Nick Wade from Northfield and the Curious Quant discuss the impact of COVID on risk modeling frameworks, assumptions, and how the recent movements in asset markets may or may not impact the short and long-term assumptions of asset owners.
COVID Popup Podcast: Curious Quant and Nick Wade discuss if risk models have something to say about pandemic risk.
Finland’s Elo: Larger equity allocations promise new media scrutiny
As Finland's pension funds prepare to increase their equity allocations to unprecedented levels compared to global peers, they must also navigate a new and unfamiliar risk. Elo's chief investment officer Jonna Ryhänen explains the fund's investment approach going forward and how it will manage stakeholder and media scrutiny as they react to swinging volatility and returns.
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Canada, The Netherlands lead the way on pension transparency
Canada is a standout in the transparency of pension fund reporting, topping the list of countries for the third year in a row. The top five countries were rounded out by The Netherlands, Australia, Sweden and the United Kingdom.
GPTB 2023: The funds that excelled
The highest scoring funds overall in the 2023 Global Pension Transparency Benchmark were also among the biggest improvers. Both Norway’s Government Pension Fund Global and AustralianSuper increased their scores by 14 points and were the biggest improvers in the top 10. Others included CDPQ, CalPERS, and PFZW.
Transparency improvements but more work needed on cost disclosure
This year's GPTB scores reveals an improvement across all of the four value-generating measures of cost, governance, performance and responsible investment, but cost transparency remains a laggard.
How Railpen keeps illiquid asset allocation on track
New research on private markets at Railpen has produced a framework that focuses on scenario planning and the uncertainty inherent in illiquid investments taking account of “portfolio steerability”, allocation drift and the impact on short-term liquidity management resulting in a more dynamic approach.
Energy is the fundamental systemic risk
Tim Hodgson, co-founder of the Thinking Ahead Institute at WTW, makes the case that energy is the metaphorical lifeblood of any system, and is therefore the fundamental systemic risk, and that this insight should inform how we go about our net-zero investing.
Why investors should integrate green revenues into portfolio construction
A recent paper from Singapore's GIC, FTSERussell and GMO explains why (and how) investors should integrate green revenues into their portfolio construction.
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