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| CONFERENCE HIGHLIGHTS
RISK REDUCTION AND CURRENCY OVERLAY How much currency risk does your portfolio have? Should you part hedge, fully hedge and what are the issues you should consider when making this decision? This part of the programme will discuss the currency effect and how to manage it. ENHANCED OVERLAY The relationship between enhanced overlay mandates and currency hedge funds ALPHA GENERATION STRATEGIES Active management and the principles of capturing value. As the management of currency evolves this session will look at the different styles in managing currency. CURRENCY AS AN ASSET CLASS Some say currency should be treated as an asset class in its own right, whilst others disagree strongly. This part of the programme will examine the argument for and against treating currency as an asset class. EMERGING MARKETS Can currency management be applied to emerging markets? Is their enough liquidity in this area? MANAGER-OF-MANAGERS Over the last couple of years a new breed of currency manager of manager providers has emerged. Will pension funds’ treatment of currency evolve in the same way as the hedge funds industry? PENSION FUND CASE STUDIES Several real life examples from pension funds sharing their experience of currency with delegates. In 2005, these included representatives from ABP Investments, CalPERS, Fonds de Reserve pour les Retraites (FRR), Shell Pensioenfonds Beheer BV, Superannuation Arrangements of the University of London (SAUL) and The World Bank Pension Plan. A full conference programme will be posted on this site shortly. |
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