Masterclasses
The Asset Allocation Summit includes two pre and two post event masterclasses. To include these in your registration make sure you register for a Platinum or Gold pass.
Pre Conference
» A - Application, benefits and limitations of structured products for institutional investors
» B - Asset allocation strategies for alternative investments
Post Conference
» C - Investing in 130/30 strategies
» D - Global best practices in hedge fund valuation and risk management
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Pre Conference Masterclass A - Monday 25 February 2008
Application, benefits and limitations of structured products for institutional investors
Time: 9:00 – 13:00, Star City Hotel
Masterclasss objective: The structured product market is exploding with estimates that structured product assets under management within Australia will reach $18 billion by 2008. Increasingly, Australian investors are turning to structured products as a means of diversifying their portfolios. This masterclass puts theory into practice and will provide attendees with practical knowledge on how to improve portfolio performance through allocations to structured products.
The masterclass will be broken down into the following key sessions:
- Impact of changing economic landscape on asset allocation decisions
- Diversification benefits of using structured products
- Limitations of structured products: liquidity, fees, mark to model risk and performance transparency
- Do structured products represent a tax effective opportunity?
- Issuance vehicles
- Swaps 101: understanding the mechanics of how they work
- Investor case-studies
- Practical application:
1. Where do structured products fit within a portfolio
2. What portfolio percentage should be dedicated to structured investments
3. Hedge fund replication strategies
4. Hedging strategies
Who should attend?
• Superannuation funds
• Community trusts
• Insurance companies
• Family offices
• Asset consultants
• Endowments and foundations
• Retail platforms and master trusts
• Private bankers
• Fund managers
Times and documentationRegistration for the Masterclass starts at 8:30. The course will commence at 9:00 and conclude at 13:00. Refreshments will be provided. Participants will receive comprehensive course documentation, including all presentation material.
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Pre Conference Masterclass B - Monday 25 February 2008
Asset allocation strategies for alternative investments
Time: 13:00 – 17:00, Star City Hotel
Masterclass objective: To explore the magnitude of issues associated with investing in alternatives, in particular strategic approaches. Take advantage of this unique opportunity to benefit from worldwide growth and knowledge in alternatives, as you learn and network with international experts and leading investors. Evaluate, optimise and profit from best practice strategies to invest in hedge funds, private equity, commodities, infrastructure, emerging markets and other alternative assets and strategies.
The masterclass will be broken down into the following key sessions:
- Evaluating the changing investment environment
- Analysing the hottest asset classes
- Integrating alternative asset classes into an existing portfolio
- Managing alternative investment portfolios
- Accessing top tier managers
- Managing risk
- Benchmarking for alternatives – what’s available?
- Fees and cost structures
Who should attend?
- Superannuation funds
- Community trusts
- Insurance companies
- Family offices
- Asset consultants
- Private banks and wealth managers
- Endowments and foundations
- Retail platforms and master trusts
- Fund managers
Times and documentation
Registration for the Masterclass starts at 12:30. The course will commence at 13:00 and conclude at 17:00. Refreshments will be provided. Participants will receive comprehensive course documentation, including all presentation material.
About your workshop leader
Dr David Lee, Principal, Mercer Investment Consulting, Australia
David is responsible for servicing a number of key clients and developing investment solutions involving alternative assets. David brings with him over 25 years experience in a wide range of asset consulting assignments for major Australian, New Zealand and Asian superannuation funds and other financial institutions. Prior to joining Mercer, David was Managing Director, Global Strategic Services for Citigroup Asset Management, New York and London.
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Post Conference Masterclass C - Thursday 28 February 2008
Investing in 130/30 strategies
Time: 09:00 – 13:00, Star City Hotel
Masterclasss objective: 130/30 funds have sparked a tidal wave of interest from institutional investors. The number of searches for this strategy has increased over 1000% in the first half of 2007 compared to 2006 and the list of traditional and hedge fund managers offering 130/30 funds grows longer each week. Australian superannuation funds have started a love affair with 130/30 funds and the trend is set to boom in 2008. Capital normally allocated to long only managers and hedge funds is finding it’s way into new 130/30 fund vehicles. Masterclass attendees will find out the latest intelligence on this rapidly evolving field, assess new fund strategies and walk away with practical tips on implementation.
The masterclass will be broken down into the following key sessions:
- What is 130/30 investing
- Merits and demerits of 130/30 funds
- Relaxing the long-only constraint
- Implementing 130/30 funds: the prime broker relationship
- Manager selection: who has the short-selling know how
- Allocating to 130/30: where do they fit in your portfolio
- Managing risk and getting comfortable with short selling
Who should attend?
- Superannuation funds
- Asset consultants
- Private banks and wealth managers
- Endowments and foundations
- Asset management companies
- Fund of hedge funds
- Single strategy funds
- Long only funds
- Investment banks
- Prime brokers
Times and documentationRegistration for the Masterclass starts at 12:30. The course will commence at 13:00 and conclude at 17:00. Refreshments will be provided. Participants will receive comprehensive course documentation, including all presentation material.
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Post Conference Masterclass D - Thursday 28 February 2008
Global best practices in hedge fund valuation and risk management
Time: 13:00 – 17:00, Star City Hotel
Masterclass objective: Valuation numbers drive nearly every financial decision. Valuation is a subset of risk management, and it is impossible to have good risk management without a good valuation process in place. Hedge fund managers need to know how to rebalance their portfolios, adjust risk management positions and report numbers to investors upon which they earn their fees. As an institutional investor, you also have a responsibility to thoroughly vet the manager’s evaluation process and to ensure that numbers are provided by an independent third party.
The masterclass will be broken down into the following key sessions:
- Significance of valuation for hedge fund managers and institutional investors
- What is the biggest risk for hedge funds in valuation?
- What does a hedge fund valuation process entail?
- What should institutional investors be asking about hedge fund valuations?
- Difficulties in valuing private equity holdings and complex derivatives
- How can hedge fund managers improve the valuation process
- Global best practices in hedge fund valuation
Who should attend?
- Fund managers
- Superannuation funds
- Community trusts
- Insurance companies
- Family offices
- Asset consultants
- Endowments and foundations
- Private bankers
Times and documentation
Registration for the Masterclass starts at 12:30. The course will commence at 13:00 and will conclude at 17:00. Refreshments will be provided. Participants will receive comprehensive course documentation, including all presentation material.
About your workshop leader
Dr Susan Mangiero, President and CEO, Pension Governance, USA
Dr Mangiero provides investment risk and valuation consulting for pension trustees, regulators, audit and compliance firms, hedge fund professionals, and attorneys. She is Managing Member of BVA, LLC and founder of Pension Governance, LLC. She is the leading contributor to the pension blog, Pension Risk MattersSM has twenty years of experience in capital markets, global treasury, asset-liability management, portfolio management, economic and investment analysis, derivatives, financial risk control and valuation at global organizations.
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