The Extreme Risks Threatening Investment Portfolios
Forget the banking crisis, the most pressing extreme risks threatening investments are much more terrifying.
Risk
Why You Must Diversify Your Emerging Market Exposure
Large amounts of assets in emerging market consumer-friendly brands is putting too much risk on investors’ portfolios, an asset manager has claimed.
Greater Investment Skill Needed to Tackle Deficits, Investors Told
Russell Investments’ Sorca Kelly-Scholte said simple de-risking has become too expensive and the time for a more tactical, strategic approach is now.
Future-Proofing Pension Risk Transfers: Worth the Cost?
Law firm Herbert Smith Freehills has advised investors seeking to buy-in or buyout to ask for more risks to be covered than just inflation, interest rate, and longevity.
Is the Pressure to Buyout Putting Members' Benefits at Risk?
UK actuaries are coming under pressure to sign off on pension increase exchanges from plan sponsors.
GSAM: Opportunities Rise as Market Efficiency Drops
A whitepaper argues that changes in brokers and central banks’ behaviors have reduced fixed-income market efficiency, creating opportunities for alpha returns from relative value strategies.
Better Risk Management Required to Sustain DB Plans
DB plan sponsors need to change risk management strategies to accommodate changing demographics and increasing longevity.
Au Naturelle: Nomura’s Alternative to Risk Parity
Natural weighting is the new smart beta formula, according to Nomura.
Graphic: Corporate Pension Deficits, by Firm and Region
The US, UK, or continental Europe? Whose listed companies are on the biggest hook?
Inflation Assumptions Under the Spotlight
Getting estimates of inflation wrong can have disastrous effects on your deficit levels, but which pension funds were most off target in the last decade?
Rothesay Life Secures £484M Buy-in With Philips Pension Fund
The Goldman Sachs-owned insurer is ramping up the pension risk transfer deals ahead of its sale next year.
A Four-Point Plan for Smart Re-Risking
Artificially depressed rates are hurting liabilities, but the challenge is forcing investors to reassess their views on how to use risk.
Insurers Turn to Swaps, Futures, and Options in Risk Management Push
Insurance CIOs are becoming more sophisticated in how they deal with risk by exploring new asset classes.
Preparing for Pension Risk Transfer: Which Assets Do Insurers Want?
A study of which assets are the best to hold if you want to negotiate an assets-in-kind buyout deal.
Nomura: Equity-Bond Correlation Will End This Year
The painful positive correlation between bonds and equities experienced in 2013 has been predicted to reverse.