3rd Investment Implementation Summit

Agenda - May / June, 2020

Webcast Series

May 5, 11am

Derivatives: delivering performance in the event of surprise

Derivatives strategies can be complex, but they also provide valuable investor information, hedging capabilities and transaction cost efficiencies. This session will discuss how investment managers can use equity options to enhance risk profiles and deliver performance in turbulent markets. It will also consider pricing structures, broker commissions and how to assess whether you are achieving and/or receiving quality execution.

Presenter

Kieren Callaghan

Consultant,

Seasquared

Discussion / Q&A

Wietske Blees

Editor,

Fund Business

May 7, 11am

Re-examining tactical asset allocation

This panel will re-examine the value of tactical asset allocation in the context of the recent crisis.

 

  • How have funds that deploy TAA techniques held up compared to those that don’t in recent months?

  • When and how does tactical asset allocation add value to portfolios compared to other strategies such as structured rebalancing and operational alpha?

  • What scale do you need to have for tactical asset allocation to make sense in house?

  • What are the implementation considerations to ensure TAA adds, rather than detracts from value?

Facilitator

Tim Mitchell

Global Head of Governance Consulting,

Willis Towers Watson

Panel

Joe Bracken

Head of Dynamic Asset Allocation,

Commonwealth Superannuation Corporation

Andrew Fisher

Head of Asset Allocation,

Sunsuper

May 12, 11am

Fixed income markets: achieving best execution in times of stress

Fixed income markets have been under significant stress in recent months, a situation further complicated by the complexity and fragmented nature of liquidity of many fixed income instruments. This session will discuss lessons from the current crisis with respect to navigating liquidity in fixed income markets; how to manage best execution; the extent to which electronification is facilitating dealer selection and execution and how fixed income trading desks can best position.

Facilitator

John Greenan

CEO,

Alignment Systems

Panel

Anthony Robson

CEO & Managing Director,

Yieldbroker

Daniel Siluk

Managing Director & Portfolio Manager,

Kapstream Capital

Ryan Verlin

Vice President Portfolio Lifecycle Solutions,

FactSet (New York)

May 14, 11am

FX hedging in unprecedented markets

FX hedging programs are under review as Corona volatility has spilled over into currency markets. This session will discuss optimising FX hedging overlays and execution in times of stress.

Facilitator

Lawrence Dryden

Head of Currency Overlay,

National Australia Bank

Panel

Christopher Matsko

Head of Foreign Exchange Trading Services,

FactSet

Richard Kerr

Head of Treasury Services,

IFM Investors

Stuart Simmons

Head of Currency, Liquid Markets Group,

QIC

May 19, 11am

Rebalancing revisited

Funds have been under pressure to rebalance to maintain their strategic asset allocation. This session will discuss optimal timing, rebalancing techniques and liquidity considerations in dislocated markets.

Facilitator

Laura Ryan

Head of Research,

Ardea Investment Management

Panel

Alistair Barker

Head of Portfolio Construction,

AustralianSuper

Greg Cooper

Non-Executive Director;

NSW Treasury Corporation; Perpetual; Colonial First State

Nader Naeimi

Head of Dynamic Markets,

AMP Capital

May 21, 11am

Benchmarking for the future

The clock is ticking on the likely end of LIBOR but liquidity in markets referencing risk-free rates is slow to develop, leaving firms hesitant to trade RFRs. This in turn is hampering the development of a liquid curve. What are the cost-benefit considerations for buy-side firms trading in contracts that reference LIBOR to switch to RFRs? When is the optimum time to start transitioning? What at are pricing implications and what fallback provisions are in place to converse legacy contracts in the event LIBOR is discontinued?

Facilitator

Kristye van de Geer

Senior Manager, Interest Rate Products,

Australian Securities Exchange

Panel

Nathan Bourne

Senior Executive Leader, Market Infrastructure,

Australian Securities & Investments Commission (ASIC)

John Feeney

Partner,

Martialis Consulting

Ross Allen

Managing Director - Data Strategy, 

IHS Markit

May 26, 11am

Investment implementation in the wake of the 'heatmap'

The performance of superannuation funds has come under increased scrutiny, with the Australian Prudential Regulation Authority’s “heatmap” of MySuper products. This session will discuss the impact of this initiative on investment implementation. What are key sources of implementation leakage and what role does investment implementation play in the outperformance and underperformance of funds.

Facilitator

Wietske Blees

Editor,

Fund Business

Panel

David Djukanovic

Head of Portfolio Implementation,

OnePath

Mark Ferguson

Head of Investment Risk,

Australian Prudential Regulation Authority (APRA)

Craig Roodt

Director - Investment & Wealth Advisory,

Deloitte

May 28, 11am

Best execution in a crisis: the algo versus the desk

The recent market turmoil has put even the most seasoned traders and well-designed algorithms to the test.
This session will discuss the challenges facing traders during the crisis, the performance of different styles of
algorithms, the benefits and limitations of algo wheels in aiding the algorithm selection process and the role
of the trading desk in navigating liquidity and volatility.

Facilitator

Murrough O'Brien

Director of Institutional Sales,

Chi-X

Panel

Phil Cornet

Trader,

Perennial Value Management

Mateja Spat

Associate Director, Transaction Cost Analysis,

IHS Markit

June 2, 11am

Liquidity, price discovery and the closing auction

The recent crisis has triggered some of the largest market swings in history. This session will discuss lessons
from the crisis with respect to liquidity and price discovery at different times of day, and how to navigate the
market going forward.

Facilitator

Dr Richard Philip

Lecturer,

University of Sydney

Panel

Carole Comerton-Forde

Professor of Finance,

UNSW Business School

 

Janelle Manchee

Senior Equities Dealer,

IFM Investors

Rob Nash

Sales Manager - Trade Execution,

Australian Securities Exchange

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