2010 Liability Driven Investing Conference

View video interviews from some of the speakers at our Liability Driven Investing Conference in New York for additional insights on LDI


Igor Balevich, Director, Barclays Capital discusses why credit risk is an important risk to hedge in an LDI portfolio; why plan sponsors should consider using swaps overlays as a way to implement LDI; and why they should consider hedging tail risk.

Paul Bosse, Principal, Vanguard discusses why the funded ratio dictates the asset mix of the plan, how STRIPS portfolios can be efficiently integrated into LDI portfolios, and how a plan sponsor should seek to organize the work of the investment committee.

Bryan Boudreau, Partner, Mercer defines LDI and discusses why in the current low interest rate environment, plan sponsors may need to consider changes to the way in which an LDI strategy is implemented

Gary Knapp, Managing Director-LDI, Prudential Financial and Thomas Hendry, VP, Pension & Structured Solutions, Prudential Retirement discuss why plan sponsors should consider enterprise risk when considering portfolio strategy and how pension debt fits into the capital structure of an organization.

Aaron Meder, Head of U.S. Pension Solutions, Legal & General Investment Management America discusses strategies plan sponsors can use to manage risk more efficiently and explains dynamically de-risking a portfolio.

Daniel Tremblay, Institutional Portfolio Manager, Pyramis Global Advisors discusses why duration extension tools are important, what tools exist, and what issues, beyond investment return, plan sponsors should consider when using these tools.

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