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.
The twin forces rewriting the rules of investing
Portfolios built for the old world will be severely tested as emerging forces rewrite the rules of investing. The Fiduciary Investors Symposium heard that geopolitical and macroeconomic upheaval, together with the disruption wrought by AI, should force asset owners to rethink the structure and composition of portfolios.
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SWFs struck at financial crisis epicentre: $50b in losses from financials
For their biggest public market investments in the last two years, sovereign wealth funds (SWFs) zeroed-in on the most dogged companies in the worst-performing sector: Western financials. These decisions incurred paper losses of $US56.3 billion, accounting for most of their public market losses for the period. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
South African investors embrace ESG
A group of South African investors, led by the country’s largest pension fund, the R711.15 billion (US$89 billion) Government Employees Pension Fund, have launched an investor network as part of their commitment to the United Nations Principles of Responsible Investment (UNPRI). Amanda White examines the ambitions of the network in changing the investment landscape in
Mubadala taps foreign expertise for new return sources
Setting its commercial finance joint venture with General Electric (GE) in stone last Sunday, the US$14.7 billion Mubadala Development of Abu Dhabi furthered its drive into investments designed to boost its home economy through knowledge transfer, from resources exploration and production and education, to the ultimate commodity hedge: a sustainable city founded in the desert.
Working hard for the money
Last year large institutional investors in the US, including the State of Massachusetts Pension Fund and CalPERS, dedicated money to senior bank loans. Amanda White examines the outlook for the sector and talks to group head of ING’s senior loan group, Jeff Bakalar, about whether institutional allocations to the sector have been tactical or strategic.
…as executives take pay-cut
The board of the Canada Pension Plan Investment Board will not award the individual component of executive’s short term incentive plans, due to current economic circumstances, however the chief executive and the three key investment professionals still earned a combined C$8.6 million in total compensation in the fiscal year to March. mrec4inarticleinline Sponsored Content scnative1
CPPIB changes asset weights, expands risk management…
The C$105 billion Canada Public Pension Investment Board (CPPIB) has adjusted the investment allocations in its reference portfolio, including an increased foreign exposure, and made significant risk management enhancements, as a response to the volatile economic environment and its long-term asset-liability matching. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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