GIC was delighted to partner IFSWF and PGIM in an exclusive webinar held on 27 May 2020 with the authors of “Building a Better Portfolio: Balancing Performance and Liquidity.

The session was moderated by Duncan Bonfield, CEO, IFSWF, with the following speakers:

  • Grace Qiu, Senior Vice President, Economics & Investment Strategy, GIC
  • Ding Li, Senior Vice President, Economics & Investment Strategy, GIC
  • Bruce Phelps, Managing Director, Institutional Advisory & Solutions, PGIM
  • Junying Shen, Senior Associate, Institutional Advisory & Solutions, PGIM

The speakers discussed the newly released innovative asset allocation framework, OASISTM, which allows investors to assess the liquidity impact of private market investment on multi-asset class portfolios. Specifically, they discussed:

  • The unique features and differences of the OASISTM model from other asset allocation models
  • How the OASISTM framework could be useful to investors in times of market volatility and uncertainty
  • The ability of the framework to allow customization of assumptions and explicitly integrate scenario analysis
  • Areas where the model could be further enhanced, including its extension to other private market asset classes

You can also watch a replay of the PGIM webinar on the workings behind the model here.