Agenda

7th Risk and Performance Summit

26 August 2025

The Fullerton Hotel Sydney

09.00-09.10 // Welcome and conference opening

09.10-10.00 // Investment strategy: mastering the Trump 2.0 era

This session will explore how investment managers are using analytics and modelling to take advantage of opportunities and adapt to the risks posed by Trump-era policies:

Building resilience: catering to ‘random’ outcomes.
Selecting time horizons & historical datasets.
To what extent can investment managers use AI-driven analytics and alternative data to improve forecast reliability.

Xia Wu (Chair)

Associate Portfolio Manager,

Cbus Super

Daniel Ackland

Head of Investment Analytics,

Insignia Financial

Scott Bennett

Director – Factor Investing & Multi-Asset Strategies,

INVESCO

Nigel Wilkin-Smith

Principal,

Long Horizon Enterprises

10.00-10.40 // When correlations crack: navigating market chaos

Correlations across asset classes have been breaking down, challenging traditional portfolio diversification strategies. This is evident in bond/equity correlations, but also within sectors and across the geopolitical sphere where traditionally correlated assets are no longer moving together as expected.

This session will discuss how investment managers are navigating the implications for risk modelling, market predictions and portfolio construction.

Sasha Loutcheva (Chair)

Director – Head of Portfolio Design,

WTW

Andrew Arthur

Director – Asset Allocation & Risk,

AustralianSuper

Ondre Ozer

Senior Portfolio Manager – Total Portfolio Management & Resilience,

Australian Retirement Trust

Oleg Ruban

Managing Director – Head of APAC Research,

MSCI (SG)

10.40-11.10 // Refreshments and networking

11.10-11.40 // CASE STUDY: The total portfolio approach in practice

This case study will demonstrate how one asset owner is implementing its total portfolio approach:

Competition for capital amongst asset classes.
Balanced scorecards and multiple objectives.
Governance.

Paul Docherty (Presenter)

Head – Research & Portfolio Construction,

Rest

11.40-12.20 // Deploying capital at scale: the liquidity, capacity and execution challenge

As asset owners grow larger, their ability to efficiently deploy capital, manage liquidity and execute trades is increasingly complex. This panel will explore the implications of scale on capacity, trading strategies and how analytics such as pre- and post-trade TCA are helping funds to navigate these challenges:

Market impact and execution analytics: using TCA to minimise slippage and manage trading costs.
Liquidity management: what strategies ensure sufficient liquidity amid increasing allocations to private markets.
Capacity constraints and portfolio / asset allocation considerations.

Joe Kassel (Chair)

Head of Investment Implementation,

NSW Treasury Corporation

Michael Clavin

Head of Income & Markets,

Aware Super

Trent Hayes

Head of Dealing, Liquidity & Implementation,

AustralianSuper

Clare Marlow

Managing Director – Portfolio Solutions APAC & Middle East,

State Street Corporation

12.20-12.40 // Audience roundtable discussion

12.40-13.40 // Lunch & networking

13.40-14.10 // Staying nimble: using derivatives to navigate and monetise market uncertainty

This presentation will feature case studies demonstrating how one organisation has employed targeted derivatives strategies to enhance returns and manage risk during the recent market turmoil.

Vedran Skopljak (Presenter)

Senior Analyst – Derivatives,

MLC Asset Management

14.10-14.50 // Storytelling in analytics: a performance deep-dive

If drivers of investment performance are changing, how are performance analytics systems and teams catering to these changing dynamics?

This session will discuss how performance / analytics functions are demonstrating drivers of returns under different scenarios:

Real life examples of performance functions successfully & succinctly highlighting the story behind the data.
What additional functionalities can be embedded to help end users better understand risk and drivers of returns?
What tools are being used to automate improved story telling?
How is AI changing the landscape and moving the goalposts?

Simon Cairns (Chair)

Associate Director – Performance & Risk Analytics,

IFM Investors

Malavan Madasamy

Director – Performance & Analytics,

Future Fund

Aaron Paisley

General Manager – Investment Analytics & Reporting,

HESTA

Olivier Verburg

Global Head of Performance Solutions,

FactSet (USA)

14.50-15.10 // Audience roundtable discussion

15.10-15.40 // Refreshments and networking

15.40-16.20 // Outsmarting volatility: optimising asset allocation and rebalancing

This session will discuss how investment managers are refining asset allocation and rebalancing decisions under more volatile market conditions:

Predictive modelling for dynamic asset allocation: understanding and anticipating market movements, market conditions and performance signals.
Signals and triggers: improving the timing and efficiency of rebalancing decisions.
Transaction costs versus portfolio drift: optimising trade-offs.
The role for AI and automation in optimising rebalancing decisions.
Capturing rebalancing decisions: the performance challenge.

Virginia Zhong (Chair)

Investment Risk & Governance Manager,

Australian Retirement Trust

Stephen Flegg

Senior Portfolio Manager,

AMP

Thomas Gillespie

Head of Investment Risk,

NSW Treasury Corporation

Jennifer Hua

Associate Portfolio Manager – Systemic Research,

HESTA

16.20-17.00 // Optimising active risk budgets

This session will discuss how investment managers are optimising active risk budgets:

Measuring and monitoring active risk across portfolios and within asset classes.
Making the best use of active risk budgets.
Capturing risk budgets in performance attribution.