Southern Africa Pension Fund Investment Forum

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

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.

Inflation, War & Bear Markets – Should Asset Owners Be Adjusting Strategies?

Date:

19 October 2022 09:30 to 14:30

Venue:

Table Bay, Quay, 6 W Quay Rd, Victoria & Alfred Waterfront, Cape Town, 8001, South Africa

View in Google Maps

Details:

Programme

With 2022 being a volatile year so far and with heightened geopolitical risks on the horizon and just what should you do to ensure you have a robust portfolio what can deliver the returns you need? Should you be tweaking and changing your strategies to find reliable alpha today? Is now the time to consider alternatives and private markets such as Private Equity and Infrastructure? Where are the key risks and opportunities?

In particular, our speakers considered:

The spectre of rising inflation and its impact on assets and liabilities.
Is this the right time to consider private equity as an alpha enhancer?
Can it help to consider a private equity style approach to investing?
Do infrastructure or other real assets, with their more inflation linked cash flows, now have a bigger role to play in pension fund portfolios?
What are some tail risks on the horizon?
Can more traditional asset provide some protection/diversification?

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.