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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
Contact Details
  Name   Saskia Dormaar
E-mail   saskia.dormaar@incisivemedia.com
Phone   +852 3411 4843