Risk Management & Liquidity Lessons from the UK’s Liability Driven Investing Crisis

Date:

15 February 2023 09:30 to 14:30

Venue:

Leonardo, The, 75 Maude Street, Sandton, 2031

Chairperson:

Sifiso Sibiya, Head of Investments, Government Employees Pension Fund (GEPF) & Member of SAPFIF Advisory Committee

Details:

In light of the recent events in the UK LDI market, we looked at LDI lessons from the UK and more specifically what key considerations for risk management, volatility, sovereign credit risks and LDI strategies in a South African context. How should risk be considered now, especially with the potential for ‘greylisting’ of the SA economy as well as the current political turmoil? What are the implication for your own strategic asset allocation and de-risking strategy?

Our speakers considered:

Lessons learnt from the LDI crisis in the UK & the future for LDI strategies.
Broader asset allocation impact going forward.
Risk Management – managing volatility and other risks such as Sovereign Credit Risk.
Liquidity and any collateral management going forward.
What other risks should schemes be considering now.
Managing key Investment risks in portfolios.

Benelux Forum – Belgian Meetings.

Benelux Forum – Dutch Meetings.

International Seminar.

Irish Pension Fund Investment Forum.

Money Purchase Pensions Forum.

Nordic Forum.

Pensioen Bestuurstafel.

Pension Trustees Circle.

Private Markets Investors Forum.

Southern Africa Pension Fund Investment Forum.

Swiss International Forum.

UK Pension Fund Investment Forum.