1 / 6

The Pension Fund Risk Management Conference

Explore the latest cost and hedging strategies in pension fund risk management. Learn how to apply known technology to achieve desired results and mitigate risks. Discover diverse alpha-seeking strategies for risk-adjusted returns.

hobby
Download Presentation

The Pension Fund Risk Management Conference

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. The Pension Fund Risk Management Conference Day Two Review …

  2. Renewed Focus on Cost & Hedging Holistic Risk Management Apply known technology to achieve the required results Take some risk off the table: Hedge to Defease the Liability Achieve risk-adjusted returns through adding diverse, alpha seeking strategies

  3. Sponsor, Plan & Beneficiary Negotiation! • Tale of Three Policies • Funding Policy • Investment Policy • Benefit Policy

  4. All that is old is new again?!? • Continuous time mathematics returns • Robust hedging with a fixed income focus • Equity Management • Derivatives Overlay • Risk Amelioration • Risk Selection – Alpha Centric Strategies • Forward looking approach to reduce risk

  5. Risk Management 101 • Sponsors must choose the level of risk • LDI helps but doesn’t solve the whole problem • Freezing doesn’t fix the whole problem • The golden goose has value

  6. Caveats Constraints do not always do what you hope There is no substitute for the coordinated efforts of plan sponsor, consultants and actuaries to solve the problem

More Related