Hathersage

FX Event Report

Global Asset Allocation
Summit and Awards

February 25-27, 2007
Santa Barbara, CA

 

 

 
Heads of leading endowments, trustees and staff from public and private pensions discussed the challenges facing institutional investors and new trends in asset allocation strategies.

Lynnelle Jones, Hathersage Director of Client Services and New Product Development,
addressed currency risk and return in international portfolios, the importance of understanding, properly measuring, budgeting currency risk and the importance of separating objectives of reducing currency risk from seeking currency return. She participated on the panel:

Managing Risk and Risk Determinants

  • Risk management techniques by means of options, futures
    and options on futures and swaps
  • The adequacy of traditional risk measures versus
    alternative risk measures, how do they differ?
  • Assessing global risk and returns
  • Risk measures in portfolio construction framework
  • Top strategic initiatives for risk management
  • Revisiting the fundamentals of risk management
  • Pension risk management trends
  • Balancing the demands of risk management
  • Administering long-term risk in the short-term  

Plan sponsor trustees welcomed the common sense approach to decomposing currency risk and separating objectives.

Pictured above:

  • Hathersage’s new Director, Portfolio Management, Bill Strack, and Lynnelle Jones discuss currency with two trustees (seated).
Hathersage