AQR on Evaluating the Credit Risk Premium
What are you really earning for holding corporate debt—and how are you measuring it?
Risk
De-Risking Activity Picks Up After Slow Q1
Less than £1 billion of new business was recorded by insurers in the UK bulk annuity market in the first quarter of 2015.
Rothesay Life Takes On Zurich Annuity Business
The de-risking trend is continuing, with insurers now seeking to offload non-core legacy assets.
PRT Losing to LDI, Survey Finds
Nearly three-quarters of corporate pension plans are not considering pension risk transfer deals in 2015, according to Clear Path Analysis and Prudential.
Managing Risk Will Only Get Harder, Asset Owners Warn
Investors are taking regulatory challenges in their stride, but a survey has found risk management is becoming more of a headache.
Lehman Brothers Secures UK Pension with Buy-in
The pension fund for the collapsed investment bank has transferred liabilities to Rothesay Life.
How to Avoid the Next Sovereign Debt Crisis
Standard & Poor’s believes a sustainable, multi-factor investing approach to fixed income can help avoid future government debt dramas.
Lloyds Bank to Enter UK Bulk Annuity Market
Scottish Widows is building a team to break into the growing de-risking sector.
UK Annuity Reforms to ‘Boost De-Risking Market’
After a record year for risk-transfer deals, the changing shape of retirement in the UK could mean more capacity for insurers.
Advocacy Group: CIOs 'Showing Willful Negligence' with Climate Risk
Nearly 85% of the world’s largest investors have failed to implement climate-risk management systems, according to the nonprofit Asset Owners Disclosure Project (AODP).
How Pensioners Will Move Yields as Much as the Fed
Don’t expect bond yields to suddenly soar once interest rates are moved—there’s much more to it than that, says Moody’s.
Is It Dangerous to Bet on the US Dollar?
Research Affiliates has advised investors diversify and find opportunities in emerging market currencies to avoid being burned by an overvalued dollar.
The Strange Times of Negative Yields
As asset returns dip into the negatives, it may be wise to take less risk rather than more.
The Problem with Active Share
Two academics have hit back after their popular measurement for active management was questioned by AQR.
PIMCO: A Two-Style Approach to Outperformance
Combining carry and trend strategies could lead to high risk-adjusted returns in both falling and rising interest rate environments.