12.30-13.15

Registration & Networking Lunch

13.20-13.25

Opening Remarks by Summit Chair

 

  • Jonathan Boyd, Editorial Director, InvestmentEurope

 

13.30-14.15

Fund selector panel: Executing the shift to ESG

Our panel of fund selectors will discuss how mandates are changing in response to the growing demand for exposure to ESG orientated investment vehicles. What shift has there been in allocations to ESG funds and have performance expectations changed in order to be exposed to companies that do more good than bad? How are they educating clients about ESG products and how can asset managers help? Does the attribution analysis change in any way for ESG screened funds and what does it take for a fund provider to standout and demonstrate genuine ESG credentials and what does not work?

  • Moderator: Jonathan Boyd, Editorial Director, InvestmentEurope
  • Luis González, Fund Selector, BBVA Quality Funds
  • Patrick Lenhard, Portfolio Manager, Vontobel

14.20-14.55

From UN PRI signatory to SRI integration

This presentation follows the journey taken by BLI since it became a signatory of the UN PRI in July 2017. Along the way we look at the setup of the equity ESG concept, implementation of voting policy, development of the ESG approach in fixed income and BLI's ESG approach within third party fund selection.

  • Thierry Feltgen, Head of Product Management & Client Services, BLI - Banque de Luxembourg Investments

14.55-15.55

Coffee break & networking

15.20-15.55

Does ESG work as a factor investing strategy? 

This session will focus on quantitative approaches to ESG investing and share results of empirical analysis of ESG factors from a return and a risk perspective. In particular we will contribute to the debate as to whether ESG "works" as a factor compared to Quality, Momentum or Value. It will also discuss some of the most important data sources available to quantitative and fundamental managers alike and some findings of the academic as well as the quant community. Finally we will showcase how ESG considerations can be integrated into a quantitative process whilst mitigating or overcoming the apparent limitations.

  • Michael Fraikin, Global Head of Research, Invesco Quantitative Strategies, Invesco

 

16.00-16.35

Can quants do ESG? Limitations and opportunities

This session will provide a reality check on the current state of ESG. Asha discusses how rigorous quantitative approaches to ESG investing work and explores how materiality, big data, and reporting can make a difference to the investment portfolio. A special case study speaker will also highlight how Acadian collaborated with a charity foundation, Funds For Good, to help them achieve their specific ESG objectives.

  • Asha Mehta, Senior Vice President, Portfolio Manager, Director of Responsible Investing, Acadian Asset Management
  • Nicolas Crochet, Co-CEO, Funds for Good

16.35-16.45

Comfort break

16.50-17.20

How ESG data science transforms investment strategy

Artificial intelligence increasingly drives developments in capital markets. This session outlines how machine learning combined with human analysis can be used to meet investor's needs. Dr. Aeby explains how RepRisk applies artificial intelligence on labelled datasets to differentiate its risk-focused ESG data and provide customized quantitative solutions for asset managers.

  • Dr. Philipp Aeby, CEO, RepRisk 

17.25-17.55

ESG - active or passive? 

When ESG is not a precise science, is a more thoughtful approach required? What key questions should investors consider when deciding between passive or active routes? How does performance compare?

  • Hortense Bioy, Director, Passie Strategies and Sustainability Research, Morningstar

17.55-18.00

Closing Remarks by Chair

18.00-19.00

Networking drinks hosted by headline sponsor

19.00-21.30

Networking Dinner

Please note: programme is subject to change

Programme Day 2 »