Agenda

08:15 - 09:00

BREAKFAST AND NETWORKING

09:00 - 09:10

CHAIRMAN'S OPENING ADDRESS

09:10 - 09:50

KEYNOTE PRESENTATION TBC

Marcello Estevão

Global Director for Macroeconomics, Trade and Investment

World Bank

09:50 - 10:35

PANEL DISCUSSION: What are the economic drivers and what are the pitfalls: inflation vs. stagflation, new geopolitical risks post Russia/Ukraine, and the Covid pandemic

Christopher Granville

Managing Director

TS Lombard

10:35 - 11:05

KEYNOTE PRESENTATION: Why investing in the US commercial mortgage loan market offers UK Life companies an opportunity to diversify their investment portfolio while achieving return premiums over similarly rated US corporate bonds.

The size of the US commercial real estate (debt) market and diversification return benefits
Matching liabilities through various commercial loan types/terms and structures
Differences between UK and US commercial loan structure
Risks in the US CML market

Michael Roch

Senior Portfolio Manager - Real Estate Debt Strategies

MetLife Investment Management

11:05 - 11:35

MORNING REFRESHMENTS & NETWORKING

11:35 - 13:10

TALKING TABLE WORKSHOPS

Aviva Investors workshop

STREAM 2 : 11:35 - 13:10

Liquidity optimisation: flight to quality, pathway to achievement, and considerations

13:10 - 14:05

NETWORKING LUNCH

14:05 - 15:45

STREAM 1 – ASSET ALLOCATION & INVESTMENT STRATEGY

STREAM 2 : 14:10 - 14:35

Market rotation and the search for new assets: exploring inflation protection, developing private markets, avoiding herds

Patrick Saner

Head of Macro Strategy

Swiss Re

STREAM 3 : 14:35 - 15:00

Manging commodity and geopolitical exposures, both for portfolio optimisation and investment risk management

STREAM 4 : 15:00 - 15:45

Outlook for real assets, infrastructure, and public-private partnerships – what are the drivers and risk in real asset investments going forward?

Ian Coulman

Chief Investment Officer

Pool Reinsurance

14:05 - 15:45

STREAM 2 – TREASURY, CAPITAL, & LIQUIDITY RISK

STREAM 2 : 14:10 - 14:35

Long-term forecasts for excess cash and liquidity – developing appropriate strategies to manage excess liquidity considering naturally higher reserves, changing fiscal and monetary policy measures, and geo-political risks