A research paper by MSCI examines the implications for Dutch pension plans if the country’s regulators introduce the ultimate forward rate in the construction of the yield curve used to discount pensions’ liabilities to their present value. Read all about it here: Research_Insights_Dutch_Pension_Plans_Sept_2012
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The ultimate forward rate: implications for Dutch pension plans
Dutch pension plans, MSCI, regulators introduce the ultimate forward rate, research paper, yield curve
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GIC, Temasek eye trillions of growth in climate adaptation market
Singapore’s two largest asset owners, GIC and Temasek, see attractive opportunities in climate adaptation solutions – a relatively underfunded area compared to decarbonisation. The former has already made selective adaptation investments and said the opportunity set across public and private debt and equity could increase to $9 trillion by 2050.
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EDHEC study looks at risks in commodity markets
A number of policy-makers have blamed the decade-long rise in commodity prices and recent market volatility on the growing influence of financial investors and called for new regulation restricting their participation in commodity markets. Market financialisation has also led investors to worry about higher integration between commodity and traditional financial markets weakening the portfolio benefits
Reclaiming fiduciary duty balance
Reclaiming fiduciary duty balance between prudence, loyalty and impartiality is critical to sustaining pension promises, this article claims. It would encourage better alignment of pension service providers’ supply chain interests, adoption of fit-for-purpose pension fund governance practices, and implementation of precautionary risk management policies.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Investors missing out on having their say on international codes and conventions
Jane Ambachtsheer, the partner and global head of responsible investment at Mercer, looks at the problem of investors being excluded from the development of a range of norms, codes, and conventions that seek to govern corporate behaviour.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
PRI releases infrastructure case studies
The United Nations-backed PRI has released a compendium to highlight how its signatories are implementing responsible investment practices in infrastructure investment.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Does pension fund fiduciary duty prohibit ESG integration?
This study analyses more than 1,500 firms from 26 developed countries over a 77 months period using ratings supplied by EIRIS. The results show zero indications that the integration of aggregated or disaggregated corporate environmental responsibility ratings into pension fund investment processes has any detrimental financial effect.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
The changing role of hedge funds in the global economy
According to the modelling in this paper, a modest allocation to hedge funds would improve the returns to US public pension funds by about $13 billion annually. It also shows that the track record of hedge funds in recent years illustrates that hedge funds have not been “an important source of systemic risk”. mrec4inarticleinline Sponsored
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