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Agenda Day 3

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Friday, March 10
6:00 a.m. – 7:00 a.m.
7:00 a.m. – 8:00 a.m.

Bluford Putnam Keynote Speaker: Bluford Putnam
Bluford Putnam, managing director and chief economist, CME Group

Putnam is responsible for leading economic analysis on global financial markets by identifying emerging trends, evaluating economic factors and forecasting their impact on CME Group and the company's business strategy. He also serves as CME Group's spokesperson on global economic conditions and manages external research initiatives.

Session Coordinator(s)

Facilitator(s)

8:15 a.m. – 9:30 a.m.

Presentation(s): View Presentation

Moderator(s): Larry Zhao, FSA, CERA

Presenter(s): Sadiq S. Adatia, FSA, FCIA, CFA; Josh Braverman; Breege A. Farrell, CFA; Michelle Moloney, FSA, CFA

Experience Level: All

For years skeptics have predicted that the 30-year bull market in bonds is approaching its end; yet the asset class stubbornly continues to succeed. Since the presidential election, U.S. treasuries have plunged as yields have soared. Should the investment portfolio continue to '"ride it out" - or is now the time to reposition portfolios to adapt to the new macro environment? How do we assess and recalibrate to risk factors such as inflation, tax rates, and Trumponomics? Our well-respected CIOs/CROs will discuss their insights and strategies on how they manage their investment portfolios to prepare their organizations navigation through the rapidly changing environments.

Session Coordinator(s) Larry Zhao, FSA, CERA

Facilitator(s)

Credits: 1.50 Noncore EA

Moderator(s): Evan Inglis, FSA, FCA, MAAA

Presenter(s): Evan Inglis, FSA, FCA, MAAA

Experience Level: Intermediate

Join us for a session based on audience participation where we discuss investment and risk management practices for public pension plans. Presenters will aim to identify some constructive ideas that could lead to better outcomes for all the different public plan stakeholders.

Session Coordinator(s) Evan Inglis, FSA, FCA, MAAA

Facilitator(s)

9:30 a.m. – 9:45 a.m.
9:45 a.m. – 11:00 a.m.

Presentation(s): View Presentation

Credits: 1.50 Noncore EA

Moderator(s): Dan diBartolomeo

Presenter(s): Emilian Nikolaev Belev, CFA; Tom Davis, Ph.D.; Hari Krishnan, Ph.D.

Experience Level: All

The hedging of embedded interest rate risks with derivatives is an important part of investment portfolios for many insurance products and pension accounts. In this session, experts will discuss some of the practical issues that need to be addressed when using swaps, futures, and options, as well as the economic pros and cons for organizations of different sizes, capital ratios and sophistication levels. This discussion will also compare and contrast the myriad of available interest rate related derivative instruments such as futures, swaps, options, caps and floors.

Session Coordinator(s) Evan Inglis, FSA, FCA, MAAA

Facilitator(s)