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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SWFs in real estate
The 800-pound gorilla of the real estate market, sovereign wealth funds, is increasingly exercising its muscle by investing directly in property as a way of cutting fees and potentially achieving better returns, new research finds. The latest snapshot of sovereign wealth funds’ interest in property by alternative-asset researcher Preqin shows that 85 per cent of
Hedging implications for
liability-driven investors
Managing surplus risk enables pension plans and endowments to align their asset allocations with their future obligations. Market Insight:Analyzing Hedges for Liability-Driven Investors seeks to better understand the drivers of surplus risk and to analyse the potentially subtle impact of specific hedges. In Goldberg and Kim’s case study, a term-structure hedge using an interest-rate swap
Real estate sustainability
The Global Real Estate Sustainability Benchmark (GRESB), which will launch its third annual sustainability survey today, has announced a partnership with the Global Reporting Initiative to enhance sustainability reporting. The survey allows participating fund managers to benchmark their portfolio on environmental and social performance against their peers. The GRESB Foundation is backed by 30 institutional
Top1000funds.com audience using social media for business
Thank you to all our readers who responded to the Top1000funds.com Audience Behaviour Survey. The survey’s overall aim was to allow us to better tailor our portfolio of products and events to you our readers. Some of the interesting findings included that our typical reader is aged between 41 and 50 and earns between $96,000
Global property lures investors
Property investors should look beyond the current languid growth in developed market economies and position their portfolios for a recovery in the world economy in 2013 and 2014, Mark Roberts the global head of RREEF Real Estate says. Roberts, who also chairs the National Council of Real Estate Investment Fiduciaries (NCREIF), points to initial yield
Why Global Investment Matters
The recent rally on global markets does not mean that the risk environment has abated Towers Watson’s global head of investment Carl Hess has warned. Speaking from New York prior to the launch of the consultant’s report Global Investment Matters, Hess says that while the risk of the imminent collapse of financial markets has lessened,
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