Swiss Pensions Conference Romandie: Managing Known Unknowns, Risk Management for Pension Funds 2022 | CFA Society Switzerland | 23 May 2022 | Mandarin Oriental, Geneva, Quai Turrettini 1, 1201 Genève, Switzerland

Careful planning has its limits. Inflation risk, a somewhat forgotten variable for most investors and risk models, has reappeared and needs to be brought under control. Other challenges also presented themselves at the pension manager's doorstep. Climate risk and ESG investment policies have taken center stage as regulatory burdens, as other more immediate risks have arisen, affecting the framework for constructing investors' asset allocation.

While cryptocurrencies have occupied the bandwidth of investing news, most institutional investors have relegated them to buzzing fad. But with nearly 300 million users, the central bank-issued digital yuan is becoming a beacon that investors cannot ignore, as its success could revolutionize monetary policy and the concept of money as we know it today.

Finally, as risks accumulate and valuations stretch, the issue of adequate portfolio hedging becomes critical. Reducing risk and not profiting from it or staying invested and risking ruin in the event of a breakdown in correlations?

At the 2022 edition of the Swiss Pensions Conference, the CFA Society Switzerland will explore many aspects of these challenges facing investors. Inflation will be approached from the point of view of opportunities and risk, by exploring the tools and instruments useful for controlling it. Associated macroeconomic risks will be considered, as well as potential hedging approaches. From an investment and regulatory perspective, we will discuss the measurement and allocation impacts of climate risk and ESG investing. Cryptocurrencies, in particular central bank digital currency (CBDC) projects, will be discussed in terms of their potential impact on monetary policy. Among these captivating subjects,

This thought-provoking day will provide participants with ideas and tools to manage risk in the years to come.

2022 Speakers

Sebastian Krejci
Chief Risk officer, Pension Fund of Credit Suisse Group (Switzerland)

Eric Bissonnier, CFA
Head of Multi-asset Solutions, LumRisk

David Dredge
CIO and CEO, Convex Strategies

Roger Hallam
Currency Chief Investment Officer, J.P. Morgan

Nigel Rayment
Currency Senior Investment Specialist, J.P. Morgan

Freddie Woolfe
Equities Analyst on the Global Sustainable Equities team, Jupiter Asset Management

Prof. Aleksander Berentsen
Professor of Economics at the Faculty of Business and Economics, University of Basel

Anne-Laurence Roucher
Deputy CEO, Head of Private Equity and Natural Capital, Mirova Environment and Infrastructure (an affiliate of Natixis Investment Managers)

Mark Thurgood
Portfolio Manager, PGIM Fixed Income

Suzane Sahiti
Portfolio Manager, Swiss Re Insurance-Linked Investment Management

Vineer Bhansali, PhD
Founder and CIO, LongTail Alpha, LLC

Katja Brunner
Director Legal & Regulatory, Swiss Sustainable Finance

Jean Rémy Roulet
Director, Caisse Paritaire de Prévoyance de l’Industrie et de la Construction; Former President, ASIP

Kirk Kinnell
Former Senior Police Officer and Highly Experienced Hostage Negotiator

Jean Niklas, CFA, Modérateur
Chief Financial Officer, Clinique de Maisonneuve

2022 Sponsors

PLATINUM SPONSORS:
• J.P Morgan
• Natixis
• PGIM Fixed Income
• Jupiter Asset Management

SPONSORS:
• Pictet Asset Management
• Robeco
• NN Investments Partners
• HSBC Asset Management