Abstract:

Illiquid assets are increasingly prevalent in strategic asset allocation for long term insurance and pension funds in the last few decades. The Greta Thunberg Effect and the rise of ESG objectives have added to this momentum. We understand that the promise of enhanced returns brings associated complexity and additional risk management challenges. In this webinar, we will discuss

(i) the fundamental risks of the underlying assets;

(ii) global regulatory and governance considerations;

(iii) portfolio management to combat negative illiquidity and credit /governance risks, and the increasing positive realisation of premia even in times of considerable market volatility.

Expert panellists who will be presenting are:

• Mr Ross Evans FIA, UK Insurance Investment and ALM, Partner, Hymans Robertson

• Mr Wojciech Herchel FIA, Insurance ALM Director, Schroders

• Mr Martin Maringi, CFA, FRM, CPA, Supervision, Insurance Bermuda Monetary Authority and Chair of the Infrastructure Task Force, IAIS

Join us on July 23, 2020 7.30 - 12.30 (Click here for your time zone)

Click here for registration

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