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The Canadian Pension Fund Model: A Quantitative Portrait

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NPH Member Webinar

How successful has the Canadian model been over the past two decades both in terms of asset performance and liability hedging? Which features of this model have contributed the most to its success? Is the Canadian model restricted to a few flagship funds or has it spread across the country? Can other institutional funds borrow features from this model even if they are not in a position to adopt it entirely? Sebastien Betermier will address these questions and discuss the main insights from his latest research on the Canadian pension fund model.



Sebastien Betermier

Sebastien Betermier is an Associate Professor of Finance at the Desautels Faculty of Management at McGill University. His research seeks to understand the relationships between risk and return and how these drive investors in their investment decisions and contribute to the development of sustainable pension systems. His work appears in top finance journals and has received several distinctions, including lead article in the Journal of Finance in 2017. Professor Betermier teaches Investment Management, Applied Investments, and Pension Investing at both the undergraduate and graduate levels. He has been recognized repeatedly through nominations for teaching excellence which includes receiving the Desautels Distinguished Teaching Award in 2016 and 2020 and coaching the winning team of the PRMIA international risk management challenge in 2016, 2017, and 2019. He was named one of the World’s Best 40 under 40 Business School Professors by Poets and Quants in 2017. Professor Betermier holds a PhD in Finance from the Haas School of Business at the University of California at Berkeley.

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