UNSW Business School and ARC Centre of Excellence in Population Ageing Research (CEPAR) (Australia) Professor of Economics and Deputy Director

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ICPM - NETSPAR Discussion Forum: Fall 2017 Speaker Directory Hazel Bateman UNSW Business School and ARC Centre of Excellence in Population Ageing Research (CEPAR) (Australia) Professor of Economics

au Hazel Bateman is a Professor of Economics in the School of Risk and Actuarial Studies at UNSW Sydney and Deputy Director of the ARC Centre of Excellence in Population Ageing Research (CEPAR).

1 ICPM - NETSPAR Discussion Forum: Fall 2017 Speaker Directory Hazel Bateman UNSW Business School and ARC Centre of Excellence in Population Ageing Research (CEPAR) (Australia) Professor of Economics and Deputy Director h.bateman@unsw.edu.au Hazel Bateman is a Professor of Economics in the School of Risk and Actuarial Studies at UNSW Sydney and Deputy Director of the ARC Centre of Excellence in Population Ageing Research (CEPAR). Hazel has research interests in private and public provision for retirement particularly relating to behavioural retirement finance, financial literacy and financial advice, and pension policy design (taxation and regulation). Current research projects include the design and implementation of experimental surveys of decumulation decisions in Australia and the Netherlands, of alternative formats for information disclosure and of preferences for aged care insurance. Hazel has been a consultant on retirement income issues to a range of Australian and international organisations including the OECD and the World Bank. Prior to joining UNSW Sydney, Hazel worked as an economist with the Australian Treasury. Dirk Broeders De Nederlandsche Bank (DNB) (Netherlands) D.W.G.A.Broeders@dnb.nl Senior Strategy Advisor Dirk Broeders (1969) is a Senior Strategy Advisor at the supervisory policy division within De Nederlandsche Bank and a specialist in regulation of pension funds. He is a Special Professor of Pension Finance and Regulation at the School of Business and Economics at Maastricht University and former Executive Member of the International Organization of Pension Supervisors (IOPS). He received his PhD from Tilburg University. He is one of the editors of Frontiers in Pension Finance (Edward Elgar) and has published widely on pension finance. Magnus Dahlquist Stockholm School of Economics (Sweden) magnus.dahlquist@hhs.se Professor of Finance Magnus Dahlquist is Professor of Finance at the Stockholm School of Economics, and a Research Fellow at the Centre for Economic Policy Research (CEPR) and the Network for Studies on Pensions, Aging and Retirement (NETSPAR). Dahlquist s research interests lie in asset management, asset pricing, and international finance. His current research focuses on (i) individuals and institutions investment behavior and the design of pension plans, (ii) trading strategies in the bond and currency markets and their relation to fundamentals, and (iii) performance evaluation and practical problems related to portfolio selection. Dahlquist has been an advisor to several financial institutions and government authorities. 1

Frank Elderson De Nederlandsche Bank (DNB) (Netherlands) +31.20.524.1965 f.elderson@dnb.

In that capacity he is currently responsible for Pension Funds supervision, Horizontal supervisory functions, Banking Resolution and Legal Affairs.

He participates as an observer in the High-Level Expert Group on sustainable finance of the European Commission.

2 Frank Elderson De Nederlandsche Bank (DNB) (Netherlands) Managing Director Frank Elderson (1970) has served as an executive director of De Nederlandsche Bank (DNB) since 1 July In that capacity he is currently responsible for Pension Funds supervision, Horizontal supervisory functions, Banking Resolution and Legal Affairs. He is a member of the Plenary Session of the Single Resolution Board. He chairs the Netherlands Platform for Sustainable Finance. The chairman of the Sustainability Committee of DNB reports to him. He participates as an observer in the High-Level Expert Group on sustainable finance of the European Commission. Beforejoining DNB s Executive Board, Mr Elderson served as Head of the ABN AMRO supervision department ( ), Director of the Legal Services division ( ) and DNB s General Counsel ( ). He received his professional training as an attomey with Houthoff Advocaten & Notarissen from 1995 to Kaving studied various courses at the University of Zaragoza, Spain, he graduated in Dutch law at the University of Amsterdam in He obtained an LL.M. Degree at Columbia Law School, New York, in Christian Gollier Felix Goltz Toulouse School of Economics and Columbia University s economics department (France) Professor christian.gollier@tse-fr.eu Alongside Jean Tirole, Christian Gollier created Toulouse School of Economics, one of the best departments of economics worldwide. He subsequently served there as Deputy Director ( ) and then Director ( ). He has developed in-depth contacts and research partnerships with various industries in France and around the world, in particular with insurance companies, banks and the energy sector. His current fields of interest extend from Decision Theory under Uncertainty to Environmental Economics through Finance, Investment, Consumption Theory, Insurance Economics and Cost-Benefit Analysis, with a special interest for long term (sustainable) effects.christian Gollier has published over 100 articles in top-tier economic journals. He has also published 7 books on risk including The Economics of Risk and Time, MIT Press, winner of the 2001 Paul A. Samuelson Award. In October 2012, Princeton UP has published his book entitled "Pricing the Planet's Future: The Economics of Discounting in an Uncertain World". EDHEC Risk Institute and Research Scientific Beta (France) Head of Applied Research and Director felix.goltz@edhec.edu Felix Goltz is Head of Applied Research at EDHEC-Risk Institute, and Director of Research at ERI Scientific Beta. He oversees the institute s applied research projects on portfolio construction, performance measurement and reporting, and passive investing. He also leads the research and development activities related to the indices developed by the Institute. His research focuses on indexing, equity portfolio construction, factor investing, and asset allocation. 2

Shikha Jaiswa University of New South Wales (Australia) shikha.jaiswal@unsw.edu.

in Finance at Emory University in 2017. Her current research focuses on conflicts of interest in investment management, disclosures and role of ties.

petten@dnb.nl President Prof. Klaas H.W. Knot has been President of De Nederlandsche Bank since 1 July 2011.

3 Shikha Jaiswa University of New South Wales (Australia) Lecturer at University of New South Wales Shikha Jaiswal is a faculty in the Banking and Finance department at the University of New South Wales. She completed her Ph.D. in Finance at Emory University in Her current research focuses on conflicts of interest in investment management, disclosures and role of ties. Her broader areas of interest are investment management, empirical asset pricing and market microstructures. Klaas Knot De Nederlandsche Bank (DNB) (Netherlands) a.m.karemaker-van.petten@dnb.nl President Prof. Klaas H.W. Knot has been President of De Nederlandsche Bank since 1 July In this capacity he holds seats on the Governing Council, the General Council and the European Systemic Risk Board of the European Central Bank as well as on the Financial Stability Board, Chairman of the FSB Standing Committee on Assessment of Vulnerabilities, besides being a Governor of the International Monetary Fund and a member of the Board of Directors of the Bank for International Settlements. Knot holds several secondary positions. He is chairman of the Koning Willem I Foundation, the Mr. N.G. Pierson Foundation, the Supervisory Board of the Teylers Museum and the Supervisory Board of CliniClowns Foundation. Since 2005, he has been Professor of Economics of Central Banking at the University of Groningen and, with effect from 2015, he is Professor of Monetary Stability at the Faculty of Economics and Business of the University of Amsterdam. Knot has published a variety of articles in leading (international) journals in monetary and financial economics. Before joining the Governing Board of DNB, Knot was Deputy Treasurer-General and Director of Financial Markets at the Dutch Ministry of Finance ( ). From 1995 to 2009 he held several posts at DNB, varying from (senior) economist to Director of the Supervisory Policy division. At two intervals during this period, Knot worked at the International Monetary Fund ( ) and the then Pensions and Insurance Supervisory Authority ( ). In 1991, Klaas Knot graduated with honours in Economics at the University of Groningen. In 1995 he obtained a doctorate in Economics. Born: 14 April 1967 in Onderdendam. Klaas Knot is married and has two children. Ralph Koijen New York Stern School of Business (USA) rkoijen@stern.nyu.edu Professor of Finance Ralph S.J. Koijen joined New York University Stern School of Business as a Professor of Finance in September Professor Koijen s research focuses on financial economics and insurance. His recent work studies the risk and regulation in the insurance industry as well as the implications of institutional demand for asset prices. He has published in various economics and finance journals, including the American Economic Review, Econometrica, the Journal of Monetary Economics, the Journal of Finance, the Journal of Financial Economics and the Review of Financial Studies. Before joining NYU Stern, Professor Koijen was a Professor of Finance at the London Business School and an Assistant and Associate Professor of Finance at the University of Chicago Booth Business School. He received his undergraduate degree in Econometrics from Tilburg University and his Ph.D. in Finance from Tilburg University. 3

Stefan Lundbergh Cardano (Netherlands) and Swedish Pension Review (Swedan) Director and Task Force Leader S.Lundbergh@cardano.

Before this, he held various positions at Algemene Pensioen Groep (APG) in the Netherlands and Skandia Life Insurance Company in Sweden. He holds a PhD from Stockholm School of Economics.

org Director, Public Sector Retirement Systems Mennis oversees Pew s analysis of state and local retirement systems and manages technical assistance designed to help city and state policymakers

4 Stefan Lundbergh Cardano (Netherlands) and Swedish Pension Review (Swedan) Director and Task Force Leader Stefan Lundbergh has been head of innovation at Cardano since the beginning of 2013, and he is also a non-executive board member of the Fourth Swedish National Pension Fund (AP4). Before this, he held various positions at Algemene Pensioen Groep (APG) in the Netherlands and Skandia Life Insurance Company in Sweden. He holds a PhD from Stockholm School of Economics. Greg Mennis Pew Charitable Trusts (USA) GMennis@pewtrusts.org Director, Public Sector Retirement Systems Mennis oversees Pew s analysis of state and local retirement systems and manages technical assistance designed to help city and state policymakers develop options to design and adopt retirement systems that are fair, affordable and fiscally sustainable. Prior to joining Pew, Mennis served as assistant secretary for fiscal policy in the Massachusetts Executive Office for Finance and administration, where he was responsible for retirement benefits policy, longterm fiscal planning, and the state s Pay for Success financing program. In that role, Mennis led the development of Massachusetts successful pension reform legislation and created the state s first long-term fiscal policy framework. Mennis holds a bachelor s degree in finance and communications from Syracuse University and a master s degree in public administration from the Kennedy School of Government at Harvard University. Tim Mitchell Willis Towers Watson (United Kingdom) tim.mitchell@willistowerswatson.com Senior Investment Consultant Tim leads the London based Investment Organisational Effectiveness team at Willis Towers Watson. The team specialises in investment governance and organisational excellence. His focus within the team is to work with larger asset owners, including sovereign wealth, pension and endowment funds, on ways to enhance their governance and organisational design. Tim has over 30 years experience in working with investment managers, asset owners and policy design institutions. His expertise lies in organisational excellence and investment governance. Prior to joining Willis Towers Watson, Tim was a senior executive at the New Zealand Superannuation Fund, New Zealand s sovereign wealth fund. At the Super Fund, which he joined at its inception in 2002, Tim focused on building sound organisational frameworks around governance, investment and enterprise risk management. Prior to joining the Super Fund, Tim was a principal advisor at the New Zealand Treasury where he focussed on governance and design of financial institutions owned by the New Zealand Government. For many years prior to joining the Treasury, he worked with private sector asset owners focussing on pension, insurance and mutual fund clients. In those roles he worked across asset classes, strategy and held chief investment officer responsibilities. 4

Theo Nijman University of Tilburg / NETSPAR (Netherlands) +31.3.466.2342 nyman@uvt.

He published extensively in the leading international journals on a wide variety of topics within empirical finance and econometrics.

5 Theo Nijman University of Tilburg / NETSPAR (Netherlands) nyman@uvt.nl Scientific Director Netspar, Dept of Finance Theo Nijman is professor of Pension and Risk Management for Instituut GAK and professor of Econometrics and Finance at Tilburg University. He published extensively in the leading international journals on a wide variety of topics within empirical finance and econometrics. His recent work covers topics such as pensionfund management, the optimal individual pension contract, measurement and management of inflation, interest and longevity risk, and performance attribution and measurement. Theo Nijman is Scientific Director of Netspar, a Network for Studies on Pensions, Aging and Retirement in which seven universities and a number of insurance companies and pensionfunds participate (see Theo is Academic Coordinator of Inquire Europe, which brings together investment professionals interested in understanding and developing quantitative solutions to investment problems. As a consultant Theo has been involved in all kinds of projects for many different financial institutions. In 2009 he was a member of the government appointed Goudswaard committee on structural reforms in the Dutch second pillar pension provision to assure sustainability of the system. Hugh O Reilly OPTRUST (Canada) horeilly@optrust.com President and CEO Hugh O Reilly is President and CEO of OPTrust with responsibility for all of the organization s operations, overseeing management of the pension fund s $19 billion in assets and pension plan administration. Hugh is one of Canada s foremost pension experts with extensive expertise in the operation and governance of jointly-sponsored pension plans. Before joining OPTrust, Hugh led the Pension Benefits and Insolvency Practice at Cavalluzzo Shilton McIntyre Cornish LLP. During his career, Hugh also served as senior policy advisor and Chief of Staff to a cabinet minister in the Ontario government, held the role of Senior Counsel at Canada Trust and practiced law as an associate lawyer at Osler, Hoskin & Harcourt and a partner at Torys in Toronto. He serves on the board of the Canadian Coalition for Good Governance, and is a member of the TMX Advancing Innovation Roundtable and the editorial advisory board of Benefits and Pensions Monitor. In 2016, Mr. O Reilly was the recipient of the Industry Leadership Award from the Benefits Canada Workplace Benefits Awards. He holds an LL.B. from the University of Calgary and a B.A. from the University of Regina. Michael Preisel Danish Labour Market Supplementary Pension (ATP) (Denmark) Head of Quantitative Research MIP@atp.dk Michael Preisel Vice President at ATP. His primary focus is long-term stability of pension funds and the strategic development of ATP. In this role, Michael has worked with asset allocation, liability hedging, dynamic risk management, indexation policy, pension product design, and regulatory impact on pension funds. Recently, he has overseen the implementation of a Solvency II-compliant full internal model and contributed to a revision of ATP s pension product. Michael was originally trained in theoretical physics and holds a PhD from the University of Copenhagen. He is member of the Danish Society of Actuaries as well as the Danish Finance Society. Michael has taught asset-liability management at the University of Copenhagen, fellow professionals as well as contributed to numerous conferences on pension-related topics. Michael has been with ATP since

Jan Ritter Danish Labour Market Supplementary Pension (ATP) (Denmark) Senior Vice President, Head of Hedging +45.48.20.4096 JRI@ATP.

Jan has more than 25 years of markets and trading experience ranging from micro analyst on Nordic fixed income market, proprietary trader at Nordea Treasury, Head of Derivatives and Alternative

Sc in Economics and Mathematics form University of Aarhus. Peter Schotman Maastricht University (Netherlands) p.schotman@maastrichtuniversity.

He obtained his PhD at the Econometrics Institute of Erasmus University Rotterdam.

6 Jan Ritter Danish Labour Market Supplementary Pension (ATP) (Denmark) Senior Vice President, Head of Hedging Jan Ritter is responsible for hedging the liabilities (life guaranties) in ATP and managing the ongoing Treasury tasks like liquidity, collateral management etc. Jan has more than 25 years of markets and trading experience ranging from micro analyst on Nordic fixed income market, proprietary trader at Nordea Treasury, Head of Derivatives and Alternative Investments in JØP (Danish Pension Fund for Lawyers and Economists) etc. Jan joined ATP in 2010 as a PM on fixed income products and increased responsibility since. Holds a M.Sc in Economics and Mathematics form University of Aarhus. Peter Schotman Maastricht University (Netherlands) p.schotman@maastrichtuniversity.nl Professor of Finance Peter Schotman is Professor of Empirical Finance at Maastricht University School of Business and Economics. He obtained his PhD at the Econometrics Institute of Erasmus University Rotterdam. His current research is on long-term investments in relation to retirement provision, both from the perspective of pension funds as well as households. He is a senior research fellow of Netspar (Network for Studies on Pensions, Aging and Retirement). His recent publications are in the areas of financial econometrics, portfolio management, and interest rate models, mostly in relation to retirement provision. Earlier research focused on international finance, market microstructure, Bayesian econometrics and risk behavior. Next to his academic research he was a member of the academic advisory board of a pension fund. He teaches courses on asset pricing, both for master students in financial economics and financial management, as well as on PhD level. For financial professionals he recently taught modules on long-term risks and model uncertainty. Paul Smeets MN (Netherlands) pm.smeets@maastrichtuniversity.nl Associate Professor Finance Dr. Paul Smeets is Associate Professor in Finance at Maastricht University. His research focuses on financial decision making and socially responsible investments. He is a regular visitor at the University of California and his work has been published in the Journal of Finance and the Proceedings of the National Academy of Sciences (PNAS). His research has been covered by the New York Times, the Atlantic, the Guardian and BBC News. Hein Stam MN (Netherlands) hein.stam@mn.nl Chief Strategist Hein joined MN in 2008 from Mercer where he was European Partner and responsible for ALM Continental Europe. Hein has a degree in Mathematics from Technical University of Delft. 6

Rob van den Goorbergh Algemene Pensioen Groep (APG) (Netherlands) rob.vanden.goorbergh@apg-am.

in Finance from the CentER Graduate School. He joined APG Asset Management in 2004, where he has held positions as researcher and senior strategist, and is currently head of APG AM s Solutions team.

7 Rob van den Goorbergh Algemene Pensioen Groep (APG) (Netherlands) Head of Investment Research Rob van den Goorbergh (1976) is an Econometrics graduate from Tilburg University, the Netherlands. He holds Master s degrees in Economics and Finance, and a Ph.D. in Finance from the CentER Graduate School. He joined APG Asset Management in 2004, where he has held positions as researcher and senior strategist, and is currently head of APG AM s Solutions team. Dr van den Goorbergh s expertise area includes long-term asset allocation, derivatives pricing, and alternative investments. He chairs APG AM s Academic Advisory Board seminar series. Corien Wortmann-Kool ABP (Netherlands) Chairman corien.wortmann@abp.eu Corien Wortmann-Kool (1959) is chairman of the Board of ABP Pensionfund since January 1st Until July 1st, 2014 she was a member of the European Parliament and vice president of the EPP group on Financial, Economic and Monetary Affairs. Before 2004, Corien was director at the Ministry of Transport. Corien holds a Masters Degree in Political Science and Economics from the VU University in Amsterdam. Corien Wortmann-Kool is also vice chairman of the Supervisory Board of Aegon N.V., member of the Supervisory Board of Kadaster, member Advisory Committee of Statistics Netherlands, chairman of the Board of Trustees of Save the Children and vice president of European Peoples Party (EPP). 7

ICPM Discussion Forum: Fall 2017 Forum

ICPM Discussion Forum: Fall 2017 Forum October 2017 Dates: October 15-16-17 h 2017 Location: Hotel Sofitel Legend the Grand Amsterdam, Oudezijds Voorburgwal 197, 1012 EX Amsterdam, Netherlands - Council