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Slim indexbeleggen - vastrentende waarden

Nota bene: deze interactieve webcast wordt in het Engels gevoerd, maar u kunt uw vragen in het Nederlands stellen

Please note: this interactive webcast will be conducted in English but we accept and translate audience questions in Dutch

Traditionele indices hebben tekortkomingen die voor veel narigheid kunnen zorgen, vooral als het gaat om vastrentende waarden. Bedrijven en landen met de meeste schulden krijgen in zo’n index de zwaarste weging en opkomende markten waar de begrotingsdiscipline wel op orde is, zijn onderwogen. Een benchmark gewogen naar de mate waarin landen kunnen voldoen aan hun schuldverplichtingen, en daarmee beter afgestemd op de belangen van beleggers, ondervangt deze problemen. Vandaag spreken we hierover met:

• Stephane Monier, hoofd wereldwijde vastrentende waarden en valuta bij Lombard Odier
Nota bene: deze interactieve webcast wordt in het Engels gevoerd, maar u kunt uw vragen in het Nederlands stellen
Recorded May 31 2011 42 mins
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Mariska van der Westen (hoofdredacteur IPNederland)
Presentation preview: Slim indexbeleggen - vastrentende waarden

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  • Channel
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  • The Benefits of Combining Public and Private Real Assets Recorded: May 31 2018 56 mins
    Larry Antonatos – Managing Director, Portfolio Manager, Brookfield; Brendan Maton - IPE
    Larry Antonatos, a Portfolio Manager on the Real Assets Solutions team for Brookfield’s Public Securities Group, explores how investors can reap the rewards of both public and private real assets by combining them within a single hybrid portfolio. By diversifying the drivers of risk and return, the potential investment benefits of this hybrid approach are:

    - Enhanced risk-adjusted returns
    - Dynamic asset allocation of public securities
    - Strategic diversification of private funds

    Please join us for a discussion on the underlying characteristics and risk/return profile of a public/private real assets portfolio along with an analysis of the “illiquidity premium” attributed to private funds.

    Presented by: Larry Antonatos – Portfolio Manager, Brookfield’s Public Securities Group
    Moderated by: Brendan Maton, IPE
  • Alternative Debt – Real Assets are here to stay Recorded: May 17 2018 76 mins
    Pauline Fiastre, Senior PM, Infrastructure Debt & Philippe Deloffre, Head of Real Estate Debt at BNP Paribas Asset Management
    Real Asset financing is becoming increasingly popular. This is not surprising given the diversification benefits they bring and the sustainable, inflation-beating investment returns they can deliver.

    Tune in to this webcast to hear Pauline Fiastre, Senior Portfolio Manager, Infrastructure Debt and Philippe Deloffre, Head of Real Estate Debt at BNP Paribas Asset Management, talk about why Real Assets are an important component of an investment portfolio.

    IPE’s Brendan Maton, will be quizzing Pauline and Philippe on:

    - Size and scope of the real asset debt market
    - Current market environment across Europe
    - Why these illiquid alternatives can offer stable and predictable cash-flow
    - The risk profile of these asset classes
    - How ESG can be a defining factor in selecting quality assets
  • Pension investment costs and charges: Towards greater transparency Recorded: May 9 2018 60 mins
    Mark Austin, Northern Trust; Aaron Overy, Northern Trust Asset Management; Sonia Gogna, Aon
    Pension investment costs and charges: Towards greater transparency

    Trustees and pension fund executives increasingly need to understand the full cost of managing their investments to enable them to determine if they are receiving value for money. Yet many find it difficult to obtain the information required to complete this analysis. As pension investment costs and charges come increasingly to the fore of industry debate, this webcast will provide ideas for those seeking to gain deeper insight into schemes’ investment costs and charges.

    The webcast will:

    • Discuss recent industry developments and initiatives aimed at encouraging greater transparency over investment costs
    • Outline key areas that trustees can assess when hiring or changing their investment managers
    • Highlight the costs associated with certain types of transactions and less commonly known investment-related activity

    Presented by:
    • Mark Austin, Head of UK Institutional Investor Group, Northern Trust
    • Aaron Overy, Director of Business Development, Northern Trust Asset Management
    • Sonia Gogna, Head of Large Client Solutions, Aon

    Moderated by:
    • Brendan Maton, IPE
  • Getting Defined Contribution (DC) right and wrong: evidence from 15 nations Recorded: May 1 2018 64 mins
    Gregg McClymont, Head of Retirement & Leandros Kalisperas, Global Head of Pensions Solutions, Aberdeen Standard Investments
    Retirement is one of the biggest public policy challenges of this century. The global shift to defined contribution pensions reduces government and employer liabilities but can it deliver good outcomes for individuals carrying the investment risk?

    Towards a new pensions settlement the international experience vols. I & II is a research project in which subject expert academics examine transitions to funded DC pensions in global comparative context.

    Gregg McClymont & Leandros Kalisperas will discuss the emerging dos and don’ts of DC design based on evidence from across Europe, Asia, and the Americas in this webcast.

    Dos include

    · Mandatory or quasi mandatory enrolment
    · Pension funds with scale
    · Fiduciary governance
    · Default investment pathways

    Don’ts include

    · Expecting individuals-to-act-as-engaged-consumers
    · Ongoing or early access to savings
    · Using pensions systems to achieve non pensions objectives
    · Expecting DC savings to replace state pensions

    A webcast for all those interested in understanding the international drivers for success in pension design in the 2020s and beyond.

    Presented by:
    Gregg McClymont, Head of Retirement, Aberdeen Standard Investments
    Leandros Kalisperas, Global Head of Pensions Solutions, Aberdeen Standard Investments

    Moderated by:
    Liam Kennedy, Editor, Editor, Investment & Pensions Europe
  • Dynamic allocation and factor investing Recorded: Apr 12 2018 76 mins
    Felix Goltz, Head of Applied Research at EDHEC-Risk Institute, and Director of Research at ERI Scientific Beta
    In this webinar, we will explore whether dynamic factor allocation can create value for investors. We will examine whether factor-based tactical allocation approaches are easy to implement and see how to account for cyclicality and conditionality of betas and premia in the context of factor investing solutions. We will present a case study of dynamic market beta adjustment and dynamic premia diversification of solutions to improve the conditionality of the performance of multi-factor strategies.

    Presented by:
    - Felix Goltz, Head of Applied Research at EDHEC-Risk Institute, and Director of Research at ERI Scientific Beta
    - Brendan Maton, IPE
  • Bringing Clarity to the Confusion of Smart Beta: MSCI FaCS Recorded: Apr 3 2018 54 mins
    Dimitris Melas, Mark Carver, MSCI; Brendan Maton, IPE
    Factor Investing is transforming the way investors construct and manage portfolios. Join our webcast to learn about the evolution from Style Investing to Factor Investing taking place today. MSCI’s latest Factor innovation, MSCI FaCS and Factor Box provide the framework and standard for evaluating, implementing and reporting Factor allocations.

    In this webcast we will:

    • Introduce MSCI FaCS and MSCI Factor Box
    • Demonstrate how to analyze your portfolio, compare fund to fund or funds to benchmarks and report fund or style characteristics using MSCI FaCS

    Presented by:
    - Dimitris Melas, Global Head of Core Equity Research, MSCI
    - Mark Carver, Executive Director, Americas Head of Factor Index Products, MSCI

    Moderated by:
    - Brendan Maton, IPE
  • Finding Growth in a Maturing Bull Market Recorded: Mar 27 2018 60 mins
    Andrew Marks and Jason White, Artisan Partners; Brendan Maton, IPE
    As the bull market enters its 10th year and valuations continue climbing across most market sectors, investors naturally begin to question where future growth may come from.

    Artisan Partners Growth Team is focused on identifying high-quality franchises that are on the cusp of or in the early stages of compelling profit cycles—wherever they may occur.

    As the market cycle matures, the team’s process becomes even more critical to identifying opportunities for accelerating profit growth.

    The Growth team’s Jason White, lead portfolio manager for the recently launched Artisan Global Discovery Strategy, will discuss where the team is finding compelling opportunities, even against the backdrop of a maturing bull market.

    Andrew Marks:
    Andrew Marks is a managing director of Artisan Partners UK and head of Europe, Middle East and Africa (EMEA) Distribution.

    Jason White:
    Jason L. White, CFA, is a managing director of Artisan Partners and a portfolio manager on the Growth team

    Moderated by Brendan Maton, IPE
  • Green Taxonomies and Investing in Environmental Opportunities Recorded: Mar 20 2018 63 mins
    Dan Carson, Head of Green Solutions, FTSE Russell; Brendan Maton, IPE
    As sustainable investing moves into the mainstream of institutional investing many investors may be unsure why this once niche strand of portfolio construction has risen so rapidly in the rankings of investor consideration. Is it driven by values, global policy, or is it really about a pure investment rationale; enhancing returns and minimising risk? Or a mixture of all three?

    Join Dan Carson, Head of Green Solutions at FTSE Russell as he seeks to elaborate on some of the issues and drivers that have led to the increased popularity of sustainable investing; explaining why green taxonomies are important and how FTSE Russell’s Green Revenues data model can help asset owners identify the companies that are engaged in the global transition to a green economy.

    Dan will go on to demonstrate how Green Revenues data is used within index construction and how asset owners have successfully used sustainability data and smart beta to build index solutions that eloquently combine risk premia with varying degrees of sustainable preference or parameters.

    Presented by:
    - Dan Carson, Head of Green Solutions, FTSE Russell
    - Brendan Maton, IPE
  • When Beta Fails, Are You Prepared? Recorded: Mar 14 2018 61 mins
    Jeppe Ladekarl, Allyson Pellissier & Paul Goldwhite, First Quadrant; Brendan Maton, IPE
    Equity markets may be showing signs of vulnerability after experiencing a strong rally in stocks across some parts of the globe. With inflation concerns and rising rates weighing on fixed income assets, investors are wary of turning to this traditional source for return and diversification. Commonly used alternatives to these traditional beta sources come with their own challenges such as complexity, liquidity, lack of transparency and, in some cases, potentially stretched valuations.

    In this webcast, we offer a liquid and transparent approach to generating returns, especially during times of market stress. Please join Jeppe Ladekarl, Paul Goldwhite and Allyson Pellissier from our Macro Investment team, as they discuss how an allocation to macro may improve your portfolio's risk-adjusted return profile and why currency can be an effective medium for expressing macro views and delivering returns when investors need them most.

    Past performance is no guarantee of future results. Potential for profit is accompanied by possibility of loss.

    Presented by:
    - Jeppe Ladekarl: Partner, Investments, First Quadrant
    - Allyson Pellissier, PhD: Associate, Investments, First Quadrant
    - Paul Goldwhite, CFA: Director, Investments, First Quadrant

    Moderated by:
    - Brendan Maton, IPE
  • Factor Investing in Long/Short Strategies Recorded: Jan 30 2018 64 mins
    Eric Shirbini, Global Research and Investment Solutions Director, ERI Scientific Beta; Brendan Maton, IPE
    Long/short factor strategies allow well-documented factor premia to be harvested and hedging out market risk effectively cancels a major source of risk. Market-neutral factor strategies can be useful additions to portfolios with strong market exposure due to low correlation with directional market risk. In this webcast, Eric Shirbini, PhD, Global Research and Investment Solutions Director with ERI Scientific Beta, will explore the following points:

    • The challenges of a robust performance approach in the case of long/short multi-factor strategies
    • Improving factor spreads without sacrificing performance stability: the challenge of allocating between factors adapted to long/short strategies
    • How to ensure real market neutrality of long/short factor strategies
    • The importance of investability of long/short strategies in factor investing
  • Fixed Income Outlook 2018: sometimes even things that are fixed need a shake-up Recorded: Dec 5 2017 77 mins
    Willem Verhagen, Marcelo Assalin and Gabriella Kindert, NN Investment Partners; Brendan Maton, IPE
    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? Recorded: Nov 28 2017 68 mins
    Eric Shirbini, Global Research and Investment Solutions Director, ERI Scientific Beta; Brendan Maton, IPE
    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 Recorded: Oct 27 2017 66 mins
    Boyan Filev, Co-Head of Quantitative Equities, Aberdeen Asset Management; Brendan Maton, IPE
    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 Recorded: Oct 19 2017 63 mins
    Mark Austin and Stuart Lawson, Northern Trust; Hamish Mair, BMO Global Asset Management
    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

    • Brendan Maton, IPE
  • How European insurers can use US private placements in their portfolios Recorded: Oct 6 2017 70 mins
    Alexander Alston, Macquarie Investment Management; David Ramroop, Just Group plc; Brendan Maton, IPE
    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

    - Brendan Maton, IPE
  • Currency Management in a World of Uncertainty Recorded: Sep 20 2017 68 mins
    Thomas Clarke, Partner William Blair; Brendan Maton, IPE
    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 Recorded: Jul 6 2017 69 mins
    Hitendra Varsani, Executive Director, Applied Equity Research, MSCI; Brendan Maton, IPE
    · 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 Recorded: Jun 27 2017 73 mins
    Patrick Liedtke, BlackRock; Eugene Dimitriou, Columbia Threadneedle Investments; Ravi Rastogi, Mercer; Martin Hurst, IPE
    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? Recorded: Jun 22 2017 72 mins
    George Matthews, Managing Director & Senior Portfolio Specialist, Analytic Investors; Brendan Maton, IPE
    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 Recorded: May 16 2017 59 mins
    Marc Tuehl, Nobby Clark and Nic Jones, HSBC; Brendan Maton, IPE
    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

    - Brendan Maton, IPE
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This webcast channel is for pension funds and other institutional investment professionals in Europe, the USA and Asia. It is particularly relevant for pension fund executives, trustees, consultants and investment managers. IPE will be bringing its community live interviews with leading figures in the market, hosting roundtable discussions on specific topics such as asset allocation and also sharing latest thought-leadership from investment experts.

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  • Title: Slim indexbeleggen - vastrentende waarden
  • Live at: May 31 2011 1:00 pm
  • Presented by: Mariska van der Westen (hoofdredacteur IPNederland)
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