• What is the positioning of LDI solutions vis à vis ALM techniques?
• From the liability matching portfolio to the liability hedging portfolio: How to optimise the management of liability contraints
• Implementing Liability Driven Solutions (LDI): cash or derivatives hedging?
Chairperson
Pierre Séquier, Senior Executive Vice President & Chief Investment Officer, Sinopia Asset Management
Speaker
Lionel Martellini, Professor of Finance at EDHEC Business School and Scientific Director of the EDHEC Risk and Asset Management Research Centre
Panellists
Sijb Bartlema, Chief Investment Officer, Shell Asset Management Company
• Key impact and constraints of IFRS & Solvency II on the financial management activities of institutional investors
• Financial solutions to deal with volatility and extreme risk constraints highlighted by IFRS & Solvency II
• Accounting related difficulties & limitations to the optimisation of financial risk management by institutional investors
Chairperson
Thibaud de Vitry, Global Head of Insurance Investment, AXA Investment Managers
Speaker
Philippe Foulquier, Professor of Finance at EDHEC Business School and Director of the EDHEC Financial Analysis & Accounting Research Centre
Panellists
Sue Kean, Director of Risk and Capital Integration, Aviva Plc
Daniel Klein, Head of Fixed Income Product Specialists, BNP Paribas Asset Management
