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The potential of infrastructure debt in an alternative fixed income portfolio

***DISCLAIMER: This webcast is addressed to professional investors located in the following countries only: Netherlands, Belgium, Luxemburg, Germany, UK, Austria, Switzerland, Norway, Sweden, Finland, Denmark, Italy, Spain and France***

In the current low-rate environment, the search for yield has led investors to alternative fixed income categories. Besides investments like mortgage loans and asset-backed securities, infrastructure debt offers institutional investors various advantages. Being a less liquid investment, investors in infrastructure debt receive an attractive illiquidity premium. On top of that, this asset class offers diversification benefits within a fixed income strategy, historically low default rates, high recovery rates and low capital charges under Solvency II.

At present, more than half of all infrastructure projects relate to the renewable energy transition. Infrastructure debt is about assets that provide essential public services such as transport, energy, healthcare, utilities and telecom infrastructure. This also includes companies that tackle environmental problems, e.g. water treatment and minimizing energy wastage. In the long term, these assets generate predictable and stable cash flows and contribute to a more sustainable world.

René Kassis, Managing Director, Head of Private Debt at La Banque Postale Asset Management will tell you more about this.

DISCLAIMER: Professional investors located in the following countries can sign in for the webcast: Netherlands; Belgium; Luxemburg, Germany; UK; Austria; Switzerland; Norway; Sweden; Finland; Denmark; Italy, Spain and France
Recorded Oct 24 2018 61 mins
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Presented by
René Kassis - Managing Director, Head of Private Debt, La Banque Postale Asset Management; Brendan Maton, IPE
Presentation preview: The potential of infrastructure debt in an alternative fixed income portfolio

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  • Channel
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  • Time to (Re)Consider The Value Factor Nov 6 2019 2:00 pm UTC 75 mins
    Michael Hunstad, Phd, and Diana Olteanu-Veerman, Northern Trust Asset Management; Brendan Maton, IPE
    Over the past 10 years, many value strategies have suffered from the use of over simplified metrics and inefficiencies in portfolio construction. We believe the Value factor is still robust and can generate excess returns over the long term.

    In this webinar, our quantitative research team explores how taking a multi-dimensional approach and combining value with specific factors may improve risk-adjusted returns. Key topics include:

    UNDERSTANDING THE VALUE CYCLE
    After a prolonged period of underperformance, the macro environment seems to be shifting in favour of the value factor.

    THE IMPORTANCE OF DEFINITION AND METRICS
    A holistic approach based on current, normalized and prospective valuations, along with consideration of regional and sectorial specifics is essential to identify undervalued stocks.

    MITIGATING UNINTENDED RISKS
    Combining Value with Quality and Momentum whilst remaining country and sector neutral helps maximise the intended factor exposure within a risk-controlled framework.

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    During the webcast we will assess the macro-economic forces and demographic trends that underpin the value proposition of direct equity investment into farmland and explore how a global approach can enhance diversification benefits to hedge against risk. We will also explore how having an active management strategy and embedding sustainability into the investment process, can further increase value.

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    - Martin Davies, President and Chief Executive Officer, Westchester Group Investment Management – a Nuveen company

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  • Rethinking value: A smarter approach to global defensive equities Recorded: Oct 8 2019 64 mins
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    Being a value investor during the longest equity bull market on record has been a brutal undertaking. Amplified by extraordinary monetary stimulus from central banks, growth-driven glamour stocks have flourished over the past decade. Meanwhile, digital transformation has caused some cheap stocks in certain industries to become ‘falling knives’ in terminal decline.

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    • Why they believe that growth and risk are often mispriced in equity markets due to behavioural biases
    • How their proprietary ‘4P’ dynamic framework aims to exploit this market anomaly by identifying mispriced securities
    • Why they believe that quant augmented by fundamental judgment results in more robust and efficient portfolio management

    Presented by:
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    • Gabriele Susinno, Senior Client Portfolio Manager, Pictet Asset Management

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    • Brendan Maton, IPE
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    Market participants around the world – from major institutional investors to active individual traders – use Futures and ETFs to gain access to benchmark equity index sector exposure. These two instrument types are typically preferred for their sector exposure, liquidity, pricing, and ease of trading, relative to alternatives.

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    • Relevance, the driving role of sectors in recent U.S. equity performance, scales of outperformance opportunity, and the applications for active strategies
    • Cost comparison of expenses that affect the total cost between Futures and ETFs
    • Liquidity analysis across several US benchmark equity Futures and ETFs
    • Capital efficiencies and key features of margin offsets in Futures vs the fully funded nature of ETFs
    • Operational efficiencies, such as opportunities for currency exposure, UCITS eligibility and managing the roll
    • Tax considerations and applications for Futures and ETFs

    This event is hosted by Brendan Maton from IPE
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    Michael Hunstad and Jordan Dekhayser, Northern Trust Asset Management; Brendan Maton, IPE
    Current macroeconomic circumstances combined with exceptional asset performance over the past decade are lowering return expectations going forward. This context will make it challenging for pension funds, insurance companies and other liabilities managers to achieve their returns objectives with a traditional core/satellite approach.

    Join our webinar where Michael Hunstad, PhD, Head of Quantitative Strategies and Jordan Dekhayser, CFA, Head of Quantitative Equity Research and Strategy will explore the following three topics that take another look at portfolio construction:

    - Factors at the Core
    Efficiently designed factor-based strategies are ideal for the core of a portfolio because they may provide higher returns than a pure passive portfolio for a modest amount of active risk, resulting in a considerably higher information ratio.

    - The Tracking Error Challenge
    Calibrating tracking error is crucial to target higher returns while mitigating the probability of underperformance. Staying disciplined during inevitable cyclical drawdowns is harder than it sounds but well worth it in the long run.

    - Multi-Factor Portfolios
    Because style factors are prone to sustained periods of underperformance, combining different factors that are unique drivers of return can help smooth down the cycles. We will look at the most efficient multi-factor strategies and how they help meet investors’ specific objectives.

    Presented by:
    - Michael Hunstad, PhD, Head of Quantitative Strategies, Northern Trust Asset Management
    - Jordan Dekhayser, CFA, Head of Quantitative Equity Research and Strategy, Northern Trust Asset Management

    Moderated by:
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  • Investing in Logistics in Europe: create value through a targeted approach Recorded: Jul 16 2019 43 mins
    Thomas Karmann, Head of Logistics and Arnaud de Jong, Senior Fund Manager, AXA IM - Real Assets; Brendan Maton, IPE
    · Fast-changing consumption trends continue to drive a strong demand for flexible, high-quality logistics space in well-located locations in key infrastructure corridors

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    Presented by:
    · Thomas Karmann, Head of Logistics, AXA IM - Real Assets
    · Arnaud de Jong, Senior Fund Manager, AXA IM - Real Assets

    Moderated by Brendan Maton, IPE
  • Bond ETFs: Primed for Growth - 4 key trends driving future bond ETF adoption Recorded: Jul 5 2019 54 mins
    Armit Bhambra and Vasiliki Pachatouridi, BlackRock; Smadar Shulman, Executive Director, Indices, IHS Markit;Brendan Maton IPE
    Bond exchange traded funds (ETFs) transformed how all investors—from individual savers to pension funds—can access fixed income markets and the growth is set to accelerate from here.

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    Speakers:
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    - Vasiliki Pachatouridi, Head of EMEA iShares Fixed Income Strategy, BlackRock
    - Smadar Shulman, Executive Director, Indices, IHS Markit

    Moderator:
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    (1) Source: 2019 Greenwich Associates Institutional ETF Study, February 2019. Based on 127 responses.
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    Michael Hunstad, PhD and Jordan Dekhayser, CFA, Northern Trust Asset Management; Brendan Maton, IPE
    Many of the world’s largest institutional investors have adopted factor-based portfolio construction, shifting the conversation from “why” invest in factors to “how”.

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    - When factors underperform
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    • ETFs thrive in volatility: European institutions in 2018 were repositioning their portfolios for a turbulent investment environment featuring the prospect of European Central Bank (ECB) rate hikes and a host of geopolitical risks.

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    Join subject matter experts from index provider FTSE Russell and ETF issuer iShares for this webcast analysing the results from this latest Greenwich report and discuss ETFs’ benefits and future growth potential with European institutions.

    Presented by:
    • Henry Odogwu, Managing Director, Head of Asset Owners Group (EMEA), FTSE Russell
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    Moderated by Brendan Maton, IPE
  • Global Equity: Impact Investing moves centre stage Recorded: May 22 2019 66 mins
    Luciano Diana and Marc-Olivier Buffle, Pictet Asset Management; Brendan Maton, IPE
    Protecting the environment is now a priority for consumers, companies and governments. Their converging interests, driven by increased global awareness, technological advances and health concerns, are underpinning a global drive to safeguard the world’s natural resources.

    The private sector is rising to the challenge with the most proactive companies integrating environmental policies into their sales strategies and business models to generate new opportunities. We believe companies with products and services that maximise resource efficiency and help diminish pollution will offer long-term sustainable returns.

    In this webinar, Pictet Asset Management’s thematic investment managers explain the process they adopt to unlock the potential of environmental investments. They delve into why employing an investment screen that uses a rigorous planetary-boundaries framework and lifecycle analysis can not only safeguard the natural world but enhance investment return.

    In this webinar, Pictet Asset Management’s thematic investment managers explain:

    • The lessons Pictet learned over two decades on how to make a difference
    • An environmental equity approach that is not about compromising on return
    • Explain how we use our “ Planetary Boundaries” framework to define our investment universe

    Presented by:
    • Luciano Diana, Head of Environmental investments, Pictet Asset Management
    • Marc-Olivier Buffle, Senior Product Specialist, Pictet Asset Management

    Moderator:
    • Brendan Maton, IPE
  • Build to Rent: a new home for capital Recorded: May 15 2019 61 mins
    Dan Batterton and Eleanor Jukes, LGIM Real Assets; Brendan Maton IPE
    Tune in to this webcast to hear LGIM's market experts talk about the growing £50bn Build to Rent (BTR) sector and why it’s part of the solution to the UK’s housing issues and investor requirements.

    IPE’s Brendan Maton, will be quizzing Dan Batterton, Senior Fund Manager, L&G UK Build-to-Rent Fund and Eleanor Jukes, Senior Strategist on:
     
    • What is UK Build to Rent?
    • What does BTR deliver to an investment portfolio for both UK and non-UK investors?
    • The positive social impact of BTR
    • How the risks and regulations are managed
    • How will the BTR sector evolve?

    Presented by:
    • Dan Batterton, Senior Fund Manager, L&G UK Build-to-Rent Fund, LGIM Real Assets
    • Eleanor Jukes, Senior Strategist, LGIM Real Assets

    Moderated by Brendan Maton, IPE
  • Exposed to Nonsense? Spurious Factors in Popular Investment Tools Recorded: Mar 21 2019 74 mins
    Felix Goltz, Research Director, Scientific Beta, and Head of Applied Research at EDHEC-Risk Institute; Brendan Maton, IPE
    Factor investing offers a big promise. By identifying the persistent drivers of long-term returns in their portfolios, investors can understand which risks they are exposed to, and make explicit choices about these exposures.

    When it comes to information about factors, providers offer analytic toolkits to identify the factor exposures of an investor's portfolio. However, these analytic tools do not employ academically grounded factors and their factor finding process maximises the risk of ending up with false factors. These non-standard factors also lead to mismeasurement of exposures and may capture exposure to redundant factors. In the end, analytic tools for investors do not deliver on the promise of factor investing and they also lack transparency.

    This webinar will contrast factor definitions used in analytic tools offered to investors and compare them with the standard academic factors. We will also outline why the methodologies used in popular tools pose a high risk of ending up with irrelevant factors.
  • Managing Volatility: Index approaches for a smoother ride Recorded: Mar 12 2019 62 mins
    Marlies van Boven, Managing Director, Research & Analytics, FTSE Russell; Brendan Maton, IPE
    When faced with market volatility, many institutional investors typically allocate a percentage of their portfolio to cash. Sitting, waiting, for the waters to calm before they dip their ‘investment toe’ back in.

    However, non-participation presents a timing risk and may mean ‘missing the boat’ when markets calm and climb.

    How can investors reduce overall portfolio risk while remaining invested? How can index-based investment approaches help investors meet their defensive objectives?

    In this webinar Marlies van Boven, PhD, Managing Director Research & Analytics, FTSE Russell examines what popular indexed-based strategies can do to help limit the impact of portfolio volatility and mitigate risk.

    • Volatility – what are the key drivers behind the current market volatility?
    • Common defensive Index based strategies. Philosophy, design and objectives
    • The Minimum Variance approach – Reducing overall portfolio volatility, while maintaining diversification
    • Assessing relative performance via Analytics + FTSE Russell’s Analytics tool
    • Q&A
  • A rules-based approach to integrating climate risk Recorded: Nov 22 2018 66 mins
    Francis Condon and Christopher Greenwald, UBS Asset Management; Brendan Maton, IPE
    As the need intensifies for the world to transition to a low-carbon economy, we look at the ways in which aligning to the 2 degree global warming scenario can provide investors with opportunities. In particular, we will explore the benefits of adopting a low cost, rules-based approach to integrating climate risk, with a focus on:

    • Incorporating a forward looking approach aligned to forward-looking carbon reduction targets
    • The use of qualitative and quantitative factors to tilt exposures towards those companies more likely to follow the 2 degree reduction scenario and away from those likely to track the 6 degree scenario
    • The role of an active engagement and proxy voting policy to drive positive climate change action


    Presented by:
    - Christopher Greenwald, PhD, MBA: Head of Sustainable and Impact Investing Research and Stewardship, Executive Director, UBS Asset Management
    - Francis Condon, M.Phil: Sustainable and Impact Investing Research Analyst, Executive Director, UBS Asset Management

    Moderated by:
    Brendan Maton, IPE
  • How are Pension Funds seeking new cost efficiencies? Recorded: Nov 15 2018 47 mins
    Armit Bhambra, Head of UK Retirement, iShares by BlackRock; Maya Beyhan, Investment Strategist, Kempen; Brendan Maton, IPE
    Since 2009, ETF assets have increased from c.$1trn to above $4trn today*. As AUM has increased, so too has the volume traded over exchanges, which has the direct impact of reducing transaction costs versus trading in the primary markets. This changing landscape requires a more holistic view of costs.

    In this webinar, we focus on ETFs and when and why it maybe more cost efficient to use an ETF instead of an alternative wrapper. We will look at the Total Cost of Ownership (TCO) framework and how it can help drive cost efficiencies for your Pension Fund, for both ETFs and IMFs. It also enables you to evaluate the most cost-efficient vehicle and gives you a better reflection of true costs.

    We will discuss how you can make cost efficiencies for your pension fund and address the following key questions:

    · What are the cost benefits of ETFs?
    · How will it fit within our current pension fund portfolio?
    · What is the Total Cost Ownership (TCO) framework?
    · How does TCO differ to the traditional cost analysis model for mutual funds?
    · Should I consider ETFs as a key investment strategy for our pension fund?
    · ETFs have been on the rise for the last few decades, will the trend continue?
    · What is the key strategy to achieving a strong return and cost-efficiencies?

    * Source: Kempen Capital Management, as of July 2018
  • Are ‘LPs’ becoming ‘GPs’? Drivers and challenges for alternatives investing Recorded: Nov 14 2018 70 mins
    Mark Austin and Stuart Lawson, Northern Trust; James Alexander, Accenture; Brendan Maton, IPE
    As institutional investors /pension schemes boost their exposure to alternative assets at transformational levels, they are exploring a variety of ways to access the investments. An evolving approach is to venture beyond the investor role by entering the realm of the asset manager and establishing their own investment vehicles.
    This can offer advantages such as full alignment to their requirements and greater control. Yet it also requires a high level of in-house expertise and operational considerations.

    The webcast will:

    • Examine the drivers and challenges for investment in alternative assets
    • Explore the changing relationship between ‘LPs’ and ‘GPs’
    • Outline key considerations for direct investment

    Presented by:
    - Mark Austin, Head of UK Institutional Investor Group, Northern Trust
    - Stuart Lawson, Senior Product Manager, Alternatives, Northern Trust
    - James Alexander, UK Wealth and Asset Management at Accenture

    Moderated by:
    - Brendan Maton, IPE
  • Monetary Policy: Navigating A Troop of Gorillas Recorded: Nov 1 2018 64 mins
    Brian D. Singer, CFA, Partner, Head of the Dynamic Allocation Strategies Team, William Blair; Brendan Maton, IPE
    Easy monetary policies across the globe have unleashed a troop of 800-pound gorillas to harass capital markets, and in doing so, have created unintended risks—and significant opportunities.

    Get insights on this and three other compounding issues that have heightened concerns of a market disruption, and learn how to navigate this environment and pursue resulting opportunities.

    In this webinar, Brian Singer, CFA, head of William Blair’s Dynamic Allocation Strategies Team, will discuss:

    How the current market environment is interesting but not unique
    • 1980s: Black Monday
    • 1990s: Dot-com bubble
    • 2000s: Global Financial Crisis
    • Today: Different book, same story (final chapter hasn’t been written yet)

    How the story keeps getting repeated
    • Monetary stimulus
    • High asset prices
    • Low volatility
    • Systematic over fundamental
    • Reckoning at the end

    Why the troop of 800-pound gorillas (global central banks) and compounding issues may exacerbate a market downturn
    • Global quantitative easing
    • Rules-based strategies
    • The Volcker Rule
    • Circuit breakers

    Why it’s important to be aware and where opportunities may emerge
    • Positioning portfolios to step into opportunities
  • The potential of infrastructure debt in an alternative fixed income portfolio Recorded: Oct 24 2018 61 mins
    René Kassis - Managing Director, Head of Private Debt, La Banque Postale Asset Management; Brendan Maton, IPE
    ***DISCLAIMER: This webcast is addressed to professional investors located in the following countries only: Netherlands, Belgium, Luxemburg, Germany, UK, Austria, Switzerland, Norway, Sweden, Finland, Denmark, Italy, Spain and France***

    In the current low-rate environment, the search for yield has led investors to alternative fixed income categories. Besides investments like mortgage loans and asset-backed securities, infrastructure debt offers institutional investors various advantages. Being a less liquid investment, investors in infrastructure debt receive an attractive illiquidity premium. On top of that, this asset class offers diversification benefits within a fixed income strategy, historically low default rates, high recovery rates and low capital charges under Solvency II.

    At present, more than half of all infrastructure projects relate to the renewable energy transition. Infrastructure debt is about assets that provide essential public services such as transport, energy, healthcare, utilities and telecom infrastructure. This also includes companies that tackle environmental problems, e.g. water treatment and minimizing energy wastage. In the long term, these assets generate predictable and stable cash flows and contribute to a more sustainable world.

    René Kassis, Managing Director, Head of Private Debt at La Banque Postale Asset Management will tell you more about this.

    DISCLAIMER: Professional investors located in the following countries can sign in for the webcast: Netherlands; Belgium; Luxemburg, Germany; UK; Austria; Switzerland; Norway; Sweden; Finland; Denmark; Italy, Spain and France
  • Real Assets – why a combined approach makes sense Recorded: Oct 17 2018 71 mins
    Lorna Brown, Robin Martin and Tom Sumpster, LGIM Real Assets; Brendan Maton, IPE
    The interest in growing Real Asset exposures in portfolios has boomed in recent years. But with an asset class that encompasses a range of Real Estate and Infrastructure sectors, and different shades of debt and equity, investors are faced with many options.

    Tune in to this webcast to hear LGIM's market experts Lorna Brown, Head of Real Estate Debt, Rob Martin, Real Assets Research Director and Tom Sumpster, Head of Infrastructure Finance talk about the different roles the asset class can play in meeting investors’ objectives.

    IPE’s Brendan Maton, will be quizzing Lorna, Rob and Tom on:
    • How investors should be thinking about allocating to Real Assets
    • The current market environment in the UK
    • Which areas of the market look most interesting now
    • What are the risks that investors need to consider

    Presented by:
    Lorna Brown - Head of Real Estate Debt, LGIM Real Assets
    Robin Martin - Director of Research, LGIM Real Assets
    Tom Sumpster - Head of Infrastructure Finance, LGIM Real Assets

    Moderated by:
    Brendan Maton, IPE
  • Examining recent market events through factors Recorded: Sep 26 2018 60 mins
    Mark Carver and George Bonne, MSCI; Brendan Maton, IPE
    Factors have historically been identified as critical drivers of portfolio risk and return and can now be used to better inform the investment process and provide insight into market performance.
    Join our webcast to learn about MSCI’s latest factor research and how it can be applied to understanding recent market events. We will also examine how multi-factor strategies can provide core portfolio diversification.

    In this webcast we will:

    - Look at the current market dynamics through the lens of Factors
    - Introduce MSCI’s latest research on factor influence on recent market events
    - Analyze multiple-factor strategies and the power of diversification

    Presented by:

    - Mark Carver - Executive Director, Global Head of Factor Indexes, MSCI
    - George Bonne, PhD, PRM - Executive Director, Equity Factor Research, MSCI
    - Brendan Maton, IPE
Live interviews, roundtables & presentations
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: The potential of infrastructure debt in an alternative fixed income portfolio
  • Live at: Oct 24 2018 12:00 pm
  • Presented by: René Kassis - Managing Director, Head of Private Debt, La Banque Postale Asset Management; Brendan Maton, IPE
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