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ESG & Credit: How To Mitigate Both Financial And Climate Risks

Institutional investors are increasingly looking at making their significant fixed income allocations part of their sustainable investing strategy. But whilst the recent market turmoil highlights the need to further include ESG in foundational risk management efforts, some challenges around data and portfolio construction still remain in the fixed income space.

During this webinar our experts will explore how to:

• Combine ESG and credit research to mitigate portfolio downside risk
• Construct portfolios to avoid unintended risks
• Minimize the carbon footprint in fixed income portfolios

Presented by: Brad Camden, director of fixed income and Valeria Dinershteyn, senior sustainability specialist, EMEA, Northern Trust Asset Management

Moderator: Brendan Maton

IMPORTANT INFORMATION
This material is directed to eligible counterparties and professional clients only and should not be relied upon by retail investors. The information is not intended for distribution or use by any person in any jurisdiction where such distribution would be contrary to local law or regulation. Northern Trust and its affiliates may have positions in and may effect transactions in the markets, contracts and related investments different than described in this information.

Investing involves risk- no investment strategy or risk management technique can guarantee returns or eliminate risk in any market environment. Simulated past performance and actual past performance is no guarantee of future results.

Northern Trust Asset Management is composed of Northern Trust Investments, Inc. Northern Trust Global Investments Limited, Northern Trust Fund Managers (Ireland) Limited, Northern Trust Global Investments Japan, K.K, NT Global Advisors Inc., 50 South Capital Advisors, LLC and investment personnel of The Northern Trust Company of Hong Kong Limited and The Northern Trust Company.

© 2020 Northern Trust Corporation. Head Office: 50 South La Salle Street, Chicago, Illinois 60603 U.S.A.
Recorded May 27 2020 71 mins
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Presented by
Brad Camden, director of fixed income and Valeria Dinershteyn, senior sustainability specialist, EMEA
Presentation preview: ESG & Credit: How To Mitigate Both Financial And Climate Risks

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  • Channel
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  • Stop blaming factors and just look at your non-factor risks Sep 16 2020 2:00 pm UTC 75 mins
    Eric Shirbini, Global Research and Investment Solutions Director, Scientific Beta | Brendan Maton, IPE
    The recent poor performance of factor strategies has been blamed on flows into these strategies ultimately cancelling out their benefits. In fact, the recent performance of factor strategies that have had well-balanced exposure to long-term rewarded factors has not been driven by the performance of the underlying factors but by non-factor risks. Non-factor risks are the undesired consequences of explicit choices of factor exposure or weighting schemes. Risk factors are never orthogonal with other forms of implicit risks. When these implicit risk choices are not anticipated and controlled, they have significant consequences for the risk and performance profiles of factor strategies and can lead to strong differences in performance and risk for the same choice of factors over a given period.

    In this webinar, we examine a number of non-factor risks that have been important drivers of short-term performance. Scientific Beta offers investors an option to control for these implicit risks, but it is important to realise that the choice on managing these risks is a key fiduciary decision that needs to be taken by the investors themselves.
  • EM Equities: Three Investment Approaches, Three Experts Sep 14 2020 2:00 pm UTC 60 mins
    Arjun Divecha, GMO | Charles Wilson, Thornburg Investment Management | Brian Christiansen, Sands Capital | Martin Hurst, IPE
    GMO: Value driven, quant, country/sector focused
    Thornburg: Core, concentrated portfolio, high conviction
    Sands Capital: Growth, concentrated portfolio, high conviction

    Arjun Divecha is head and founder of GMO’s Emerging Markets Equity team. He is also a member of the GMO Board of Directors. Prior to joining GMO in 1993, he spent 12 years at BARRA directing software development, marketing, client service and emerging markets R&D. Mr Divecha holds a Bachelor of Technology in Aeronautical Engineering from the Indian Institute of Technology, Bombay and an MBA in Finance from Cornell University.

    Charles Wilson is portfolio manager and managing director, Thornburg Investment Management. Mr Wilson joined the firm in 2012 and was promoted to portfolio manager in 2014. Prior to joining Thornburg, he served as co-portfolio manager for Marsico Capital Management in Denver, where he was responsible for investments across multiple strategies and geographies, specialising in materials, energy, technology, and payments sectors. Mr Wilson holds a BS in geology from the University of Arizona and a PhD in geophysics from the University of Colorado.

    Brian Christiansen, CFA, is research analyst, senior co-portfolio manager of the Sands Capital Emerging Markets Growth and Global Growth strategies, and executive managing director, providing strategic leadership across the firm. Mr Christiansen joined Sands Capital in 2006 and in 2007 began a full-time MBA program at the Yale School of Management while continuing to work as a Research Associate on a part-time basis. On completion of his MBA, Mr Christiansen joined the Global Life Sciences Sector Team as a research analyst. In 2011, he took on the role of co-portfolio manager of the Emerging Markets Growth strategy; he was promoted to senior portfolio manager in 2017 and, in 2018, was named executive management director. He joined the Global Growth portfolio management team in 2020.
  • Climate Risk: A Multi-Asset Class Solution to a Multi-Dimensional Problem Recorded: Jul 23 2020 66 mins
    Oliver Marchand and Will Robson, MSCI | Brendan Maton, IPE
    Climate change is at the forefront of investors’ minds as the problem becomes more visibly widespread and there is increased urgency about how we can reduce our impact on the environment.

    With climate hazards firmly on the agenda, assessing their financial impact is essential to be able to price, mitigate and manage both current and future risk. There is also building regulatory pressures to incorporate these risks into financial reporting with the development of frameworks such as the Task Force on Climate-related Financial Disclosures (TCFD).

    Climate risk is a global problem affecting all types of investments meaning a consistent view across all asset classes and a coordinated approach across portfolios is key. Measuring real estate climate risk is a central piece of this puzzle where some of the biggest strides can be made to reduce emissions.

    In this webcast Will Robson and Oliver Marchand will discuss how investors can take a consistent holistic approach across asset classes to this multi-dimensional problem whilst incorporating client perspectives on the issue.

    Speakers:
    • Oliver Marchand - Executive Director, Head of Climate Risk Research, MSCI
    • Will Robson - Executive Director, Global Head of Real Estate Solutions Research, MSCI

    Moderator:
    • Brendan Maton, IPE
  • Sustainable Mythbusting: Getting the facts straight Recorded: Jul 22 2020 61 mins
    Marta Jankovic, Head of iShares Sustainable EMEA, BlackRock | Guido Giese, Executive Director, Applied Equity Research, MSCI
    Sustainability is the future of investing. With an improvement in investment data, more sophisticated ESG analysis and a broad range of products to choose from, investors have more choice than ever before when building sustainable portfolios. However, the industry’s rapid growth has led to the propagation of several myths and misconceptions regarding sustainable investing with indices. In this webinar, experts at MSCI & iShares will debunk these myths to help give investors the clarity they need to build sustainable portfolios.

    Presented by:
    - Marta Jankovic, Head of iShares Sustainable EMEA, BlackRock
    - Guido Giese, Executive Director, Applied Equity Research, MSCI

    Moderated by:
    - Brendan Maton, IPE
  • Echtes Impact Investing - Investieren mit Entwicklungsbanken Recorded: Jul 2 2020 56 mins
    Frank Schnattinger – Managing Editor, IPE D.A.CH
    Impact Investing ist DER neue Trend in der Finanzbranche. Was genau Impact aber ist, wie Impact erzielt werden kann und wie Impact gemessen werden kann, ist allerdings oft nicht ganz klar.

    Die Oesterreichische Entwicklungsbank und die die Bank Gutmann haben gemeinsam einen Private Equity Dachfonds aufgelegt, der erstmalig Investoren die Möglichkeit bietet gemeinsam mit einer Entwicklungsbank mit echtem Impact zu investieren.

    Hannes Manndorff von der Oestereichischen Entwicklungsbank und Clemens Gartner-Zehentner von der Bank Gutmann zeigen in diesem Webinar wie Impact Investing in der Praxis überzeugend funktioniert.

    Speakers:

    Dr. Hannes Manndorff - Oesterreichische Entwicklungsbank

    Dr. Hannes Manndorff arbeitet seit Mitte 2017 in der Abteilung Private Equity der Oesterreichischen Entwicklungsbank, die er seit 2019 leitet. Davor war er 17 Jahre für den amerikanischen Impact Investor Accion in unterschiedlichen Positionen tätig, unter anderem als Projektmanager in Mosambik, CEO einer Mikrofinanzinstitution in Mumbai und zuletzt als Chief Regional Officer in Singapur.

    Mag. Clemens Gartner-Zehentner - Bank Gutmann

    Clemens Gartner-Zehentner ist seit 2007 bei Gutmann. Im Rahmen des Private Markets Teams verwaltet er die Private Equity Fonds Investments der Bank. Weiters ist er Mitglied des Vorstands der Global Private Equity II-IV AGs und der G&H Kapitalpartner AG. Clemens Gartner-Zehentner ist Absolvent der Universität Wien und des Portfolio Management Programms der WU Wien.

    Moderator:

    Frank Schnattinger – Managing Editor, IPE D.A.CH
  • Managing Global Private Credit: Live Report from Two Direct Lending Leaders Recorded: Jun 30 2020 88 mins
    Ted Koenig, President & CEO, Monroe Capital | François Lacoste, Managing Partner, Idinvest Partners | Dr Gabriella Kindert
    • Discover how Portfolio Companies are responding to the crisis.
    • Learn how leading GPs manage Private Credit exposure in a time of uncertainties.
    • What is next in Private Debt and the strategic impact going forward.

    Detailed Agenda:

    Impact: Last 100 days
    How did the crisis impact the companies in the portfolio? How have companies reacted to new constraints? How are covenants functioning? What are the legal parameters (possibilities and limitations)? What is the level of support from private equity owners and sponsors in this portfolio? Have these actions FED through to managing direct lending portfolios? What is the sentiment and psychology of investors right now?

    Monitoring Actions with case studies
    How have portfolio companies adapted? What constraints or measures have they adopted? What actions have you taken? What has been the role of technology and proactive monitoring tools? How did GP’s approach make a difference?

    Expectations: Post pandemic Private Debt finance
    Looking ahead 18 months: How portfolios perform? What will be the overall market share of Private Debt vs. Banks (increase, same, reduce) by 2025? What new technology requirements has this crisis created? Performance of Private Debt relative to other asset classes?
    ---

    Presented by:
    • Ted Koenig, President, CEO and founder of Monroe Capital LLC
    • François Lacoste, Managing Partner, Private Debt, Idinvest Partners

    Moderated by Dr Gabriella Kindert
  • How to integrate the ESG dimension: incorporation vs. mix up Recorded: Jun 24 2020 60 mins
    Erik Christiansen, ESG & Low Carbon Specialist; Felix Goltz, PhD, Research Director, Scientific Beta; Brendan Maton, IPE
    Proponents of ESG mixing strategies – i.e. so-called ESG integration strategies whereby ESG data and analysis are mixed with traditional financial inputs in the portfolio construction process – often claim that such an approach provides for the best results for ESG investors. We will take a closer look at such mixing strategies and underline several shortcomings.

    Topics covered include:

    • Analysing ESG strategies that mix ESG data with market data and/or traditional risk factors such as value or momentum in their portfolio construction processes.
    • Compared with ESG Filtering, ESG “Reweighting” Techniques Lead to the Divestment of Companies with better ESG Credentials
    • Optimising in Relation to Weighted Average ESG Scores Seriously Undermines Engagement.
    • How ESG mixing can send the Wrong Message to Companies

    Speakers:

    • Erik Christiansen, ESG & Low Carbon Specialist, Scientific Beta
    • Felix Goltz, PhD, Research Director, Scientific Beta
  • IPE D.A.CH-Webinar „Real Assets & Infrastructure” Recorded: Jun 23 2020 89 mins
    Frank Schnattinger, Managing Editor, IPE D.A.CH
    Wie haben sich Infrastruktur und Real Estate Investments in der Corona-Krise behauptet? Im Rahmen unseres Webinars „Real Assets und Infrastructure“ wollen wir einen Blick in die Real Assets Märkte werfen und prüfen, ob sich durch Covid-19 die Determinanten für Investoren verändert haben.

    Das Webinar findet am Dienstag den 23. Juni von 10-11 Uhr statt.

    Beiträge kommen von Whitehelm Capital, wpd invest, Franklin Real Asset Advisors und Hauck & Aufhäuser Privatbankiers.



    AGENDA
    ---

    Einleitung und Themenübersicht
    Frank Schnattinger, Chefredakteur, IPE D.A.CH
    ---

    Infrastructure asset valuations – listed and unlisted
    Ursula Tonkin, Portfoliomanagerin, Whitehelm Capital
    ---

    Europäischer Offshore Wind – Real Assets – planbare, nachhaltige Erträge mit stabilem Cash-Flow
    Thomas Kühnl, Head of Asset Management, wpd invest GmbH
    ---

    Immobilien und soziale Infrastruktur – nachhaltig und messbar in Europa investieren
    Gaston Brandes, Director/Head Institutional Portfolio Manager EMEA,
    Franklin Real Asset Advisors
    ---

    Lebensmitteleinzelhandel Deutschland: krisensicher und systemrelevant
    Patrick Brinker, Head of Real Estate Investment Management,
    Hauck & Aufhäuser Privatbankiers AG
    ---

    Q&A
  • When Low Volatility Isn’t Low Recorded: Jun 9 2020 69 mins
    Intech CEO and CIO, Adrian Banner Ph.D., and David Schofield, Intech’s International Division President; Brendan Maton, IPE
    Equity investors found few places to hide in this year’s drawdown. Even low volatility strategies underperformed in their first real test since the global financial crisis. Intech identified an anomalous shift in stock betas as the culprit, but why did so many low volatility strategies have trouble circumventing this dislocation? The answer to this question is an opportunity for plan sponsors to learn the important distinctions between defensive equity implementations.

    In this webcast, Intech CIO, Dr. Adrian Banner, and Intech President, David Schofield, will demonstrate how simple differences in implementation can lead to a wide range of outcomes. They will explore:

    - How the dislocation in stock betas affected market structure
    - Why some low volatility approaches prove more resilient
    - Which key factors to consider when evaluating defensive equity strategies

    Presented by: Intech CEO and CIO, Adrian Banner Ph.D., and David Schofield, Intech’s International Division President.
    Moderator: IPE’s Brendan Maton
  • How are investors holding managers accountable through Covid-19? Recorded: Jun 4 2020 62 mins
    John Molesphini, Global Head of Insights, and Russell Elliott, Senior Vice President, Strategic Engagement, eVestment
    In times of volatility, it is more important than ever to understand how your managers are performing, the factors driving this performance and whether there are any areas for concern – with respect to the funds you have invested in, but also with respect to their firms and people. In this webcast, hear how institutional investors have responded to these extraordinary socio-economic conditions and how to apply their best practices to your existing manager monitoring process when returns are unpredictable.

    Presented by:
    John Molesphini, Global Head of Insights, eVestment
    Russell Elliott, Senior Vice President, Strategic Engagement, eVestment

    Moderated by:
    Brendan Maton, IPE
  • ESG & Credit: How To Mitigate Both Financial And Climate Risks Recorded: May 27 2020 71 mins
    Brad Camden, director of fixed income and Valeria Dinershteyn, senior sustainability specialist, EMEA
    Institutional investors are increasingly looking at making their significant fixed income allocations part of their sustainable investing strategy. But whilst the recent market turmoil highlights the need to further include ESG in foundational risk management efforts, some challenges around data and portfolio construction still remain in the fixed income space.

    During this webinar our experts will explore how to:

    • Combine ESG and credit research to mitigate portfolio downside risk
    • Construct portfolios to avoid unintended risks
    • Minimize the carbon footprint in fixed income portfolios

    Presented by: Brad Camden, director of fixed income and Valeria Dinershteyn, senior sustainability specialist, EMEA, Northern Trust Asset Management

    Moderator: Brendan Maton

    IMPORTANT INFORMATION
    This material is directed to eligible counterparties and professional clients only and should not be relied upon by retail investors. The information is not intended for distribution or use by any person in any jurisdiction where such distribution would be contrary to local law or regulation. Northern Trust and its affiliates may have positions in and may effect transactions in the markets, contracts and related investments different than described in this information.

    Investing involves risk- no investment strategy or risk management technique can guarantee returns or eliminate risk in any market environment. Simulated past performance and actual past performance is no guarantee of future results.

    Northern Trust Asset Management is composed of Northern Trust Investments, Inc. Northern Trust Global Investments Limited, Northern Trust Fund Managers (Ireland) Limited, Northern Trust Global Investments Japan, K.K, NT Global Advisors Inc., 50 South Capital Advisors, LLC and investment personnel of The Northern Trust Company of Hong Kong Limited and The Northern Trust Company.

    © 2020 Northern Trust Corporation. Head Office: 50 South La Salle Street, Chicago, Illinois 60603 U.S.A.
  • The roads to a low-carbon transition: What it means for investors Recorded: May 19 2020 73 mins
    Vis Nayar, European and UK Chief Investment Officer; Stephanie Maier, Responsible Investment, HSBC Global Asset Management
    HSBC Global Asset Management's latest scenario analysis report - The roads to a low-carbon transition: what it means for investors – is now available. You are invited to join us as we investigate the use of climate scenarios and test how various transition pathways might impact the pricing of risk and assets.

    We have seen a significant change to the macro environment over the last month, but our analysis remains very relevant to long term investors. We have seen violent moves in financial markets and yet ESG tilted indices have outperformed the wider market – suggesting an increased investor focus on ESG issues. Whilst most stock prices may mean-revert from current levels, we must use this opportunity to get our economies to transition to a more sustainable basis.

    In December 2017, we began working on climate scenario analysis with Vivid Economics to develop a construct for understanding company-level climate-related risks and opportunities to help investors make informed decisions. The first report, published in 2018, included six potential scenarios, three focused on policy timing and three on future technology costs. Following the IPCC 1.5ºC special report, we expanded our initial work – increasing the number of scenarios to 10 to represent a broader range of low-carbon futures and taking into account the latest IPCC carbon budgets.

    In this follow-up report, we take the analysis further, expanding the range of scenarios and extending the impact to credit ratings.

    Presented by:
    Vis Nayar, European and UK Chief Investment Officer, HSBC Global Asset Management and Stephanie Maier, Director – Responsible Investment, HSBC Global Asset Management

    Moderated by: Brendan Maton, IPE
  • Impact of COVID-19: Exploring Factors and ESG Equity and Fixed Income Resilience Recorded: May 13 2020 63 mins
    Hitendra Varsani, Factor and Fixed Income research, Exec Director; Guido Giese, ESG Equity research, Exec Director, MSCI
    Defensive Factor, ESG and Climate indexes in equities and fixed income have outperformed their respective parent indexes in the recent sell-off.

    The COVID-19 crisis is not a financial crisis, but could potentially impact all industries due to simultaneous supply and demand shocks, particularly those issuers that have lower credit quality, are more leveraged and have lower environmental, social and governance (ESG) characteristics.

    IPE and MSCI invite you to a webinar to examine some of drivers of the outperformance, equities, fixed income and derivatives trends and what are the wider implications if the crisis persists. The webinar aims to answer the following questions:

    • What is the impact of the coronavirus? Why are Factor, ESG and climate characteristics showing resilience?
    • What is the interplay between Factors, ESG and Climate characteristics?
    • Are there differences between fixed income and equities strategies?
    • Are there regional differences? (Europe, N America, APAC)
    • ESG and multi-country multi-currency derivatives: What is the current market landscape, what are the dynamics and flows? What are the implications?
    • How can investors apply these insights into their investment processes?
     
    Speakers include:
    • Hitendra Varsani, Factor and Fixed Income research, Executive Director, MSCI
    • Guido Giese, ESG Equity research, Executive Director, MSCI

    Moderator: IPE’s Brendan Maton

    Further reading
    Blog: MSCI ESG Indexes during the coronavirus crisis
    The COVID-19 outbreak is the first real-world test since the 2008 global financial crisis of the resilience of companies with high MSCI ESG Ratings. This latest blog by MSCI summarizes the performance of four global MSCI ESG indexes to their parent indexes during the COVID-19 sell-off. (https://www.msci.com/www/blog-posts/msci-esg-indexes-during-the/01781235361)
  • Aviva Investors’ Real Assets House View Recorded: Apr 23 2020 65 mins
    Chris Urwin; Laurence Monnier and Mark Meiklejon, Aviva Investors; Brendan Maton, IPE
    – The intelligence that guides our investment decisions – 

    Aviva Investors Real Assets House View identified three big themes driving real assets markets over the medium to long term:

    • ‘Lower for longer’ supports long-duration assets value
    • Premia unlocked by exploiting complexity
    • ESG becomes non-negotiable

    In this webcast, Chris Urwin, Head of Research, Real Assets, Laurence Monnier, Head of Quantitative Research, Real Assets and Mark Meiklejon, Head of Real Assets Investment Specialists, will discuss what this means for institutional investors who are increasingly turning to real assets to help them achieve their investment needs, and how these themes may be affected by recent global events.

    Presented by:
    Chris Urwin, Head of Research, Real Assets; Laurence Monnier, Head of Quantitative Research, Real Assets; Mark Meiklejon, Head of Real Assets Investment Specialists, Aviva Investors

    Moderated by: Brendan Maton, IPE
  • Alternatives Outlook: Impacts of Covid-19 and portfolio considerations Recorded: Apr 6 2020 75 mins
    David M. Lebovitz, executive director, Global Market Strategist, J.P. Morgan Asset Management; Brendan Maton, IPE
    Please join David Lebovitz, Global Market Strategist as he discusses the current macroeconomic outlook for alternative investments in light of Covid-19, using slides from the Guide to Alternatives.

    The Guide to Alternatives is designed to simplify the complex world of alternative investments and help you make more informed decisions across real estate, infrastructure, private markets and hedge funds.

    In this webcast David examines the following themes:

    – The potential impacts of Covid-19 on alternative markets and portfolio construction more broadly
    – Thinking beyond industrial real estate
    – Headwinds and tailwinds in renewable energy
    – Are elevated PE multiples the new normal?
    – Sources of return in private credit

    Presented by: David M. Lebovitz, executive director, Global Market Strategist on the J.P. Morgan Asset Management Global Market Insights Strategy Team.

    Moderated by Brendan Maton, IPE
  • COVID-19: Implications For Global Medical Supplies And Food Security Recorded: Mar 31 2020 68 mins
    Roukaya Ibrahim, Editor/Strategist, BCA Research; Brendan Maton, IPE
    · COVID-19 threatens to disrupt food and medical production and transportation globally.

    · During pandemics, institutional capacity is required to limit the impact on supply chains. If households are not able to get what they need, civic order could break down and governments risk a loss of legitimacy and control.

    · Supply shortages raise prices, making shortages an especially acute threat to non-producers and net importers.

    · Consumers and regions where food makes up a larger share of CPI baskets are especially vulnerable to higher food prices.

    · We will discuss this complex topic that lies at the intersection of our Commodity & Energy Strategy insights and our Geopolitical Strategy insights.

    Presented by: Roukaya Ibrahim, Editor/Strategist, BCA Research

    Moderated by: Brendan Maton, IPE
  • Navigating market uncertainty, with factors & ESG Recorded: Mar 19 2020 75 mins
    Michael Hunstad, Ph.D., head of quantitative strategies and Valeria Dinershteyn, EMEA senior sustainability specialist
    As market volatility, geopolitical risks and economic uncertainty continue to shake global markets, it’s critical for institutional investors to re-evaluate their risk positioning. This means running portfolios as risk-efficient as possible and mitigating the “hidden risks” that commonly exist in their portfolios.

    Join our experts as they reveal a more precise approach to portfolio construction that leverages both targeted factor exposures and ESG research.

    Key discussion points include:
    • The factors that stand to benefit from the structural shifts in the global economy and increased market volatility.
    • How ESG research can complement factor exposure to increase excess return consistency and mitigate downside risk.
    • Implementing a risk-aware approach that minimizes unintended risk and seeks to maximize risk-adjusted returns.

    IMPORTANT INFORMATION
    This material is directed to eligible counterparties and professional clients only and should not be relied upon by retail investors. The information is not intended for distribution or use by any person in any jurisdiction where such distribution would be contrary to local law or regulation. Northern Trust and its affiliates may have positions in and may effect transactions in the markets, contracts and related investments different than described in this information.

    Investing involves risk- no investment strategy or risk management technique can guarantee returns or eliminate risk in any market environment. Simulated past performance and actual past performance is no guarantee of future results.

    Northern Trust Asset Management is composed of Northern Trust Investments, Inc. Northern Trust Global Investments Limited, Northern Trust Fund Managers (Ireland) Limited, Northern Trust Global Investments Japan, K.K, NT Global Advisors Inc., 50 South Capital Advisors, LLC and investment personnel of The Northern Trust Company of Hong Kong Limited and The Northern Trust Company.

    © 2019 Northern Trust Corporation
  • A New Defensive Solution That Is Really Low Volatility Recorded: Mar 9 2020 60 mins
    Eric Shirbini, PhD, Global Research and Investment Solutions Director, Scientific Beta; Brendan Maton, IPE
    In new research, Scientific Beta shows that the vast majority of defensive offerings based on minimum volatility or low volatility strategies are unfortunately not truly defensive in periods of strong market volatility, i.e. at the time when their low volatility would be appreciated the most. In fact, these strategies paradoxically present a strong risk of volatility that is not reflected in the average volatility that they display over the long term. To cope with this volatility risk, Scientific Beta provides a highly defensive strategy when needed, with a reduction in the index's market beta in difficult times and very strong protection of the capital. Based on dynamic allocation that allows Scientific Beta's low volatility indices to be protected against periods of strong volatility the HFI Low Volatility Maximum Volatility Protection index guarantees the investor that the low average volatility of the low volatility index is representative of the risks of the proposed strategy, and notably that in periods of crisis there is no increase in the risk of the investment.

    Presented by: Eric Shirbini, PhD, Global Research and Investment Solutions Director, Scientific Beta

    Moderated by: Brendan Maton, IPE
  • Building Sustainable Portfolios Recorded: Dec 9 2019 48 mins
    Armit Bhambra, Head of iShares UK Retirement, BlackRock; Guido Giese, Executive Director, Applied Equity Research, MSCI
    Sustainability is the future of investing. With an improvement in investment data, more sophisticated ESG analysis and a broad range of products to choose from, investors have more choice than ever before when building sustainable portfolios. However, the industry’s rapid growth has made the space confusing and difficult to navigate. Hear from experts at MSCI & iShares as they break down the sustainable investing landscape and the various ways investors are building sustainable portfolios.

    Presented by:
    - Armit Bhambra, Head of iShares UK Retirement, BlackRock
    - Guido Giese, Executive Director, Applied Equity Research, MSCI

    Moderated by:
    - Brendan Maton, IPE
  • Urban regeneration: contractual cashflows from redeveloping cities Recorded: Dec 3 2019 63 mins
    Luke Layfield, Aviva Investors; Brendan Maton, IPE
    In this webcast, Luke Layfield, Fund Manager at Aviva Investors Real Assets, will discuss how investors can partner with the public sector to finance the re-generation of town centres.

    Using recent example transactions he will cover:

    - How these partnerships can provide investors with long-dated, secure, inflation-linked income
    - The broader investment benefits of long lease real estate
    - The integration of ESG elements – helping investors to deliver on their wider goals

    Presented by:
    Luke Layfield - Fund manager, REaLM Commercial Assets and REaLM Social Housing Funds, Aviva Investors Real Assets

    Moderated by:
    Brendan Maton, IPE

    RA19/1534/31122019
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  • Title: ESG & Credit: How To Mitigate Both Financial And Climate Risks
  • Live at: May 27 2020 2:00 pm
  • Presented by: Brad Camden, director of fixed income and Valeria Dinershteyn, senior sustainability specialist, EMEA
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