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.
WTW’s Urwin defends TPA value-add as attribution scrutiny intensifies
Roger Urwin, one of the industry’s most well-known proponents of TPA, has defended it against the growing scepticism of its reported performance edge over SAA, saying “TPA is a system” and any performance attribution is difficult to isolate from the broader context each fund operates in. In an interview with Top1000funds.com, he also weighs in on whether some funds are inherently unsuitable for implementing TPA.
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How CalPERS aims to add 50-60 bps using TPA
Stephen Gilmore says he can add 50 to 60 basis points to portfolio returns by using a total portfolio approach. In a long interview, Amanda White spoke to the CIO of CalPERS about why a TPA mindset can add value, simplify accountability and open new opportunities for investments.
Why West Virginia’s CIO is worried about its China divestment directive
The $28 billion West Virginia Investment Management Board will divest from Chinese state-owned companies and CIO Craig Slaughter has reservations about the decision. He outlines in an interview with Top1000funds.com about why the directive is an extension of a big threat facing investors: a decline in liberal democracy.
USS paper urges governments to do more to support climate policy
A new report from USS and the University of Exeter, argues that investors who focus on decarbonising their portfolios won't change real-world decarbonisation and would have more impact on climate change by buying transition investments.
TRS strikes gold: Tiny allocation crushes its benchmark
This year, TRS doubled its tiny allocation to gold via a special fund that buys gold ETFs and mining companies. The strategy returned nearly 60 per cent, thanks to market conditions including inflation, geopolitics, government debt levels and de-dollarisation pushing gold higher.
Moving from risk 1.0 to risk 2.0
As investors move into 'risk 2.0', how should they change their modelling approach and investment toolkits? WTW global head of portfolio strategy Jeff Chee outlines in this column why investors should consider principles such as greater use of qualitative risk measures.
Private asset funds are no longer fit-for-purpose
The surging interest in generative AI has triggered a technological arms race, driving demand for data centres. Investors are looking to capitalise on what is often described as a generational opportunity, but as Blue Owl’s James Clarke cautions, there are several important factors to assess in partners for the long-term.
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