LDI & Hedging Crisis: Lessons Learnt from UK and Implications for Strategies used by European Pension Funds

Date:

13 December 2022 15:30 to 20:00

Venue:

Het Slot Zeist, Zinzendorflaan 1, 3703 CE Zeist, Netherlands

Details:

Session 1

Risk Management & Liquidity Lessons from the UK’s LDI Crisis

Lesson that can be learnt so far for the LDI & Hedging Crisis in the UK
The future for LDI and any de-risking strategies
Broader asset allocation impact going forward.
Managing volatility, especially in interest rates and what should you stress test
Liquidity management going forward
Practical consideration for use of derivatives

Session 2

Investing in Alternatives & Illiquid Assets – Risks and opportunities?

Can investing in alternatives such as Private equity and Real Estate offer pension schemes the potential to generate robust risk adjusted returns they need in the current environment?
Given the uncertainty on inflation, can exposure to real assets provide better protection against rising inflation?
With the recent LDI crisis in the UK highlighting the need to liquidity and understanding risk, how should you be considering this within the context of your Private Markets allocations
What risks are you taking on – volatility, illiquidity risk, complexity risks?
What are the governance consideration?
How should one evaluate cost and fees and are performance related fees still viable?