Wealth Symposium
2026 | NSW

H&B Chairperson

When strategy isn’t enough, how do you align growth and operations to scale exceptional client experiences?

Sales and service delivery cannot operate in isolation. This session explores the “two-engine” framework, revealing how execution discipline and AI integration build a scalable business. Discover how to eliminate friction across the client journey, using technology not to replace human interaction, but to anticipate needs, foster intergenerational loyalty, and deepen connections far beyond traditional investment performance.

Who benefits when a higher cost of capital fractures the property market?

Rising interest rates have ruthlessly repriced Australian commercial real estate, punishing overleveraged portfolios while creating generational opportunities for those with liquidity.

This session unpacks the realities of the current market as we explore how stabilising cap rates and distressed sellers provide exceptional entry points into premium assets. A session on how to leverage this dislocation, capturing robust, inflation protected yield by acquiring high quality property at fundamentally reset valuations.

While bonds suffer duration pain, allocators are seemingly crowding into private credit. So how do you capture premium yield without trapping capital in illiquid private markets?

This session challenges that illiquidity trade-off as we explore how a dynamic, multi-sector approach to global public credit by rotating actively across high yield, bank loans, and structured finance, delivers the necessary return premium. Our speaker discusses how  how exploiting inefficiencies across broad public markets captures deep structural yield and resilience, without sacrificing crucial daily liquidity.

Is your credit allocation artificially constrained by the public versus private debate? Moving beyond the liquidity argument, this session unites global public fixed income with private credit.

We contrast a broad, active public approach with the structural illiquidity premium of European lending. Our speakers provide perspective on how combining liquid global corporates and securitised assets with high conviction private deals creates a holistic credit engine to maximise the risk-adjusted yield and geographic diversification across the entire liquidity spectrum.

How do you capture broad economic growth without blindly buying a top heavy benchmark?

This session contrasts two approaches to global equities. One with a patient, contrarian lens to exploit mispriced market anomalies while the other deploys a highly dynamic, forward looking strategy to capture durable earnings compounding.

We examine how both managers navigate supply chain reconfigurations, persistent inflation, and extreme valuation dispersion to ultimately see how these divergent philosophies both build critical portfolio resilience.

How do you allocate when the sovereign bid for gold, energy-driven geopolitics, and artificial intelligence collide?

Stepping beyond standard asset classes to dissect these macro forces as discretionary opportunities. We unpack these structural shifts to understand how to allocate in a rapidly changing global landscape.