Reviewing Strategic Benchmarks and Aligning Investment Portfolio Benchmarks

Date:

14 February 2023 15:30 to 18:30

Venue:

Stadtskasteel Oudaen, Oudegracht 99, 3511 AE Utrecht

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Chairperson:

Katrien Hooyman, Senior Advisor Investments, ABP and member of EPFIF Dutch Advisory Committee

Details:

Outline Programme

What role should benchmarks play?
What are some of the biggest failures of benchmark and how can you avoid any pitfalls of benchmarking?
How far do portfolio benchmarks fit the overall strategic objective/benchmark for a pension fund?
What are the challenges in benchmarking traditional equity and fixed income portfolios as well as alternatives and what benchmarks should be used?
How far do you go to change your benchmarks to fit your objectives?
In light of the recent challenges of LDI strategies, should you review your benchmarks for liabilities/assets and for fixed income portfolios?
A review of Carbon benchmarks post COP-27, what does this mean?
How should benchmarks be used by funds and managers?
Should benchmarks be used to minimise risk or to identify and manage risk?
How should issues of transparency and costs be factored into any selection of a benchmark?
Is it appropriate for board members to consider not having any benchmarks? If so, how can they evaluate success or failure of a particular strategy?