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--- Welcome Coffee ---
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10:30
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Introduction
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CERN PF’s Target Return: Assumptions and Implications
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11:00 1.
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A review of the risks implied by CERN Pension Fund’s target return under the current portfolio, and the key assumptions underlying the current investment strategy
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11:45
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A Historical Perspective on Relative Investing
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4.1
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An examination of the contrast between CERN Pension Fund’s return target, which is expressed in absolute terms (5%) and the current investment approach, which is based on relative returns
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--- Lunch Break, Glass Box ---
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13:45
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Introducing A Risk-Driven Investment Framework
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6.1
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Defining the appropriate level of risk to reach CERN PF’s target return
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6.2
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Implementing a dynamic process to manage risk
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6.3
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Overview of available tools to reduce risk while maintaining target return
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6.4
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How will success be measured?
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6.5
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Implementing ex-ante risk management
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--- Coffee Break ---
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15:15
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Designing an Investment Process that reconciles Capital Appreciation with Capital Preservation
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16:15
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Migrating from a Traditional Portfolio to a Capital Preservation Portfolio
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9.1
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University of Maryland’s experience migrating its endowment towards a capital preservation philosophy, as related by the Chairman of its Investment Committee
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17:00
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Conclusion and Summary
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17:20
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End of Day 1
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--- Cocktail & Dinner at Domaine de Choully, Satigny ---
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