risk

Uncategorised posts

Complexity: thinking ahead

Complexity is, well complex. And as trite as that sounds, it’s something investors, even professional investors, don’t understand well enough, according to Tim Hodgson, head of the Thinking Ahead Group at Towers Watson. The Thinking Ahead Group (TAG), as has been reported here before, gets paid to think – a gig conexust1f.flywheelstaging.com is envious of. […]

Amanda WhiteSeptember 26, 2012

Uncategorised posts

Investment risks rank highest for CalPERS

Investment controls and systems remain the highest risk at CalPERS according to its year-end enterprise risk dashboard.

Amanda WhiteJanuary 4, 2012

Uncategorised posts

Subtle charm in new asset allocation models

There is an over-abundance of literature about the failure of traditional asset allocation models, and the need for a new alternative that will solve all the world’s problems. But a new model by Morgan Stanley Alternative Investment Partners caught my cynicism by surprise this week.

Amanda WhiteOctober 19, 2011

Uncategorised posts

Equity risk still dominates CalPERS portfolio

CalPERS’ 52 per cent asset allocation to global equities accounts for 69 per cent of its total risk allocation, according to the fund’s risk management update to the end of June.

Amanda WhiteSeptember 14, 2011

Research

Accounting and sponsor risks in corporate pension plans

This study by EDHEC surveys how pension funds and sponsors manage the risks they face and how institutional constraints – accounting and prudential regulations, the organisation of the relationship between the pension fund and its sponsor, and social laws – influence investment strategy.

Amanda WhiteMarch 30, 2011