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Asset Allocation

NZ Super debates currency risk

NZ Super's recent five-year reference portfolio review saw much debate over currency risk, with the discussion elevating to the board - an unusual situation for the fund whose internal IC usually makes recommendations to the board.
Asset Allocation

Scenario analysis tool predicts U-shape

A U-shaped recovery is the most likely economic outcome in the US for the next two years, but stagflation has a higher than anticipated chance of occurring according to a new paper about scenario analysis co-authored by State Street and GIC researchers. The study revolutionises scenario analysis by reorienting it towards a path.
FIS Digital – June 2020

FIS 2020: Deglobalisation and politics

In the first of four articles looking ahead to FIS 2020, we highlight how the event will focus on de-globalisation and geopolitical stress, particularly the deteriorating relationship between China and the US. Elsewhere, FIS delegates will hear how asset owners are positioning their portfolios in today's challenging environment.
Risk

New AA model prioritises liquidity

Singapore’s sovereign wealth fund GIC and PGIM, one of the world’s largest asset managers, have collaborated to develop a world-first asset allocation framework that explicitly models the impact of private assets on total portfolio liquidity, incorporating both the top-down allocation view and the bottom-up cash flow view.
Risk

The importance of resilience

Already OPTrust’s portfolio can best be described as resilient. But CIO James Davis, who started his career in October 1987, expects global macro economic changes from this crisis that we have never seen before and he wants to position the portfolio for whatever is around the corner.
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