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.
Beyond asset classes: Active credit becomes the test case for Florida’s portfolio evolution
Florida State Board of Administration has built an active credit portfolio spanning public and private markets, CIO Lamar Taylor says the initiative could be the first step in a broader shift away from traditional asset-class investing towards a framework centred on return drivers and risk exposures.
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Demystifying equal weighting
The idea of accessing risk premia through the use of index-based funds and ETFs has been gaining momentum in recent years. Risk premia indexes aim to reflect the equity premia of stock characteristics such as value, size or momentum. Among the risk premia indexes, equally weighted indexes are some of the oldest and most well
Exchanges support
better disclosure
A line in the sand has been drawn on the short-term behaviour of all participants in capital markets – including companies, brokers, funds managers and investors – with the formal commitment of five stock exchanges to promote long-term, sustainable investment and improved environmental, social, and governance disclosure and performance among listed companies. With a combined
Past volatility making way for future steady yields
The role of emerging markets debt is evolving from a return-enhancer to providing some buffer against volatile markets. Emerging markets debt has been one of the best performing asset classes in the last decade but experts say those spectacular returns may be a thing of the past. There are signs emerging markets debt is becoming
Strong investor interest in corporate debt
Emerging markets corporate debt is taking on a bigger role in fixed-income portfolios with attractive yields and strong underlying fundamentals relative to both sovereign and developed-market high-yield debt attracting investors. While still beholden to sell-offs in risk assets, emerging markets corporate debt has seen strong inflows from institutional investors driven by returns that have outperformed
Laws add to
de-risking push
Recent legal changes governing how US corporate pension plans calculate their funding liabilities could increase moves to de-risk pension plans, particularly through lump sum payments to participants, says Matt Herrmann a retirement risk expert at asset consultant Towers Watson. Herrmann, leader of Towers Watson’s retirement-risk-management group, says the legislative changes that passed through both houses
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