Webcast Pricing
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Please join us for an engaging webcast that will explore investment risk management objectives within an asset/liability framework, with a focus on interest rate and liquidity risk. The discussion will highlight traditional approaches like duration and cash flow matching, as well as introduce the potential for more advanced techniques using moments and linear programming to optimize hedging portfolios.
The session will examine the impact of these strategies on portfolio construction and risk/return optimization, comparing and contrasting typical practices in pension and insurance portfolios.
Presenter(s)
Christian Robert, FSA, FCIA, CFA
Addenda Capital
Sean F McShea
Executive Vice President
Sage Advisory Services, Ltd.
Fiona W. Ng, FSA, CERA, MAAA
Principal & Consulting Actuary
Milliman
Moderator(s)
Serge Agres, FSA, EA
Cambridge Associates