EDHEC-Risk Concept Industry Analysis Featured Analysis Latest EDHEC-Risk Surveys Features Interviews Indexes and Benchmarking FTSE EDHEC-Risk Efficient Index Series FTSE EDHEC-Risk ERAFP SRI Index EDHEC-Risk Alternative Indexes EDHEC IEIF Quarterly Commercial Property Index (France) Hedge Fund Index Research Equity Index Research Amundi "ETF, Indexing and Smart Beta Investment Strategies" Research Chair Rothschild & Cie "Active Allocation to Smart Factor Indices" Research Chair Index Regulation and Transparency ERI Scientific Beta Performance and Risk Reporting Hedge Fund Performance Performance Measurement for Traditional Investment CACEIS "New Frontiers in Risk Assessment and Performance Reporting" Research Chair Asset Allocation and Alternative Diversification Real Assets Meridiam Infrastructure/Campbell Lutyens "Infrastructure Equity Investment Management and Benchmarking" Research Chair Natixis "Investment and Governance Characteristics of Infrastructure Debt Instruments" Research Chair Société Générale Prime Services (Newedge) "Advanced Modelling for Alternative Investments" Research Chair CME Group "Exploring the Commodity Futures Risk Premium: Implications for Asset Allocation and Regulation" Strategic Research Project Asset Allocation and Derivative Instruments Volatility Research Eurex "The Benefits of Volatility Derivatives in Equity Portfolio Management" Strategic Research Project SGCIB "Structured Investment Strategies" Research ALM and Asset Allocation Solutions ALM and Private Wealth Management AXA Investment Managers "Regulation and Institutional Investment" Research Chair BNP Paribas Investment Partners "ALM and Institutional Investment Management" Research Chair Deutsche Bank "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" Research Chair Lyxor "Risk Allocation Solutions" Research Chair Merrill Lynch Wealth Management "Risk Allocation Framework for Goal-Driven Investing Strategies" Research Chair Ontario Teachers' Pension Plan "Advanced Investment Solutions for Liability Hedging for Inflation Risk" Research Chair Non-Financial Risks, Regulation and Innovations Risk and Regulation in the European Fund Management Industry Index Regulation and Transparency Best Execution: MiFID and TCA Mitigating Hedge Funds Operational Risks FBF "Innovations and Regulations in Investment Banking" Research Chair EDHEC-Risk Publications All EDHEC-Risk Publications EDHEC-Risk Position Papers IPE EDHEC-Risk Institute Research Insights AsianInvestor EDHEC-Risk Institute Research Insights P&I EDHEC-Risk Institute Research for Institutional Money Management Books EDHEC-Risk Newsletter Events Events organised by EDHEC-Risk Institute EDHEC-Risk Smart Beta Day Amsterdam 2017, Amsterdam, 21 November, 2017 EDHEC-Risk Smart Beta Day North America 2017, New York, 6 December, 2017 Events involving EDHEC-Risk Institute's participation EDHEC-Risk Institute Presentation Research Programmes Research Chairs and Strategic and Private Research Projects Partnership International Advisory Board Team EDHEC-Risk News EDHEC-Risk Newsletter EDHEC-Risk Press Releases EDHEC-Risk in the Press Careers EDHEC Risk Institute-Asia EDHEC Business School EDHEC-Risk Executive Education EDHEC-Risk Advances in Asset Allocation Blended Learning Programme 2017-2018 Yale School of Management - EDHEC-Risk Institute Certificate in Risk and Investment Management Yale SOM-EDHEC-Risk Harvesting Risk Premia in Alternative Asset Classes and Investment Strategies Seminar, New Haven, 5-7 February, 2018 Investment Management Seminars Contact EDHEC-Risk Executive Education Contact Us ERI Scientific Beta EDHEC PhD in Finance
Asset-Liability Management Third National Asset Liability Management Conference 28-29 September, 2010 – Singapore
The National Asset Liability Management conference, focusing on the Asian market, will address the pressing issues pertaining to managing national balance sheets and sovereign investments.

The event, which is specially designed for reserve and fund managers as well as risk professionals from central banks, sovereign wealth funds, state pension funds and national treasuries, will enable participants to gain insights into:
  • How the European Central Bank and the Federal Reserve Bank of New York responded to the financial crisis
  • Hedging sovereign risks and sovereign risk diversification
  • Investing in emerging markets vs. developed markets
  • Aggregating and interpreting performance reports to understanding risks
  • Effectively controlling price risks and optimizing returns
  • Determining the optimal level of reserves for central banks amidst the changing interest rate policies worldwide
  • Gold as an investment class for reserves
  • The prospects in alternative investments
  • Asset allocation in a state pension fund
  • Public debt management and fund raising strategies
The unrivalled speaker line-up will bring together senior representatives from central banks, ministries of finance, sovereign investment funds, supranational bodies and external asset managers to discuss investment strategies, re-balancing portfolios and strengthening their risk management frameworks.

Stoyan Stoyanov, Head of Research at EDHEC Risk Institute—Asia and Professor at EDHEC Business School, will be making a presentation on 29 September entitled, "Extreme risk modeling and integrating risk management constraints into ALM", at which he will be discussing the following topics:
  • Models measuring the risk of tail events
  • Managing downside risk while maximizing expected performance
  • Reducing the cost of downside protection
Event Details
  When   Between 28/09/2010 08:30 AM and 29/09/2010 12:00 PM
Where   Marriott Singapore, 320 Orchard Road, Singapore 238865
Web  
 
Contact Details
  Name   Saskia Dormaar
E-mail   saskia.dormaar@incisivemedia.com
Phone   +852 3411 4843