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ORGANISATION EUROPÉENNE POUR LA RECHERCHE NUCLÉAIRE
CERN EUROPEAN ORGANIZATION FOR NUCLEAR RESEARCH

 
Asset Managment Seminar - 21-22nd June 2010
160/1-009 (CERN)

160/1-009

CERN

48
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from Monday 21 June 2010 (08:00) to Tuesday 22 June 2010 (18:00)



Monday 21 June 2010

Documents

--- Welcome Coffee ---
10:30 1. Introduction
CERN PF’s Target Return: Assumptions and Implications
11:00 1. 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
11:45 3. A Historical Perspective on Relative Investing
   3.1 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
--- Lunch Break, Glass Box ---
13:45 4. Introducing A Risk-Driven Investment Framework
   4.1 Defining the appropriate level of risk to reach CERN PF’s target return
   4.2 Implementing a dynamic process to manage risk
   4.3 Overview of available tools to reduce risk while maintaining target return
   4.4 How will success be measured?
   4.5 Implementing ex-ante risk management
--- Coffee Break ---
15:15 5. Designing an Investment Process that reconciles Capital Appreciation with Capital Preservation
16:15 6. Migrating from a Traditional Portfolio to a Capital Preservation Portfolio
   6.1 University of Maryland’s experience migrating its endowment towards a capital preservation philosophy, as related by the Chairman of its Investment Committee
17:00 7. Conclusion and Summary
17:20 8. End of Day 1
--- Cocktail & Dinner at Domaine de Choully, Satigny ---
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