""

Risk Management Symposium 2023

About the event

A unique opportunity for major industry stakeholders and academics to discuss the current state of risk management in private equity.

The School's Private Equity Institute is hosting the annual Risk Management Symposium.

Private equity’s illiquid nature means it is often perceived as one of the riskiest asset classes. However, it is precisely the associated risk premium that attracts institutional investors to private equity. Risk management in this area is still predominantly associated with risk avoidance, whereas harvesting the illiquidity risk premium requires specific management techniques for seeking risks in order to achieve an attractive risk/return relationship for private equity portfolios.

The symposium aims to advance private equity portfolio management practices and build a community of private equity practitioners and academics with a view to extending both the theoretical understanding and practical management of the issues raised.

The symposium is a unique opportunity for major industry stakeholders and academics to discuss the current state of risk management in private equity and plans for the future.

It is chaired by Professor Tim Jenkinson, Saïd Business School and John Renkema, APG Asset Management.

Programme - Thursday 30 November

6.30-7pm

Registration and drinks reception

7-7.10pm

Welcome and introduction

  • Tim Jenkinson, Professor of Finance and Director, Private Equity Institute, Saïd Business School
  • with an introduction to the evening by John Renkema, Senior Portfolio Manager, APG Asset Management, the Netherlands

7.10-8pm

Pre-dinner presentation

  • Michael Muthukrishna, Associate Professor of Economic Psychology, LSE and author of A theory of everyone.

8-10pm

Networking dinner, sponsored by 17Capital and SimCorp

Programme - Friday 1 December

8-8.30am

Registration and welcome coffee

8.30-8.35am

Welcome and introduction

  • John Renkema, APG Asset Mamagement

8.35-9.30am

Presentation: Asset Allocation for Private Equity programs

  • Andrea Carnelli Dompe, Tamarix

9.30-10.15am

Beyond the Takahashi-Alexander Model - adding frequency, volatility and management fees

  • SimCorp

10.15-10.45am

Coffee

10.45-11.30am

Presentation: The true risk of ESG

  • Ross Butler, Managing Director and Founder of Linear B Group

11.30-12.15pm

Presentation: Integrating Private Equity in a Liquid Multi-Asset Portfolio

  • Giulio Renzi Ricci, Vanguard

12.15-1.45pm

Lunch

1.45-14.30pm

Panel discussion on impact of AI on private equity investing

Panellists:

2.30-3pm

Conclusion and remarks

  • Tim Jenkinson, Professor of Finance and Director, Private Equity Institute, Saïd Business School

3pm

Networking reception