Agenda

7:30 AM - 8:30 AM

Hot Buffet Breakfast & Registration

8:30 AM – 8:40 AM

Opening Remarks & Introductions

8:40 AM – 9:15 AM

Implementing Factor Investing Strategies: A Practical Guide for Institutional Investors

Moving beyond the already established academic case or product-oriented discourse, the objective of the session is to provide a practical introduction to the implementation of factor investing strategies. The presentation will address how to identify and quantify any existing factor allocations at the policy level or within asset classes, followed by a review of key investment factors and the role they can play in the policy portfolio. Factor investing strategies come in different flavors: single vs multi-factor, volatility levels, investment vehicles, providers, etc. Through concrete examples, the session will include the presentation of various implementation methods chosen by institutional investors around the world and will demonstrate how to correctly size factor allocations.
Speaker: Vincent de Martel – Invesco Ltd.

9:15 AM – 9:50 AM

Investing Aligned with Your Beliefs

Your investment beliefs drive all aspects of your investment program—from high-level governance functions, to the actual investment decisions being made, to the reporting and metrics used to evaluate success.  And things have gotten considerably more complicated with the increased pressure from regulators and stakeholders to address environmental, social and governance (ESG) criteria in the decision making process.  High on the list is the divestment of carbon from portfolios.  But the investment implications of a transition to a low carbon economy can present unintended risks.  There are techniques that can be employed to take advantage of the opportunities associated with the energy transition and positively impacting climate change.  But are the metrics of evaluating investments against E,S, and G criteria as effective as they could be?.  In this new world, how do you:

• Ensure that you are not unknowingly exposed to undesired activities or industries
• Proactively invest in companies with good governance and a focus on sustainability
• Focus on the ESG criteria that is financially material to the individual sectors and companies in your portfolio.

9:50 AM – 10:00 AM

Health Break

10:00 AM – 10:35 AM

Create Certainty Out of Uncertainty- A Journey of Innovative Transformation at OPTrust

The presentation will discuss how institutional investors should re-think investment strategies in the face of today’s challenging environment, and innovate portfolio construction in order to thrive in uncertainty. The speaker will share experiences at OPTrust on its journey to implement its Member Driven Investing (MDI) strategy with the goal to achieve the Plan’s funding sustainability and stability.
Strategies include, staying ahead of threats and opportunities in alternative investing to drive your overall returns, manage total portfolio risk exposure, and optimize liquidity, as well as devising techniques to leverage alternative liquid and illiquid assets to help achieve a more balanced risk portfolio construction, while pursing potential alpha in those spaces to amplify your success. Being more dynamic in portfolio risk management becomes increasingly important to success in the current investing environment. The speaker will also share insights on how to build the appropriate framework to facilitate the process.

10:35 AM – 11:00 AM

Panel Discussion / Q & A and Closing Remarks

11:00 AM – 11:30 AM

Networking Opportunity