Date & location: Time: Venue:
Thursday, January 24, 2019 8:30 a.m. - 5:45 p.m. Science Park - Conference Room 5/6, Hong Kong

 

We are pleased to invite you to our Pension Fund Modeling Workshop. This workshop evolves around the intricacies and nuances of modelling a pension plan into the future with a core focus on the dynamics between the assets and liabilities. Liabilities are modelled on a member by member basis. For the assets different Strategic Asset Allocations (SAA) are analysed. During the day participants will also learn about Liability-Driven Investment (LDI) frameworks and how to analyse various derivative hedging strategies.

This workshop has been broken down into a number of interesting sessions and will consist of the below.

Governance Models;

  • Overview of global pension landscape
  • Defining strong governance models for pension plans and state plans
  • High-level look into the interaction between assets and liabilities
  • Impact of contribution rates, benefit levels and the investment returns

Investment Beliefs, Investment Strategy and ALM Risk;

  • Defining investment policy frameworks and the risk-return profile of a pension fund
  • Discussing common investment beliefs and investment markets
  • Defining ALM frameworks
  • Working case study using Ortec Finance's GLASS solution - see how a pension plan's balanced sheet is modeled into the future

Strategic asset allocation optimization within a multi-horizon setting;

  • From an investment strategy perspective, we will look at how to optimize the strategic asset allocation according to expected long-term returns for the different asset classes

Alternative Asset Classes;

  • Discussing the different asset classes that are commonly seen within pension plans
  • How to optimize a portfolio by adding new investment categories

Portfolio Hedging Strategies;

  • Understand the complexities of using derivatives
  • How to manage currency risk
  • Learn asset value protection strategies, and specifically hedging with the use of index options
  • Working case study using Ortec Finance's GLASS solution - see the direct execution mechanism for a single scenario
  • Learn about the volatility parameters that are fundamental to the implementation of these strategies and get insights into the long-term implications for a continued hedging program

ESG Climate Change;

  • How to integrate Environmental, Social and Governance (ESG) factors into all stages of the investment process

Networking Reception;

  • The workshop will close with a nice opportunity to network with your fellow participants whilst enjoying a refreshing drink and some snacks 

Register for Pension Fund Modeling Workshop

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