Alternatives – Netværksmøde 2021-V
Tema: Pensionssektorens Alternative Investeringer
Tema: Pensionssektorens alternative investeringer for 500 mia. kr. har bidraget til øget diversificering og stabile afkast. De fleste selskaber har kapacitet til at investere yderligere i alternativer, hvis afkastet vurderes attraktivt i forhold til risikoen. En øget allokering mod alternativer kan ændre selskabernes solvens og likviditet, hvor specielt likviditeten kan blive udfordret ved fx rentestigninger. Fokus på kort- og langsigtede risici er derfor vigtig.
Vi har derfor inviteret Samuel Achord, Quantitative Risk Advisor, og Kristian Loft Kristiansen, Principal Quantitative Risk Analyst, begge fra Danmarks Nationalbank, til at præsentere deres seneste analyse omkring pensionssektorens alternative investeringer.
Program
| 09:00 |
Introduktion
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| 09:05 |
Pensionssektorens Alternative Investeringer
Samuel Achord, Quantitative Risk Advisor, Danmarks Nationalbank
Kristian Loft Kristiansen, Principal Quantitative Risk Analyst, Danmarks Nationalbank
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| 09:55 |
Afsluttende bemærkninger
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Samuel Achord, Quantitative Risk Advisor
Danmarks Nationalbank
Samuel Achord is a Quantitative Risk Advisor in the Systemic Risk Analysis and Policy division of the Danish Central Bank, focussing on the Danish insurance and pensions sectors and their roles and risks for financial stability. He is a qualified actuary FIA DDA CERA. He has previously worked as insurance consultant, pricing actuary, and risk actuary in London and Copenhagen. Samuel has a master’s in pure mathematics.
Kristian Loft Kristiansen, Principal Quantitative Risk Analyst
Danmarks Nationalbank
Kristian Loft Kristiansen is a Principal Quantitative Risk Analyst in the Systemic Risk Analysis and Policy division of the Danish Central Bank, where he focusses on financial markets, financial stability and the Danish pension sector. He has previously worked as an economist at the Capital Markets/Financial Structure section of the Monetary Policy division at the European Central Bank. Kristian has a master’s in mathematical finance.
Kun for medlemmer af Alternatives netværket
Et medlemskab af et netværk koster årligt kr. 4.500 ekskl. moms. Du kan læse mere om netværket her.
Kontakt os på mail@finansforeningen.dk, hvis du er interesseret i at høre mere om netværket.
CFA PL credits
If you are a CFA Institute member, you are eligible to record 1.00 PL credits hours for your participation in this meeting.