foreign exchange

Risk

Why ATP adopted the FX Global Code

ATP is one of only five pension funds globally to officially adopt the FX Global Code by signing the “statement of commitment to the FX global code”. Thomas Bengtsson, senior portfolio manager at ATP and the fund’s representative on the Scandinavian FX Committee, explains why it is important for the fund.

Thomas BengtssonMay 28, 2019

Uncategorised posts

NBIM takes aim at forex practices

The manager of the $1 trillion Government Pension Fund Global has adopted the FX Global Code of Conduct and expects its counterparties to do the same. But the pension giant hasn’t stopped there.

Amanda WhiteNovember 16, 2017

Research

How Norway’s SWF deals with FX tail risk

From a risk management perspective, tail risks and return distribution asymmetries of investments are important to analyse. Norges Bank Investment Management (NBIM) in this note describes a modelling approach that addresses some of the weaknesses of standard risk models. It uses the model internally as a complement to standard models to evaluate tail risk in foreign-exchange […]

December 5, 2012