10th Asset Allocation Australia Summit Agenda

L’Aqua Sydney, Thursday 16 May 2024


8.30       Opening Remarks from Summit Chair


8.35       Keynote Opening Address: Understanding interest rates and inflation from a macroeconomic perspective

  • Evaluating the likelihood and risks of enduring inflationary conditions.
  • Locating sources of macroeconomic uncertainty within national and global markets.
  • Preparing your investment portfolio for future risks of geopolitical tensions.
  • Balancing current inflationary considerations with the consequences of a ‘hard landing.’

Guy Debelle, Former Deputy Governor, Reserve Bank of Australia


9.35       Developing an outcome-focused asset allocation strategy within current market conditions

  • Constructing an investment strategy to capitalise on economic and political realities.
  • Preparing for future uncertainties with appropriate stabilising and hedge assets.
  • Collaborating effectively with your analysts and portfolio managers.
  • Assessing economic learnings from recent crisis which can support portfolio management

Mark Rider, Chief Investment Officer, Brighter Super


10.05     Panel Discussion:   Refining your diversification strategy with consideration to shifting market conditions

  • Reducing impacts of market volatility when long term returns are uncertain.
  • Organising your diversification strategy around new market trends.
  • Reinforcing your portfolio within a new paradigm of risk-adjusted returns.
  • Revising correlation assumptions around changing market relationships.

Kylie Willment, Chief Investment Officer, Mercer Australia
Allison Hill
, State Chief Investment Officer, QIC
Alicia Gregory
, Deputy Chief Investment Officer, Future Fund
Alexandra Campbell, Deputy Chief Investment Officer, Cbus Super
Jill Monaghan
, EGM Chief Investment Officer, Suncorp

Sandi Orleow, Independent Director and Investment Committee Member (Panel Chair)


11.00   Forestry – strong returns from a real asset

  • Forestry has delivered significant outperformance on a risk adjusted basis against mainstream asset classes
  • A resilient asset class even during economic downturns
  • Global demand for timber to increase by 2.7 times by 2050
  • Forestry as part of a net zero solution

Dave Gardner, Chief Investment Officer, Forestry, Gresham House


11.30     Morning coffee


11.55   The urgent need to redesign hedge funds to deliver outcomes for all

  • Why old models, strategies, structures and assumptions might not work as they used to in a new market regime
  • Reinventing multi-strategy hedge funds to deliver better outcomes
  • The role of quantitative skills alongside fundamental investment approaches
  • How the most admired investors of tomorrow might look different from those of the past

Mitesh Sheth, Chief Investment Officer, Multi Asset, Newton Investment Management


12.15     Panel Discussion:  Adopting the right asset allocation strategy for more volatile markets

  • Revising asset allocation strategies based on volatility in bond and equity markets.
  • Comparing SAA/TAA/DAA methodologies within the context of an unstable economy.
  • Balancing implementation costs against risk of overexposure or default.
  • Developing alternative approaches to existing allocation methodologies.

Michael Mi, Head of Portfolio Construction and Quantitative Research, NGS Super
Greg Hall, Head of Portfolio Construction, Investment Strategy, Australian Retirement Trust
Martin Crabb, Chief Investment Officer, Shaw & Partners

Ross Etherington, Deputy Chief Investment Officer, Coal LSL (Panel Chair)


13.00     Lunch


14.00     Ensuring your risk management strategy effectively protects returns

  • Identifying potential market risks in an increasingly uncertain environment.
  • Developing agile liquidity management techniques despite volatility.
  • Engaging alternative asset pricing models to mitigate looming systemic risks.
  • Adjusting traditional assumptions as market risk profiles change.
  • Stress testing your portfolio against emergent risks and market shifts.

Charles Wu, Chief Investment Officer, State Super


14.30     Panel Discussion: Maximising both ESG outcomes and real returns in your investment strategy

  • Evaluating relative priorities within current ESG investment options
  • Positioning your investment analysis against the value risks of “greenwashing”
  • Engaging with socially responsible investment beyond decarbonisation
  • Satisfying member interest in ESG without sacrificing significant returns

Alison Murray, Head of Direct Investments ANZ, AIA Insurance
Ed Tomlinson
, Chief Investment Officer, Future Group
Courtney Wilder
, Head of Portfolio Design, JANA
Dinusha Peiris
, Manager Responsible Investment, Suncorp

John Donovan, Managing Director, AFM Investment Partners (Panel Chair)


15.20     Understanding the dynamics of a fragmented European Renewable Energy Markets

  • Exploring member approaches to an over-arching European approach
  • Highlighting how individual markets are evolving to achieve the strategic targets
  • Illustrating resulting opportunities for investors
  • Effectively embracing emerging opportunities in green hydrogen production

Michael Ebner, Member of the Executive Board, Chief Asset & Portfolio Officer, KGAL Investment Management GmbH & Co. KG


15.40     Afternoon Coffee


16.10     Panel Discussion:  Adapting to current volatility in fixed income assets

  • Constructing a stable portfolio within a volatile bond market.
  • Evaluating ongoing changes in the bond-equity correlation.
  • Mitigating the impact of widespread bond selloffs.
  • Identifying opportunities and risks within bond markets.
  • Predicting the stability of increasing bond yields.

Alicia Gregory, Deputy Chief Investment Officer, Future Fund

Brendan Casey, Senior Consultant, Casey Investment Consulting

Jack Sutherland, Head of Investment Strategy, Willis Towers Watson

Mitesh Sheth, Chief Investment Officer, Multi Asset, Newton Investment Management


16.55  Closing remarks from Summit Chair


17.00 Drinks reception


18.30  Conclusion of networking drinks and end of summit