Organizer: Terrapin
Dates: October 31 – November 1, 2006 
Location: London

From Conference Programme: 

“Seen as a silver bullet for pension funds suffering from a funding gap, liability driven investment is gradually finding it’s way into the mainstream. An increasing number of both company sponsored and local authority pension funds have already implemented LDI strategies with many more expeted to follow suit.

“Portable Alpha 2006 will provide a comprehensive comparative analysis of liability-matching solutions available to investors today and the proposed models for the next generation of LDI. The debate will then proceed to examine the various sources of alpha and the ways of porting it onto an LDI product, the process often referred to as ‘liability plus’. It will also provide an extensive insight into the complex world of derivatives both from the risk management perpective and as a means of capturing alpha.”

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