Investor fireside chat

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How are investors positioning portfolios and managing short and-long term risks in the current environment?[vc_quotes layout=”accordion” quotes=”%5B%7B%22name%22%3A%22Ben%20Meng%22%2C%22job_role%22%3A%22Chief%20investment%20officer%2C%20CalPERS%20(United%20States)%22%2C%22content%22%3A%22Yu%20(Ben)%20Meng%20rejoined%20CalPERS%20in%20January%202019%20as%20chief%20investment%20officer%20(CIO).%20He%20oversees%20an%20investment%20office%20of%20nearly%20400%20employees%20and%20manages%20investment%20portfolios%20of%20roughly%20%24400%20billion%2C%20including%20the%20Public%20Employees%E2%80%99%20Retirement%20Fund%20and%20affiliate%20funds.%5CnYu%2C%20a%20US%20citizen%20born%20in%20China%2C%20returned%20to%20CalPERS%20after%20more%20than%20three%20years%20as%20the%20deputy%20CIO%20at%20the%20State%20Administration%20of%20Foreign%20Exchange%20(SAFE)%2C%20the%20largest%20asset%20pool%20in%20the%20world%20with%20assets%20under%20management%20of%20over%20%243%20trillion.%5CnPrior%20to%20his%20time%20at%20SAFE%2C%20he%20served%20at%20CalPERS%20for%20seven%20years%20with%20his%20last%20role%20as%20the%20investment%20director%20of%20asset%20allocation.%20He%20also%20was%20a%20portfolio%20manager%20in%20fixed%20income.%5CnBefore%20joining%20CalPERS%20in%202008%2C%20Yu%20worked%20at%20Barclays%20Global%20Investors%20as%20a%20senior%20portfolio%20manager%2C%20Lehman%20Brothers%20as%20a%20risk%20officer%2C%20and%20Morgan%20Stanley%20as%20a%20fixed-income%20trader.%5CnHe%20also%20serves%20as%20a%20member%20of%20the%20Future%20of%20Finance%20Advisory%20Council%20(CFA%20Institute)%20and%20is%20an%20associate%20editor%20for%20the%20Journal%20of%20Investment%20Management.%5CnIn%202014%20Yu%20was%20the%20recipient%20of%20the%20Cheit%20Award%20for%20Excellence%20in%20Teaching%20at%20the%20Haas%20School%20of%20Business.%20He%20holds%20a%20master’s%20degree%20in%20financial%20engineering%20from%20the%20Haas%20School%20of%20Business%20at%20the%20University%20of%20California%2C%20Berkeley%2C%20and%20a%20doctorate%20in%20civil%20engineering%20from%20the%20University%20of%20California%2C%20Davis.%5Cn%22%2C%22image%22%3A%2231921%22%2C%22linkedin%22%3A%22%22%7D%2C%7B%22name%22%3A%22Ronald%20Wuijster%22%2C%22job_role%22%3A%22Chief%20executive%2C%20APG%20(The%20Netherlands)%22%2C%22content%22%3A%22Ronald%20Wuijster%20has%20been%20appointed%20as%20executive%20board%20member%20of%20APG%20Group%20NV%20as%20of%20March%202018%2C%20and%20has%20also%20been%20a%20member%20of%20the%20APG%20AM%20Management%20board%20since%20February%202010%20and%20CEO%20APG%20AM%20since%20May%202017.%5CnWuijster%20has%2030%20years%20of%20experience%20in%20the%20investment%20world%2C%20including%2020%20years%20in%20executive%20and%20managing%20director%20roles.%20He%20has%20held%20a%20number%20of%20top%20positions%20at%20APG%20since%202006%2C%20including%20managing%20director%20strategic%20portfolio%20management%20and%20chief%20investment%20officer.%20%5CnHe%20is%20responsible%20for%20the%20asset%20management%20portfolio%20and%20as%20such%20is%20ultimately%20responsible%20for%20advising%20on%20and%20implementing%20the%20investment%20policy%20of%20the%20pension%20funds%20serviced%20by%20APG.%20The%20APG%20Group%20manages%20%E2%82%AC475%20billion%20in%20pension%20assets%20and%20ensures%20that%20over%204.5%20million%20people%20can%20be%20confident%20that%20their%20accrued%20pension%20rights%20are%20being%20invested%2C%20administered%2C%20and%20paid%20out%20correctly.%5CnBefore%20joining%20APG%2C%20he%20held%20various%20managing%20directorships%20at%20Robeco%2C%20in%20the%20areas%20of%20corporate%20strategy%2C%20development%2C%20equities%2C%20private%20equity%20and%20research%2C%20among%20other%20positions.%20%5CnRonald%20Wuijster%20is%20currently%20a%20board%20member%20of%20DUFAS%20(Dutch%20Fund%20and%20Asset%20Management%20Association)%20and%20a%20member%20of%20the%20MSCI%20Advisory%20Council%20(Morgan%20Stanley%20Capital%20International).%5CnRonald%20Wuijster%20studied%20business%20economics%20and%20law%20at%20Erasmus%20University%20in%20Rotterdam%20and%20psychology%20in%20Leiden.%20He%20is%20married%20and%20has%20three%20children.%5Cn%22%2C%22image%22%3A%2231922%22%2C%22linkedin%22%3A%22https%3A%2F%2Fwww.linkedin.com%2Fin%2Fronaldwuijster%2F%22%7D%5D” title=”Speakers” el_class=””][vc_quotes layout=”accordion” 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title=”Moderator” el_class=””][vc_empty_space height=”10px”]

Key takeaways

Ben
  • Going forward, private equity will represent the best opportunity to exceed our target return. We are exploring unique ways to increase our exposure.
  • We cannot hide from risks if we want to hit the target return.
  • We have invested time in building a balance sheet liquidity management framework
  • Not all uses of liquidity are equal, nor are the sources (in terms of costs or reliability for example).
  • Our pre-emptive planning work around 10 pathways to liquidity on demand helped up keep calm and carry on.
  • We see the greatest opportunity in private markets.
Ronald
  • In the first 8 weeks of the crisis we focused on modelling 3 scenarios – ‘the good, the bad and the ugly’.
  • High inflation rate would be a surprise but a possible scenario (for example price rises in petrol or medicines due to high consumption).

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