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.
Sort content by
Malaysian and Singapore funds develop joint investment
Khazanah Nasional Berhard, the investment holding arm of the Government of Malaysia, and Singapore’s Temasek Holdings have joined forces in their first joint development investment.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Turbulence and outflows signal emerging markets drawdowns
A new paper by State Street Associates looks at signals for determining emerging markets currency depreciation as part of an overarching theme that concentrates on the enhanced value of combining indicators of risk and behaviour. Amanda White spoke to one of the authors, David Turkington. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
CalSTRS’ leap of faith brings assets in-house
In an act of faith for the investment staff at CalSTRS, the board has approved that a further $15 billion in assets be managed in- house, including some strategies outside those first recommended by the investment staff.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Dutch pension funds back reform program
High-profile Dutch pension funds and their service providers have come out in support of an agreement to radically reform the country’s pension system.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
High-maintenance Hedgie Seeks Indulgent Insto, VM
Without question my favourite car is a 1960 Mercedes Benz 190SL. Recently I was thinking that maybe my expectations from such a car are similar to the way institutional investors think about hedge funds. It’s certainly uncorrelated to my other car.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Funds face enforced consolidation
Funds in the Australian pension industry will face enforced consolidation if they do not do a better job at managing the compulsory contributions of millions of workers, the Federal Government’s chief superannuation advisor has warned.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Leave a Comment
You must be logged in to post a comment.
Login