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.
The twin forces rewriting the rules of investing
Portfolios built for the old world will be severely tested as emerging forces rewrite the rules of investing. The Fiduciary Investors Symposium heard that geopolitical and macroeconomic upheaval, together with the disruption wrought by AI, should force asset owners to rethink the structure and composition of portfolios.
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Litigation, fees and structures: Why 401(k) plans won’t jump into alts, yet
President Trump has fired the starting gun on encouraging America's 401(k) plans to invest in private assets but corporate plans remain concerned about fees, structures and litigation. Meanwhile many DB funds are voicing their concerns about how it might impact access to investments, alpha, and change the asset class.
OMERS flags end to supercharged private equity returns
OMERS has warned that investors need to temper their expectations regarding the performance of more recent private equity vintages, as the favourable environment of high valuation multiples and low interest rates that spurred over a decade of superior returns begins to fade, said APAC head Ashish Goyal in Singapore.
The efficiency trap
Will the relentless pursuit of efficiency undermine our ability to build a resilient and sustainable future? Andrea Caloisi, a researcher at the Thinking Ahead Institute at WTW, explores how complex systems, driven by short-term optimisation, may be fuelling long-term fragility.
PFZW’s IC chair explains why cutting equity names hones impact
Professor Dirk Schoenmaker, investment committee chair of the €250 billion ($291 billion) Dutch healthcare pension fund Pensioenfonds Zorg en Welzijn (PFZW), whose expertise has helped inform its "3D" investment strategy, explains why less is more in an equity allocation with fewer stocks.
CPP hires former AIMCo Singapore head to bolster TPA
After hiring former CalPERS' investment chief Ben Meng six months ago, Canadian pension giant CPP Investments has added another seasoned pension executive, Kevin Bong, to its investment team, in a sign that the C$732 billion ($530 billion) behemoth is staffing up to focus on alpha and enhance total portfolio management.
ACERA eyes global, more active approach for $6.6b equity portfolio
The $13.2 billion Alameda County Employees’ Retirement Association fund is planning a major overhaul of its equity portfolio, shifting from a passive US-focused approach to a more global, actively-managed strategy in an effort to boost returns. The shift will result in manager terminations and searches.
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