Pension Risk Management
The RiskMetrics Group and Susan Mangiero, author of Risk Management for Pensions, Endowments and Foundations, have developed an introductory course on Investment Risk Management for Pensions. The two and a half day workshop addresses investment, risk measurement and valuation fundamentals, along with an overview of new pension rules and regulations as they relate to procedural prudence. Combining lectures, cases and lab work, plan sponsors will learn about risk management standards, how to apply various risk assessment techniques and what to avoid in creating and implementing a risk management plan. The course emphasizes defined benefit plan risk issues.
Persons who should attend include chief investment officers, trustees, risk analysts and board members.
Instructors: Dr. Susan Mangiero, CFA, AIFA, AVA, and FRM, President and CEO of Pension Governance, LLC and the Education Instructors of the RiskMetrics Group.
Upcoming Course Dates and Registration
- Contact us for dates (registration is USD $2750)
To register for this course please contact us at education@riskmetrics.com.
Course Topics
Day 1 - 9:00 AM to 5:00 PM
- Current Regulatory Operating Environment
- Putting a Process in Place: The Five C's of Pension Risk Management
- Case Study - Part One: Creating a Risk Management Policy
- Introduction to Derivative Instruments
- Risk, Return and Risk-Adjusted Return for Equity and Fixed Income
- Lab - Risk Measures for Equity and Fixed Income
Day 2 - 9:00 AM to 5:00 PM
- Risk, Return and Risk-Adjusted Return for Derivative Instruments
- Risk, Return and Risk-Adjusted Return for Hedge Funds
- Lab - Risk Measures for Derivatives and Hedge Funds
- How to Choose a Proper Derivatives Strategy
- How to Evaluate External Money Managers’ Risk Management Policies
- Valuation - Understanding the Numbers
Day 3 - 9:00 AM to Noon
- Selecting Optimal Risk Measurement Tools
- Modeling and Model Risk
- Risk Management Benchmarking
- Optional Lunch and Lab Period (noon to 4:00 PM)
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