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.
CPP, NBIM CEOs swap notes on leading through teams, not bureaucracy
In a high-level exchange between two of the world's largest and most sophisticated asset owners, CPP Investments’ chief executive John Graham shared a leadership lesson with Norges Bank Investment Management chief executive Nicolai Tangen: having an aligned senior team is one of the most critical things a leader can build. The two funds, which are consistently leaders in transparency, also exchanged playbooks on managing bureaucracy at large organisations.
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France’s FFR halves equities, weights bonds
Equities allocations have been slashed as a result of government changes to the liabilities of the Fonds de Reserve pour les Retraites (FFR) which prompted changes to the fund’s investment policy. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Japan disaster registers shocks on the Macro Scale
The natural disaster in Japan, that has tragically killed more than 3,000 people, caused millions of dollars damage and thrown the Middle East off the front pages, could also mark a pivotal moment in investments, with markets back to being triggered by macro concerns.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Inflation spectre should scare investors back to text books
Inflation is a big risk for most pension funds around the world. The question is: what do you do about it? The interesting point, though, is if inflation is a ‘fat tail’ risk, maybe it’s already been too widely signalled.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Funds count costs of external asset management
Cost is the flagrant motivation in the trend for US pension funds to move assets in-house, but as this article explores, budgets also need to extend to the demands of investment research, travel and staff incentive compensation.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Volatility cycles of value stocks
This MSCI research examines the volatility cycle of value stocks, shedding light on the changes in relative contributions of value and non-value portfolios to total risk.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Momentum in Japan works well: Asness
By studying value and momentum in Japan as a system, because they are strongly negatively correlated, this paper by AQR’s Cliff Asness argues that despite popular belief, momentum “works quite well” in Japan.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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