Alternative Investment Management Exchange
12-13 October 2004, Le Meridien Piccadilly, London
Workshop Agenda Day One
TIME
08.45 09.30
Chair’s Welcome: David Walker, Editor, Hedge Funds Review
Opening Keynote Presentation
The State Of The Current Hedge Fund Market: What Will It Take To Gain Recognition?
Noël Amenc, Director, EDHEC RISK AND ASSET MANAGEMENT RESEARCH CENTRE
Regency I
Regency II
Moderator: Sara Hedberg, Director, Arden Asset Management
Moderator: Stuart McLaren, Director, Deloitte
09.35 10.15 Workshop C7
Direct Strategies: The Risks and Rewards
Frédéric Neefs, Head of Investments, CREDIT AGRICOLE ASSET
MANAGEMENT
10.20 11.00 Workshop A7
Investable Hedge Fund Index Construction: A Low Cost Alternative
To Gain Hedge Fund Return
Frank Fischer, Investment Services, Managing Director Germany,
Business Development Director, Continental Europe, STANDARD
AND POOR’S
11.00 11.20
Morning Refreshments – Adams Suite
11.20 12.00 Workshop B2
Overview of Management Styles
Chris Mansi, Senior Investment Consultant, WATSON WYATT
Workshop B9
Selecting The Right Strategy For You
Felix Kottmann, Chief Executive Officer, KOTTMANN ADVISORY
12.05 12.45 Workshop B7
Overcoming Analytical and Governance Complexities In Private
Equity
Edwin Meysmans, Managing Director, PENSIOENFONDS KBC
Workshop B9R
Selecting The Right Strategy For You
Felix Kottmann, Chief Executive Officer, KOTTMANN ADVISORY
12.45 14.00
Lunch
14.00 14.40 Workshop B2R
Overview of Management Styles
Chris Mansi, Senior Investment Consultant, WATSON WYATT
Workshop B8
Performance Review Of Investment Styles and Risk/Return
Characteristics
John Watson, Pensions Investment Governance Manager,
DIAGEO PENSION SCHEME
14.45 15.25 Workshop B3
Hedge Fund Strategies: Is The Alternative Becoming Mainstream?
James Walsh, Head of Economics and Strategy, HERMES
PENSIONS MANAGEMENT
15.25 15.45
Afternoon Refreshments – Adams Suite
15.45 16.25 Workshop A2
Including Alternative Investments In a Traditional Portfolio
Geof Pearson, Head of Pensions, J SAINSBURY
Workshop A8
Risk Management For Your First Steps In Alternatives
Ronan O’Connor, Head of Risk Management and Asset Allocation,
NATIONAL PENSIONS RESERVE FUND OF IRELAND
16.30 17.10 Workshop A2R
Including Alternative Investments In a Traditional Portfolio
Geof Pearson, Head of Pensions, J SAINSBURY
Workshop C2
Alternative Investments From The Trustee’s Perspective
Gordon Ferguson, Trustee Director, MOTOR INDUSTRY
PENSION PLAN
17.15 18.00
Closing Keynote Session
An Overview Of Alternative Investments: Selecting The Investment Strategy In Line With Your Overall Objectives
Felix Kottmann, Chief Executive Officer, KOTTMANN ADVISORY
Chair’s Closing: David Walker, Editor, Hedge Funds Review
18.00 19.00
Networking Drinks Reception – Adams Suite
Alternative Investment Management Exchange
12-13 October 2004, Le Meridien Piccadilly, London
Workshop Agenda Day Two
TIME
08.45 09.30
Chair’s Welcome And Re -Cap: David Walker, Editor, Hedge Funds Review
Opening Panel Discussion
Institutional Investors Lessons Learned:
The Benefits And Disadvantages Of Allocating Funds In Alternative Investments
Panellists: Leif Hasager, Executive Vice President, BANKPENSION
Ronan O’Connor, Head of Risk Management and Asset Allocation, NATIONAL PENSIONS RESEERVE FUND OF
IRELAND
Robbert Coomans, Manager of Alternative Investments, ABP
Magnus Backstrom, Chief Investment Officer, OP Bank Group Pension Fund
Regency I
Regency II
Moderator: Sara Hedberg, Director, Arden Asset
Management
Moderator: Stuart McLaren, Director, Deloitte
09.35 10.15 Workshop C3
Managing Alternative Investment Strategies Alongside
Traditional Investments
Nicholas Verwilghen, Partner Head of Quantitative Research,
EIM (UNITED KINGDOM) LTD
Workshop A4
Using Risk Budgeting To Determine Asset Allocation
Kerrin Rosenberg, Associate, HEWITT BACON &
WOODROW
10.20 11.00 Workshop C3R
Managing Alternative Investment Strategies Alongside
Traditional Investments
Nicholas Verwilghen, Partner Head of Quantitative Research,
EIM (UNITED KINGDOM) LTD
11.00 11.20
Morning Refreshments – Adams Suite
11.20 12.00
Workshop A6
Difficulties In Assessing Risk Exposure And Manager
Performance
Adri de Ridder, Chief Investment Officer, SKANDIA LIV
Workshop C1
Defining and Delivering on Internal Research Targets
Dave Bamber, Assistant County Treasurer, Technical and
Pensions, FLINTSHIRE COUNTY COUNCIL PENSION
FUND
12.05 12.45
Workshop A6R
Difficulties In Assessing Risk Exposure And Manager
Performance
Adri de Ridder, Chief Investment Officer, SKANDIA LIV
Workshop C6
Using Fund of Fund Managers for Diversification of
Investment Strategies
Alexandar Pechovitch, Head, Hedge Funds & Convertible
Bonds Investments, TRACTEBEL
12.45 14.00
Lunch
14.00 14.40
Workshop C5
Fund of Fund Managers: The First Step in Alternatives
Michael Rosenthal, Investment Analyst, CREDIT AGRICOLE
ASSET MANAGEMENT
14.45 15.25
Workshop A3
Leveraging An Asset Liability Framework Approach To
Achieve An Optimised Portfolio
Robbert Coomans, Manager of Alternative Investments, ABP
INVESTMENTS
15.30 16.10
Workshop B1
Investment Strategy Selection To Match Expectations And
Risk Appetite
Leif Hasager, Executive Vice President, BANKPENSION
16.15 16.30
Workshop C8
Direct Hedge Fund Exposure: Concentration Of Risk Or Cost
Effective Solution?
Magnus Backström, Chief Investment Officer, OP BANK
GROUP PENSION FUND
Chair’s Summary And Closing Address: David Walker, Editor, Hedge Funds Review