Investment risks rank highest for CalPERS
Investment controls and systems remain the highest risk at CalPERS according to its year-end enterprise risk dashboard.
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Subtle charm in new asset allocation models
There is an over-abundance of literature about the failure of traditional asset allocation models, and the need for a new alternative that will solve all the world’s problems. But a new model by Morgan Stanley Alternative Investment Partners caught my cynicism by surprise this week.
Equity risk still dominates CalPERS portfolio
CalPERS’ 52 per cent asset allocation to global equities accounts for 69 per cent of its total risk allocation, according to the fund’s risk management update to the end of June.
Accounting and sponsor risks in corporate pension plans
This study by EDHEC surveys how pension funds and sponsors manage the risks they face and how institutional constraints – accounting and prudential regulations, the organisation of the relationship between the pension fund and its sponsor, and social laws – influence investment strategy.
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