Alpha with Impact: Practical ESG Applications to Investment Risk & Performance

Alpha with Impact: Practical ESG Applications to Investment Risk & Performance

19 May 2021 (Wed) | 4.00pm - 5.00pm (SGT)


Synopsis:

As fund managers incorporate an ESG framework into their investment process, it is key to evolve the measurement process to support better management through a comprehensive exposure, performance, attribution and risk perspective. In this webinar, we will be discussing the practical applications to investment performance, attribution and risk measurement from an ESG perspective, including challenges and suggestions in implementation as well as stress testing.

Moderator:

Loic leads Fullerton Fund Management’s ESG efforts at the corporate and investment level.

Loic has over 16 years of industry experience, and has worked for asset owners, asset managers and research providers to support and promote ESG. He was previously Managing Director for Asia Pacific at Sustainalytics, a global leader in ESG and corporate governance research and ratings.

Prior to joining Sustainalytics, Loic was senior analyst at Norges Bank Investment Management (NBIM), which managed assets for the Norwegian Government Pension Fund. Prior to this, he was an ESG analyst at Amundi.

Panellists:

Ms Liu Chunyen was appointed to AIA Singapore’s Executive Committee as its Chief Investment Officer in March 2017, and is responsible for spearheading the success of the company’s investment strategies. This includes developing and enhancing AIA Singapore’s Strategic Asset Allocation, Asset Liability Management, and product development processes.

Chunyen also drives AIA Singapore’s continued strong investment performance and elevates its service standards through close collaborations with AIA Investment Management Private Limited (AIAIM), the Singapore-based asset management company responsible for dealings, regionally as well as specialist fund management efforts exclusive for AIA Group businesses.

Additionally, she engages regularly with the Monetary Authority of Singapore (MAS) to ensure the adherence and standard-setting for well-managed, compliant investment processes within the organisation.

Having been with AIA since 2008, Chunyen has undertaken numerous roles across multiple geographies including the position of Head of Financial Risk and Risk Metrics with AIA Group prior to her pursuing her current CIO role in Singapore. She helmed the team’s successful efforts to establish, implement, and strengthen both AIA’s Risk Appetite framework and its internal model framework. Chunyen was also previously based in New York in her role as Market Risk Manager with AIG Inc.

A Chartered Financial Analyst, Chunyen holds a Master of Arts in Economics (New York University, USA) and a Master of Business Administration in Finance and Investment (Baruch College, the City University of New York, USA).

David Smith is a Senior Investment Director based in Singapore at Aberdeen Standard Investments, where he leads ESG research and integration across Asia. David heads the Asia Responsible Investing pod, which oversees the day-to-day running of the Asian Sustainable Development Equity Fund and is a member of the GEM Responsible Investing pod. He is also responsible for leading engagement with board members and management of Aberdeen Standard Investments’ investee companies in Asia. David spearheads our public advocacy on ESG issues, representing the company at leading international organisations dedicated to improving corporate best practice. He has appeared frequently at regional conferences and industry round tables, and has written for various newspapers and professional publications globally.

Before joining Aberdeen in 2011, he worked for ISS as head of Asia (ex-Japan) research. David has a PhD in Corporate Governance and an MA in Corporate Strategy and Governance from the University of Nottingham and a BSc in Business Economics from the University of Wales. He is a CFA Charterholder.

Jamie has 20 years of experience spanning private banking, equity sales trading and asset management. He joined Bloomberg in 2014 as a Market Specialist for the Alpha Capture product across South Asia and Australia, harnessing his experience in trade idea generation, technical trading systems and performance tracking. Jamie’s current role as the Equity Workflow Specialist now encompasses the full buyside workflow for clients. Jamie has been heavily involved in the discipline of technical analysis since the beginning of his career and he continues to employ this form of analysis with his own systematic trading strategies. He is also a global board member of the CMT Association and has been Chairperson of the Singapore chapter since 2014.

Claudia is Managing Director of Colchester’s Singapore office and a Senior Investment Officer. She manages global and emerging bond portfolios and conducts ongoing fundamental economic and ESG research. Claudia held prior positions at UBS Reality investors and was a portfolio manager at Western Asset Management. She chairs the PRI Sovereign Debt Advisory Committee having previously been a member of the PRI Fixed Income Advisory Committee and chaired the PRI Sovereign Working Group. Claudia is a CFA charterholder and a Member of the CFA UK ESG Working Group, which developed the first professional ESG qualification and is also a Member of the CFA Institute ESG Verification Subcommittee.



IMAS Members can watch the webinar on demand via the IMAS website or the IMAS20 App.