Improving Your Strategic Asset Allocation: Modeling Liquidity and Shifting Risk

On January 23-24 in San Francisco we will present the latest, best thinking on the ways that North American pension funds and US endowments and foundations can respond to a volatile global investment landscape recognized for its rapidly changing dynamics. An opportunity and risk set which looks hardly at all like the world of even a few years ago – with one key exception, the continuing low rate environment which is driving so many strategic asset allocation decisions.

We hope you will be able to join us for this day and a half intensive seminar to learn about the decisions North American pension funds, endowments, and foundations are making as they address the today’s global investment landscape, including such issues as:

  • What can you do to prepare for the next liquidity shock?
  • Using drawdown analysis to relate your asset allocation to your expected payout
  • The shrinking public equity markets and the risk and liquidity consequences for investors
  • Incorporating factor views into your asset allocation decisions
  • The perils of investors chasing returns: Concentration risk, compressed returns, style drift and standards deterioration among managers
  • What will happen if their newfound strength causes banks to reintermediate the markets?
  • Where can investors find good alpha managers?
  • Portfolio solutions: Is there any way to truly diversify away from equities risk?
  • Assessing the appeal and the risks of high conviction strategies
  • The use and misuse of leverage throughout the portfolio
  • Which different scenarios will lead to the re-elevation of active management among institutions?
  • Integrating data and technology into managing your portfolio
  • Re-examining counter-party risk in today’s portfolios
  • Employing options strategies to mitigate risks
  • What does a new normal look like for oil and commodities?

Advisory Board

Michael Griswold, Senior Director, Risk Management and Asset Allocation, Ascension Investment Management
Josée Mondoux, Director of Investments, Canadian Medical Protective Association
Anjum T. Hussain, Director of Strategy, Asset Allocation & Risk Management, Case Western Reserve University
Jeffrey Youngman, Investment Analyst, Contra Costa County Employees' Retirement Association
Hakan Kupesiz, Manager, Investment Risk & Asset Allocation, Emory Investment Management
Carlos Chujoy, Portfolio Manager, Risk Management & Applied Research, Employees Retirement System of Texas
Chris Rapcewicz, Director of Risk & Operations, Helmsley Trust
Robert Ewers, Specialist, Treasury & Risk, Inter-American Development Bank
Michael Ruetz, Director of Risk Management & Asset Allocation, Margaret A. Cargill Philanthropies
Luis Roman, Senior Investment Officer – Director of Risk Management, Massachusetts Pension Reserves Investment Management Board (Mass PRIM)
Justin Pinckney, Deputy Chief Investment Officer, Michelin North America Inc.
Joseph Sheva, Risk Manager, Pennsylvania Public School Employees' Retirement System
Jean-Francois Bureau, Senior Vice President and Chief Risk Officer, PSP Investments
Jase Auby, Interim Deputy Chief Investment Officer, Teacher Retirement System of Texas (TRS)
Mike Edleson, Chief Risk Officer, University of Chicago
Roxton McNeal, Portfolio Manager – Multi Asset Investment Strategy & Risk, UPS Group Trust
Craig Thomas, Managing Director, Wake Forest University/Verger Capital Management