A research paper by executives at the Dutch Central Bank, De Nederlandsche Bank, examines tail risk, and shows that historical tail betas are able to capture the sensitivity to future systematic tail risk.
The paper can be downloaded here
Research
Systemic tail risk
Research
Top1000funds.com rated ‘most useful’ by readers
Research into Top1000funds.com readers’ preferences and habits reveals that the publication is rated as the most useful to them in the performance of their jobs, and is read by some of the most senior investment professionals inside asset-owner organisations around the world.
STAFF WRITERMay 2, 2024
Featured Story
IMCO World View: Decoupling, tech and private markets drive future trends
Many of the certainties investors have taken for granted over the past several decades appear to be fading. In its World View research, Canada's IMCO reflects on the years ahead
Sarah RundellFebruary 2, 2023
Featured Story
WEF lays out global risks ahead: Cost of living and climate dominate
The world faces a set of risks that feel both wholly new and eerily familiar. The Global Risks Report 2023 explores some of the most severe risks we may face over the next decade.
Callum JonesJanuary 18, 2023
Uncategorised posts
OECD flags enduring obstacles to illiquid investment
A recent OECD report argues that pension funds have a vital role to play in helping finance the COVID recovery in areas like infrastructure and SME investment. Yet it also warns of pension funds’ limitations when it comes to investing in illiquid assets, and the risks.
Sarah RundellJanuary 5, 2023
Featured Story
Global SWF: GIC leads; oil fuels Gulf funds and hedge funds give refuge
Singapore’s GIC invested more than any other SWF last year and fuelled by buoyant oil revenues, Gulf SWFs have had and are expected to continue their investment rampage. Elsewhere, hedge funds have proved one of the most successful allocations, particularly for ADIA, says Global SWF in its annual report.
Sarah RundellJanuary 3, 2023
Research
Don’t shy away from emerging markets in volatile times
Good quality, holistic research is more important than ever when assessing emerging markets investments with a sustainability lens, argues a portfolio manager at Newton Investment Management.
Ben HurleyDecember 6, 2022
Featured Story
ADIA sets up ADIA Labs in another boost to tech capabilities
ADIA is setting up ADIA Labs in another boost to its tech capabilities. Focussing on data science, AI, machine learning and quantum computing, the research unit will help inform global trends set to drive returns in the future like the transition, blockchain, financial inclusion or space.
Sarah RundellOctober 20, 2022
