Agenda for the Ninth Public Investors Conference
Thursday, 12 September 2024
| 09:15 a.m. | Registration |
| 10:10 a.m. | Welcome |
| 10:15 a.m. | Opening remarks |
Session 1: Climate Risk
Chair: Ingo Fender, Bank for International Settlements (BIS)
| 10:30 a.m. | Aligning Investments with the Paris Agreement: Frameworks for a Net Zero Pathway Johanna Lasker and Raul Leote de Carvalho, BNP Paribas Asset Management |
| 11:00 a.m. | Paris-Aligned Commodities Andrew Ang, Taylor Dufour, Filip Mena-Berlin, He Ren, and Katharina Schwaiger, BlackRock |
| 11:30 p.m. | How you measure transition risk matters: Comparing and evaluating climate transition risk metrics Philip Fliegel, PECan Research Group - Humboldt University Berlin |
Session 2: Sustainable Finance
Chair: Eric Bouyé, The World Bank
| 01:30 p.m. | Assessment of ESG Impacts on Corporate Credit Spreads by the Phase of Business Cycle Jae Yong Choi, Bank of Korea |
| 02:00 p.m. | Mutual Fund Trading, Greenwashing, and ESG Clientele Rui A. Albuquerque, Boston College, Centre for Economics Policy Research (CEPR) and European Corporate Governance Institute (ECGI) |
| 02:30 p.m. | Hidden rate exposure under equity portfolio decarbonisation strategies Gianluca Mango, Gabriele Fraboni, Massimo Dello Preite, Banca d'Italia |
Session 3: Asset Allocation & Sustainability
Chair: Jeremy Hor, Monetary Authority of Singapore (MAS)
| 03:30 p.m. | The effect of sustainability on portfolio choice Marco Fanari, Marianna Caccavaio, Davide Di Zio, Simone Letta, Ciriaco Milano, Banca d'Italia |
| 04:00 p.m. | Biodiversity and Climate: Friends or Foes? Eric Bouyé, Romain Deguest, Emmanuel Jurczenko, Jerome Teiletche, The World Bank |
| 04:30 p.m. | Beyond Paris alignment: embracing carbon uncertainty in portfolio construction Dora F Xia and Omar Zulaica, Bank for International Settlements (BIS) |
Friday, 13 September 2024
| 09:00 a.m. | Registration |
| 09:15 a.m. | Keynote address |
Session 4: Portfolio Choice
Chair: Tommaso Perez, Banca d'Italia
| 09:45 a.m. | Full-scale optimization: applications for public investors Diana Acevedo, Carlos Antonio Cano, Central Reserve Bank of Peru |
| 10:15 a.m. | Overallocated Investors and Secondary Transactions Rustam Abuzov, Darden School of Business, University of Virginia |
| 10:45 a.m. | Strategic Asset Allocation with Private Assets and Leverage Walter Distaso, Bernd Scherer, Abu Dhabi Investment Authority |
Session 5: Fixed Income Portfolio Management
Chair: Grace Qiu Tiantian, Government of Singapore Investment Corporation (GIC)
| 11:30 a.m. | A Machine Learning Ensemble Framework to Forecast the Yield Curve Marcelo A. Martin, Pablo A. Orazi, Central Bank of Argentina |
| 12:00 p.m. | Regime-based portfolio optimisation: A Hidden Markov Model approach for fixed income portfolios Byran Taljaard, European Stability Mechanism |
| 12:30 p.m. | Estimating term premia using a terminal rate model Johannes Kramer, International Monetary Fund |