Asset Management Research - September 20, 2006

EDHEC organising EDHEC Institutional Days in Paris on November 21-22, 2006

Following on from the success of its Hedge Fund Days in London (800 delegates) and Asset Management Days in Geneva (600 delegates), the EDHEC Risk and Asset Management Research Centre will be organising its inaugural two-day EDHEC Institutional Days 2006 at the CNIT in Paris on 21-22 November next.

As the only major business conference in Europe that is organised by an academic research centre for the benefit of professionals, the EDHEC Institutional Days will allow for informative exchanges between institutional investors, industry professionals and leading academic researchers.

The aim of the EDHEC Institutional Days is to present the results of the applied research conducted by the EDHEC Risk and Asset Management Research Centre and to discuss these results with the institutional investor and fund manager communities.

The EDHEC ETF Summit programme has been designed to provide investors and industry professionals with the results of our research in the fields of risk management and asset allocation supported by Exchange Traded Funds:

ETF Summit: Implementing core-satellite allocation

  • Core-satellite investing: What are the benefits of the core-satellite approach?
  • How to use ETFs in the core-satellite model?
  • Enhancing core portfolio management: What are the limitations of global equity indices?
  • How to enhance the efficiency of the “core” through sector or style ETF allocations?
  • ETFs in institutional asset management: What are the limits to the uses of ETFs by UCITS and institutional investors? Can ETFs be used to support the structuring of investments in new asset classes (commodities, real estate, etc.)?

The New Challenges for European Institutional Investors conference will present our latest research results on two key current issues for pension schemes and insurance companies.

New Challenges for European Institutional Investors Conference

  • Liability Driven Investment: What is the positioning of LDI solutions vis-à-vis ALM techniques?
  • How to optimise the management of liability constraints?
  • Impact of IFRS & Solvency II: How do IFRS & Solvency II constraints impact the financial management activities of institutional investors? What are the financial solutions available to deal with risk constraints highlighted by the new regulatory and accounting framework?

The State of the Art Institutional Asset Management Master Class will demonstrate to French-speaking investors how to use the most recent tools developed by applied academic research to improve their investment processes.

State of the Art Institutional Asset Management Master Class

  • Novel approaches to Asset Liability Management: How to include new asset classes in ALM? What are the tools for integrating extreme risk constraints?
  • New Risk Management Techniques: What are the asset allocation & portfolio construction tools that allow for a better consideration of absolute and relative risks?
  • Frontiers in Institutional Management: How to construct absolute return portfolios with traditional classes? What are the new forms of alternative diversification?

The speakers at the EDHEC Institutional Days will include EDHEC's research specialists and distinguished figures from the institutional investor and asset management worlds, including

  • Noël Amenc, Director, EDHEC Risk & Asset Management Research Centre
  • Mark Anson, Chief Executive Officer, Hermes
  • Sijb Bartlema, Chief Investment Officer, Shell Asset Management Company
  • Christine Brentani, Asset Management Sector Team, FSA
  • Christian Cuenoud, Administrator, CERN Pension Fund
  • Michel Degiovanni, President, Af2i and Chief Financial Officer, Matmut
  • Alain Dubois, Chairman, Lyxor Asset Management
  • Philippe Foulquier, Director, EDHEC Financial Analysis & Accounting Research Centre
  • Deborah Fuhr, Executive Director – Investment Strategies, Morgan Stanley
  • Riccardo Gandini, Inarcassa & Member of AIAF
  • Jean-René Giraud, Director, EDHEC Risk and Asset Management Research Centre
  • Felix Goltz, Senior Research Engineer, EDHEC Risk and Asset Management Research Centre
  • Jean-Pierre Grimaud, Vice-President, Af2i, Chief Investment Officer, SwissLife France
  • Theo Jeurissen, Director, Investments, PMT
  • Henny Kapteijn-Fokkens, Head of Finance, Control & Risk Management, ABP Investments
  • Sue Kean, Director of Risk and Capital Integration, Aviva Plc
  • Daniel Klein, Head of Fixed Income Product Specialists, BNP Paribas Asset Management
  • Michael Koller, Head Group Regulatory Affairs, Swiss Re
  • Philip Lambert, former Group Head of Corporate Pensions, Unilever
  • Frédéric Lagier, Chief Financial Officer, CANCAVA
  • Jean-Louis Laurens, President, Robeco France
  • Jean-François Lepetit, Chairman of the EDHEC Risk & Asset Management Research Centre Advisory Board
  • Xavier Lépine, Managing Director, UFG Group
  • Fons Lute, Chief Investment Officer, Bluesky
  • Lionel Martellini, Scientific Director, EDHEC Risk & Asset Management Research Centre
  • Alexandar Pechovitch, Senior Portfolio Manager, Suez-Tractebel
  • Stefano Pighini, Member of the Board, Pension Plan Enel
  • Bob Rädecker, Head of Beta Portfolios, PGGM
  • Hubert Reynier, Head of Regulation and International Affairs Division, Autorité des Marchés Financiers (AMF), Chairman of IOSCO Standing Committee on Investment Management (SC5)
  • Pierre Séquier, Chief Investment Officer, Sinopia Asset Management
  • Torben Visholm, Chief Executive Officer, JØP
  • Thibaud de Vitry, Global Head of Insurance Investment, Axa Investment Managers

To receive an invitation to this conference, please contact: Mélanie Ruiz – Tel.: +33 (0)4 93 18 78 19 – E-mail: eidetf2006@edhec-risk.com

For more details on the EDHEC Institutional Days 2006, please visit the official conference page.

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(1) http://www.edhec-risk.com/events/EIDETF2006