel debate with:
    - Patrick Liedtke, Managing Director Head of the Financial Institutions Group (FIG) for EMEA, BlackRock
    - Eugene Dimitriou, Head of Insurance Solutions at Columbia Threadneedle Investments
    - Ravi Rastogi, Insurance Investment Group Leader, Europe, Mercer
    - Moderator: Martin Hurst, IPE

    Eugene Dimitriou:

    Eugene Dimitriou is Head of Insurance Solutions at Columbia Threadneedle Investments. He has responsibility for structuring investment solutions for insurance clients, which range from improved strategic asset allocation to capital optimization of their balance sheet under Solvency II, as well as risk mitigation strategies.

    Prior to joining the company, Eugene worked at PIMCO, where he was a Senior Vice President for insurance clients in Europe, leading the Solvency II implementation across the business.


    Patrick Liedtke:

    Patrick Liedtke, Managing Director, is BlackRock's Head of the Financial Institutions Group (FIG) for Europe, Middle East and Africa. He is a member of the global FIG Executive Committee and the global Institutional Client Business Leadership Committee.

    Prior to joining BlackRock in 2012, Patrick was the Secretary General and Managing Director of The Geneva Association, a position he held starting in January 2001.


    Ravi Rastogi:

    Ravi joined Mercer from Towers Watson, where he was the EMEA leader of the Insurance Investment Advisory Group. Prior to that, he held senior pensions and insurance advisory positions for a number of leading firms. He has over 25 years of financial industry experience and is a qualified actuary
  • Can we lower portfolio volatility without eroding equity return expectations?
    Can we lower portfolio volatility without eroding equity return expectations? George Matthews, Managing Director & Senior Portfolio Specialist, Analytic Investors; Brendan Maton, IPE Recorded: Jun 22 2017 72 mins
    Analytic Investors, one of the investment teams within Wells Fargo Asset Management, is a leading expert and pioneer in factor based investing and strategies designed to outperform the market with less downside risk. Our strategies are based on strong academic evidence and utilise time-tested quantitative techniques that combine responsive, disciplined individual security selection with unparalleled risk management.

    Please join us as we explore two different techniques to reduce equity risk without sacrificing equity returns. Over the past eight years, strong equity returns and low fixed income yields have led investors to reevaluate their equity risk exposure and adjust asset allocations by incorporating strategies like low volatility equity and long/short equity. As a result, these kinds of factor-based investing strategies have become more mainstream and gained the respect of many institutional clients and consultants. We will explain the academic foundation to this style of investing and highlight how investors can utilise these strategies to reduce equity risk without sacrificing long term returns. We will also discuss scenarios in which these investment styles tend to win and lose, benchmarking issues, and common misconceptions.
  • Mastering your currency risk management
    Mastering your currency risk management Marc Tuehl, Nobby Clark and Nic Jones, HSBC; Brendan Maton, IPE Recorded: May 16 2017 59 mins
    Currency volatility can have a significant impact on the risk /return profile of a diversified investment portfolio. Inefficiencies in implementing and managing a currency hedging strategy on a cyclical basis could also result in negative impacts.

    Measuring exposure to foreign currencies, monitoring any changes and managing this risk on a continuous basis raises various considerations. Not only do you need to define your investment and risk objectives, but also to consider operational risks, cost constraints and regulatory compliance. It is equally important to know the market and assess risk and opportunities specific to the global foreign exchange market.
    Our currency experts can help you find the right balance between risk and return, guide you on how to establish a robust currency management programme and how to manage related costs in an efficient manner.

    At HSBC, we can help you address these challenges with an innovative and tailored approach to outsourcing currency hedging activities. This allows financial institutions, both asset managers and institutional investors, to focus on core investment activities.

    It is time to re-think your currency management strategy. Find out more - http://www.gbm.hsbc.com/solutions/markets/fx-currency-management

    Presented by:
    - Marc Tuehl, Global Head of FX Overlay
    - Nobby Clark, Managing Director - Client Solutions Group
    - Nic Jones, Director, FX Fund Solution Sales

    Moderator:
    - Brendan Maton, IPE

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