Pensions & Endowments and the Current State of Risk Management
Complimentary Seminar and Reception
April 20, 2010 - San Jose, CA

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Managing the risks of a pension or endowment fund today presents unique challenges. The complexity of managing the risk of a global portfolio, with many managers and strategies, demands a robust risk management platform. Pension funds increasingly require a consistent view of risk across the whole portfolio, including the liabilities, so they can effectively monitor all risks being taken to achieve their objectives. Also, funds need to budget their risk resources, diagnosing hedging requirements and strategies that maximize risk-adjusted returns, consistent with the fund's objectives.

Please join us at The Fairmont San Jose, on Tuesday, April 20th at 1:00 p.m. and hear from Valter Viola, President, Holland Park Risk Management, as he discusses the current state of risk management in the pension & endowment industry, gaps in current practices, and visions and strategies for the future that work. The seminar will also feature Dr. Andrew Aziz, Executive Vice President, Algorithmics, who will highlight Algorithmics' hosted risk management offering and demonstrate the benefits of a managed service solution that provides all the low-cost benefits of an ASP while providing the full transparency and modeling flexibility of an in-house implementation.

Algo Risk Service for Pension & Endowment Fund Managers offers comprehensive risk management capabilities to a broad range of stakeholders, decision makers and risk practitioners. The solution provides market risk management with precise, proven analytics and functionalities that are packaged to facilitate the measurement and pro-active management of risk for Pension & Endowment Funds.

To Register for this event, please click HERE

Date & Time:
Tuesday, April 20th @ 1:00 PM

Venue:
The Fairmont San Jose
170 South Market Street
San Jose, CA 95113

Agenda:

1:00 p.m. Registration

1:15 p.m. Opening Remarks

1:30 p.m. Current State of Risk Management

Valter Viola, President, Holland Park Risk Management

Valter will review the current (general) state of risk management in the pension & endowment fund industry, based on his 12 years of experience at Canada's two largest pension funds ($87B Ontario Teachers' Pension Plan and $124B Canada Pension Plan Investment Board) and the past four years with smaller funds through Holland Park Risk Management.

  • Pension & Endowment funds' needs
    • Principles, standards and leading practices
  • Gaps in current practices
    • Measurement, management and governance (or people vs process)
    • Small vs. large funds
  • Visions and strategies that work
    • Preconditions for success
    • Greatest challenges and achievements
    • Key features of a better state

2:00 p.m. Case Study

Valter Viola, President, Holland Park Risk Management

Valter will use a case study to describe the situations facing both a large and small fund client, comparing and contrasting the state of risk management before and after implementation.

2:30 p.m. Refreshment Break

2:45 p.m. A Consistent Framework for integrating risk across assets and liabilities

Dr. Andrew Aziz, Executive Vice President, Risk Solutions, Algorithmics

Andrew will discuss a simple methodological framework for measuring and aggregating risk across the balance sheet, spanning all asset classes and investment strategies, as well as integrating liabilities in a consistent manner. In addition, he will discuss how the framework is able to incorporate risk-based decision support and asset allocation capabilities alongside comprehensive risk measurement reporting.

3:15 p.m. Product demonstration

Dr. Andrew Aziz, Executive Vice President, Risk Solutions, Algorithmics

Andrew will provide a demonstration of Algo Risk Service, a web-based portfolio construction and risk management service designed for pension funds and other buy-side organizations. Hosted by Algorithmics and delivered online, the service provides access to sophisticated risk management and investment support tools traditionally associated with in-house implemented solutions, without the data, personnel, and hardware cost overheads of maintaining an in-house deployment.

4:00 p.m. Networking reception

For more information, please contact:
Diane Lockwood
(212) 625-5292
eventsna@algorithmics.com  

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