The concept of impact investing has moved further into the mainstream, sparking lively debate in the asset management industry around how genuine impact can be achieved through publicly listed equities and corporate bonds. What are the practical considerations when building an investment strategy with the dual ambition of financial and sustainability performance?

Impact investing is now advancing into public markets. Net zero, the UN’s sustainable development goals and, not least, COVID-19 act as powerful catalysts of this evolution. The estimated $100trn of assets required to reach net zero by 2050 and the $5-$7trn needed annually to achieve the SDGs can be raised only through the scale and reach of public markets.

The session explores the decarbonisation strategies available to net zero-conscious equity and fixed income market participants, outlining how index-based net zero solutions may complement a broader strategy with respect to the unique design features of the Paris-Aligned fixed income index methodology.

Alternative investments cover a vast variety of asset types including private equity, venture capital, infrastructure and debt. A common denominators is their focus on positively impacting the economic development of target companies and projects as well as the entrepreneurship at the heart of these investments.

Long-term perspectives and the key waves that the Franklin Templeton Institute believes are set to transform the investment landscape: geopolitics, demographics, technology, debt, and climate change. What are the practical implications? Some of them include the need to re-orient historical biases around returns, volatility and risk.

This discussion will focus on how index-based strategies can provide a way to mitigate climate risks in portfolios by tilting allocations to be aligned to a net-zero economy. How can investors integrate net-zero priorities into their index portfolios – and how does doing so via a rules-based investment approach differ from traditional active investment approaches?

Generali Insurance Asset Management has started integrating ESG research into credit investment decisions, going beyond simple approaches such as external ESG scoring. Its experience as the internal asset manager for one of the largest insurance companies in Europe with an established ESG framework in place serves to strengthen its ESG credit process.

China’s journey to being a global superpower is well underway, but the recent property slump and uncertainties around government intervention may temporarily dampen enthusiasm for Chinese assets. Chinese markets, however, are now so deeply embedded in global economies through international trade and supply chains that China must remain firmly in an investor’s spotlight.

What does it mean to practically implement credible Paris-aligned portfolios year after year, balancing climate considerations and fiduciary duty? This session discusses investment implications of climate pathways in the energy transition. By looking across granular, science-based climate transition pathways, portfolios can make better use of tracking error and are more efficient at mitigating transition risks.

The outbreak of the war in Ukraine, high energy prices and sticky inflation have led to divergent performances of sustainable investment strategies in 2022. Allocators can target different investment outcomes, which are interlinked with diversification objectives, active industry bets and, in turn, their response to the macro-economic cycle. How can investors allocate to strategies that are able to cope with potential ongoing volatility?

Impact investing is a growing and important concept. Growth is especially pronounced in private markets, particular private equity. Investors are increasing impact allocations and investments with the goal of achieving positive environmental and social outcomes. In this context, impact measurement is an integral part of assessments.

The current volatile environment where risk can change in a flash is here to stay and wreaking havoc on institutional portfolios. This session will provide practical insights into how pension funds can view, analyse and deploy risk across all asset classes - including ESG investments - to achieve their objectives in this new market paradigm.

Pension funds and insurance companies are making increasing use of ETFs as tools to manage their portfolios. The key elements of ETFs are liquidity, transparency and easy access. In this workshop, SPDR presents several case studies, explaining why portfolio managers favour ETFs and how they are integrated in practice.

China’s A-share market, the second largest stock market in the world, has unique characteristics that create a conducive foundation for quantitative investment to generate alpha. As one of China’s largest and most experienced quantitative mutual fund managers, E Fund has been leveraging global quantitative methodology to the local China market for over a decade.