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.
How private credit investors are preparing for software’s AI reckoning
As the private credit industry matures, the first real stress tests are emerging – from AI-exposed software loans to eroding covenants in megadeals. Institutional investors are responding by rethinking where the illiquidity premium justifies the risk.
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CPPIB launches unique in-house analysis engine
Internalising its portfolio accounting system has given CPPIB full control of its own data for the first time. Capitalising on this advantage, its total portfolio management department is building the capabilities to enable a consistent framework to better manage a broad range of risks across the entire fund, including a unique integrated model of public
Swedish fund goes farming for diversification
The Second Swedish National Pension Fund (AP2) will invest $250 million in a joint venture with a US pension fund and financial services provider to buy farmland in the United States, Brazil and Australia.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Californian funds told to invest in their own backyard
California Treasurer Bill Lockyer (pictured) sent his deputy Steve Coony to a recent CalPERS board meeting to tell the pension fund they needed to do more to invest in their own backyard. Coony shares his views with conexust1f.flywheelstaging.com on how public pension funds can play a greater role in boosting California’s ailing economy. mrec4inarticleinline Sponsored
De-risking is de rigueur, survey finds
Investors are looking to continue to scale-back their exposure to US equities, increase their allocation to fixed-interest assets and strongly focus on the liability side of their balance sheets, a recent survey of funds in the US and Europe found.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Bernanke throws the dice as funds look on bemused
Chairman of the Federal Reserve, Ben Bernanke’s speech at the International Monetary Conference this week reveals the delicate balance between the (stagnant) state of the US economy and the enormous growth of the emerging market economies.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Avoiding misinterpretation in calculating performance-based fees
Performance-based fee compensation relies on performance fee models that require that specific parameters be clearly stipulated in the investment management agreeement. This case study is one example of the misinterpretation that can occur when the fee model’s parameters are not specifically defined. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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