ICPM Discussion Forum – Fall 2011 Washington DC

October 17 - 18 - 19, 2011

 


Co-Hosts: ICPM and World Bank Treasury 

 

Key Insights and Possible Action Items:

To download a PDF of the Key Insights from this Discussion Forum click here.

Case Study

Case Study 5: Dynamic Asset Allocation

This case was written by Jack Gray, Adjunct Professor, Paul Woolley Centre for Capital Market Dysfunctionality (Australia) and a member of the ICPM Research Committee; and, by Stefan Lundbergh, Head of the Innovation Centre at Algemene Pensioen Groep (Netherlands) and Chair of the ICPM Research Committee. Funding was provided by the Rotman International Centre for Pension Management, University of Toronto, Canada. This is a composite fictional Case Study based on historical facts.

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Presentation Materials By Session:

John Gandolfo

Funds Networking Session

Richard Jackson

Measuring Aging Preparedness and Pension System Quality

David Knox

Measuring Aging Preparedness and Pension System Quality

Ed Waitzer

Rethinking Fiduciary Duties - Pre Reading 1

Ashby Monk

Designing and Governing National reserve Funds

Jack Gray

Slashing Agency Costs in Pension Systems

Michel Vellekoop

When do Derivatives Add Value in Asset Allocation Problems for Pension Funds

Mark Freeman

Pension Plan Solvency and Extreme Market Movements: A Regime Switching Approach

Herman Bril

Part I: Panelist Discussion – Dynamic Asset Allocation in Practice - Presentation for Download

Gabriel Petre

Part I: Panelist Discussion – Dynamic Asset Allocation in Practice - Presentation for Download

Dirk Broeders

Part II: New Research Findings Pension Plan Solvency and Extreme Market Movements: A Regime Switching Approach PRESENTATION FOR DOWNLOAD