Governments and central banks are grappling to find monetary and fiscal responses to the unprecedented global health crisis that has suspended large parts of the economy. This session explores the investment implications from such extraordinary actions.

Low interest rates and quantitative easing were used by central banks to help reach their target inflation rates, but its major impact was to create asset bubbles. Now with these asset bubbles deflating, is deflation likely or will QE infinity finally spark some inflation?

Even before the pandemic, China was witnessing an increase in non-performing loans. With weaker economic conditions, the stress in global credit markets has increased. In this session we will explore its impact on Chinese distressed debt and how it compares to the US and Europe?

Does the pandemic mark the end of globalisation? Will existing geopolitical trends accelerate or is a new order coming where China is the ultimate beneficiary? In this time of upheaval, what can be learned from history about the next possible shocks and fallout?

Despite an increasing willingness to invest globally, asset owners typically run static hedge ratios on their portfolios to manage currency risk. But is this a big mistake? The Australian dollar fell 1450 basis points from 1 January 2020 to 20 March, and has subsequently rallied 900 basis points.

The framework for understanding the impact of COVID-19 is not unique. Its impact on land, labour and capital is consistent with climate risk such as extreme weather events, or Green Swans. As asset owners evaluate their portfolio, what questions should they be asking on modelling risk and building resilience?

The impact of COVID-19 has changed the dynamics in credit markets causing a blurring of spreads between investment grade and high yield and public and private debt. The session will examine potential opportunities created by this dislocation.

The rush for liquidity by investors and the response by central banks globally to the current crisis has created dislocations in the capital markets and led to a mispricing of risk. How should investors heed the market stress and related policy interventions when seeking attractive risk-adjusted returns in credit?

Are emerging markets the next domino to fall? While EM demographics and debt levels are comparatively better than developed markets, is the region resilient to hot money outflows that are common during a crisis?

In this session, four fiduciaries discuss the questions being asked around the virtual committee tables, redefining the responsibilities of super funds, decision-making in a time of immense disruption, and ensuring best practice governance in a crisis environment.

After a decade of central bank stimulus and risky asset price support, investors became oblivious to malinvestment and mischaracterised risk. The COVID-19 pandemic has further exacerbated this support and exposed the fragility of passive investing. Is this the start of a resurgence in active management

In this session two CIOs discuss how they are working with their teams, managing stakeholders and reviewing portfolio allocations. They will also talk about their views on active and passive management, alternatives, liquidity and where they see investment opportunities resulting from COVID-19.

The lure of uncorrelated returns and low volatility led to an insatiable demand for unlisted assets but those characteristics have been shaken in the face of the current economic and health crisis. How should investors marry the risks of unlisted assets with the rewards?

The dislocation in markets, exacerbated by the pandemic, has been a looming threat. In this session, VFMC’s CEO and CIO will talk about the organisation’s transformation across technology, investment expertise, leadership, culture and capability to position VFMC for the next decade.

Three-quarters of new global electricity generation capacity built last year used renewable energy. While the trajectory has been positive how should investors view the recent turmoil in oil markets and its relative impact on the fundamentals and asset performance for renewable energy globally?

The recent market volatility has funds reviewing their investment processes and strategy. In this session, panelists will discuss whether it is best for a fund to structurally change the strategic asset allocation or to make tactical bets to generate alpha. The session will also explore investment ideas from advice to implementation.

Since the first person contracted COVID-19, we have witnessed a quantum change in how we approach medicine. What may have taken 10 years historically has been achieved in 6 weeks as a network of 300 hospitals joined with Amazon and IBM in using big data and AI to save lives. So, what comes next?

Investors have witnessed the effect of COVID-19 on financial and real assets. What impact has the health crisis had on insurance and reinsurance? How have catastrophe bonds, insurance bonds and insurance stocks faired during the pandemic and what should investors look for as they evaluate insurance-linked securities?

This session is a case study of First State Super’s decision to internalise its systematic investment capability with the help of HSBC. It explores the advantages and challenges of a collaborative process that shares research, intellectual property modelling and system support versus a traditional transaction deal.

The fallout from the coronavirus is a valuable lesson on the importance of understanding risk. Whether COVID-19 is considered a black or white swan, this session covers the lessons fiduciaries learned about themselves, their teams, decision making, and key inputs for portfolio construction?

Governments and central banks are grappling to find monetary and fiscal responses to the unprecedented global health crisis that has suspended large parts of the economy. This session explores the investment implications from such extraordinary actions.

Low interest rates and quantitative easing were used by central banks to help reach their target inflation rates, but its major impact was to create asset bubbles. Now with these asset bubbles deflating, is deflation likely or will QE infinity finally spark some inflation?

Even before the pandemic, China was witnessing an increase in non-performing loans. With weaker economic conditions, the stress in global credit markets has increased. In this session we will explore its impact on Chinese distressed debt and how it compares to the US and Europe?

Does the pandemic mark the end of globalisation? Will existing geopolitical trends accelerate or is a new order coming where China is the ultimate beneficiary? In this time of upheaval, what can be learned from history about the next possible shocks and fallout?

Despite an increasing willingness to invest globally, asset owners typically run static hedge ratios on their portfolios to manage currency risk. But is this a big mistake? The Australian dollar fell 1450 basis points from 1 January 2020 to 20 March, and has subsequently rallied 900 basis points.

The framework for understanding the impact of COVID-19 is not unique. Its impact on land, labour and capital is consistent with climate risk such as extreme weather events, or Green Swans. As asset owners evaluate their portfolio, what questions should they be asking on modelling risk and building resilience?

The impact of COVID-19 has changed the dynamics in credit markets causing a blurring of spreads between investment grade and high yield and public and private debt. The session will examine potential opportunities created by this dislocation.

The rush for liquidity by investors and the response by central banks globally to the current crisis has created dislocations in the capital markets and led to a mispricing of risk. How should investors heed the market stress and related policy interventions when seeking attractive risk-adjusted returns in credit?

Are emerging markets the next domino to fall? While EM demographics and debt levels are comparatively better than developed markets, is the region resilient to hot money outflows that are common during a crisis?

In this session, four fiduciaries discuss the questions being asked around the virtual committee tables, redefining the responsibilities of super funds, decision-making in a time of immense disruption, and ensuring best practice governance in a crisis environment.

After a decade of central bank stimulus and risky asset price support, investors became oblivious to malinvestment and mischaracterised risk. The COVID-19 pandemic has further exacerbated this support and exposed the fragility of passive investing. Is this the start of a resurgence in active management

In this session two CIOs discuss how they are working with their teams, managing stakeholders and reviewing portfolio allocations. They will also talk about their views on active and passive management, alternatives, liquidity and where they see investment opportunities resulting from COVID-19.

The lure of uncorrelated returns and low volatility led to an insatiable demand for unlisted assets but those characteristics have been shaken in the face of the current economic and health crisis. How should investors marry the risks of unlisted assets with the rewards?

The dislocation in markets, exacerbated by the pandemic, has been a looming threat. In this session, VFMC’s CEO and CIO will talk about the organisation’s transformation across technology, investment expertise, leadership, culture and capability to position VFMC for the next decade.

Three-quarters of new global electricity generation capacity built last year used renewable energy. While the trajectory has been positive how should investors view the recent turmoil in oil markets and its relative impact on the fundamentals and asset performance for renewable energy globally?

The recent market volatility has funds reviewing their investment processes and strategy. In this session, panelists will discuss whether it is best for a fund to structurally change the strategic asset allocation or to make tactical bets to generate alpha. The session will also explore investment ideas from advice to implementation.

Since the first person contracted COVID-19, we have witnessed a quantum change in how we approach medicine. What may have taken 10 years historically has been achieved in 6 weeks as a network of 300 hospitals joined with Amazon and IBM in using big data and AI to save lives. So, what comes next?

Investors have witnessed the effect of COVID-19 on financial and real assets. What impact has the health crisis had on insurance and reinsurance? How have catastrophe bonds, insurance bonds and insurance stocks faired during the pandemic and what should investors look for as they evaluate insurance-linked securities?

This session is a case study of First State Super’s decision to internalise its systematic investment capability with the help of HSBC. It explores the advantages and challenges of a collaborative process that shares research, intellectual property modelling and system support versus a traditional transaction deal.

The fallout from the coronavirus is a valuable lesson on the importance of understanding risk. Whether COVID-19 is considered a black or white swan, this session covers the lessons fiduciaries learned about themselves, their teams, decision making, and key inputs for portfolio construction?