Longevity risk, smart beta, and oil prices….

Are you coming to the 2013 Risk Management Conference?

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muskoka chairAre you coming to the 2013 Risk Management Conference in Muskoka? If not, you’ll be missing out on our roster of expert speakers from around the world. They’ll be speaking on everything from oil prices to longevity risk to smart beta. This year’s keynotes include:

Professor David Blake is Director of the Pensions Institute at Cass Business School. His keynote address, “Longevity Risk and How to Manage it in Pension Plans”  will discuss what longevity risk is and how can it be quantified. This session will also focus on explaining how to manage longevity risk by using insurance solutions, capital market solutions and a role for the government to issue longevity bonds.

Lutz Kilian is Professor of Economics at the University of Michigan. His presentation, “Quantifying Oil Price Risks” will provide plan sponsors practical tools to better assess the risk of crude oil price changes. Key questions addressed include; how useful are oil futures markets in forecasting the price of oil? And how do investors quantify risks associated with oil price forecast? This session will demonstrate how scenario analysis is a key tool for plan sponsors to accurately assess the risks and assumptions in oil prices.

Vijay Vaidyanathan, research associate, EDHEC Risk Institute

Vijay Vaidyanathan, research associate, EDHEC Risk Institute, who will present a workshop, “Smart Beta in the Presence of Active Management.” This hands-on workshop will examine a real life situation where an investor already has allocations to one or more active managers. This roll up your sleeves session will take you through an example of a style-based manager and use smart beta in conjunction with active management to both enhance the manager’s outperformance relative to the cap-weighted benchmark, as well as neutralize the manager’s unintended factor bets.

Find out more about the conference here. Hope to see you in Muskoka!

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