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.
CalPERS’ public and private equity reset shapes performance
CalPERS is continuing to reap the benefits of a sweeping overhaul of its public and private equity programs, with the two asset classes, which are the biggest components in the portfolio, powering a 14.8 per cent return for the $637 billion fund in the last reporting period.
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Carbon is next bubble, warns report
Capital markets may be creating a so-called carbon bubble by mispricing known fossil fuel reserves as assets, leaving investors with a systematic risk to their portfolios, new research claims.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
New Jersey doubles allocation to alternatives
New Jersey’s public pension fund is looking to almost double its allocation to alternatives, particularly hedge funds, lifting that allocation to a third of its assets, and is scaling back on equities despite it being its best performing asset class this year.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Robin Hood had it so simple
A Maid Marian of sorts, I like the idea of taking from the rich to give to the poor, and I certainly believe in a low-carbon economy, so it’s pleasing to see momentum building for the causes behind a financial transaction tax in Europe and the UK. But I’m not convinced such a tax is
Is this the beginning of real reform in NY?
New York Governor, Andrew Cuomo, has introduced a reform agenda for the $140 billion State Common Retirement Fund in a bid to reduce the burden of its liabilities on taxpayers, but there is no sign of fulfilling his election promise of changing the governance structure of the fund. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Columbia students solve governance problems
Financial studies students at one of New York’s most-respected business schools, Columbia Business School, are asked to suggest a new governance model for the State Common Retirement Fund, as its current model of a single trustee is held up to be “the worst example of governance” in a large pension fund in the developed world
Bespoke is the new black of risk management
Risk management is the new black – never out of fashion and always reliable. Russell Investments’ director of investment strategy, Canada, Bruce Curwood, explains why risk management is the cornerstone of investing and why now is the perfect time to talk to fiduciaries about their governance structures.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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