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Why ATP adopted the FX Global Code

ATP is one of only five pension funds globally to officially adopt the FX Global Code by signing the “statement of commitment to the FX global code”. Thomas Bengtsson, senior portfolio manager at ATP and the fund’s representative on the Scandinavian FX Committee, explains why it is important for the fund.
Research

How Norway’s SWF deals with FX tail risk

From a risk management perspective, tail risks and return distribution asymmetries of investments are important to analyse. Norges Bank Investment Management (NBIM) in this note describes a modelling approach that addresses some of the weaknesses of standard risk models. It uses the model internally as a complement to standard models to evaluate tail risk in foreign-exchange […]