Global Conference 2011
Can Dynamic Risk Investing Solve the Defined-Benefit Conundrum?
Tuesday, May 3, 2011 / 6:30 am - 7:45 am
The traditional defined-benefit methodologies for asset allocation, portfolio construction and risk management have been evolving to mitigate drawdown risk, but the gap between assets and liabilities remains. There's a critical need for a nimble, holistic framework that can manage market volatility and fluctuating liabilities while offering plan sponsors and investors greater flexibility. This discussion will delve into the concepts and implementation of dynamic risk investing, an asset allocation and risk architecture that seeks to address some of the challenges of traditional investment modeling. We will explore how this approach can provide decision-makers with a comprehensive, multi-period configuration for expressing investor preferences and identifying desirable contribution policy.