Asset Managment Seminar - 21-22nd June 2010

160/1-009 (CERN)



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  • Monday, June 21
    • 10:00 AM
      Welcome Coffee
    • 1
    • CERN PF’s Target Return: Assumptions and Implications
      • 2
        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
    • 3
      A Historical Perspective on Relative Investing
      • a) 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
    • 12:30 PM
      Lunch Break, Glass Box
    • 4
      Introducing A Risk-Driven Investment Framework
      • a) Defining the appropriate level of risk to reach CERN PF’s target return
      • b) Implementing a dynamic process to manage risk
      • c) Overview of available tools to reduce risk while maintaining target return
      • d) How will success be measured?
      • e) Implementing ex-ante risk management
    • 3:00 PM
      Coffee Break
    • 5
      Designing an Investment Process that reconciles Capital Appreciation with Capital Preservation
    • 6
      Migrating from a Traditional Portfolio to a Capital Preservation Portfolio
      • a) University of Maryland’s experience migrating its endowment towards a capital preservation philosophy, as related by the Chairman of its Investment Committee
    • 7
      Conclusion and Summary
    • 8
      End of Day 1
    • 6:30 PM
      Cocktail & Dinner at Domaine de Choully, Satigny