Pension funds
Protection policies
Profile
Lessons from disaster
Catastrophe Risk
More is less
Inflation
Volatility knocks
Variable Annuities
Inflated or deflated?
Inflation trading
Seeking consensus on LDI
Pensions
Supply-side economics
Pensions
Living with volatility
Variable annuities
Reality bites
Sponsored Statement
Legal lethargy
Constraining buy-side institutions to hold only investment-grade securities uses a nearly century-old metric with limited contemporary relevance. David Rowe supports one modest proposed reform
Pensions & life insurance
Introduction
Defending pensions
Profile
A liability defined
Pension indexes
In for the duration
Liability-driven investment
Getting the balance right
Inflation
CDS boost for pension funds
Pension fund managers have traditionally shied away from using credit derivatives. But in the current climate of ultra-narrow spreads, trying to outperform the market without using credit default swaps could prove to be a major handicap, as Sarfraz Thind…
No quick fix for US pensions
US Pension Reform
A false sense of security for pension fund trustees?
Pension funds
Understanding variations in the risk of multi-strategy portfolios
Investors spend a great deal of time and effort setting a thoughtful risk budget for their portfolio,only to see all too frequently that the targeted risk will be missed by a wide margin when theinvestment process gets started. In this article, Gang…
Increasing returns through managing risk at source
The world's largest pension fund, Calpers, has adopted an aggressive approach to corporate governance. Can this policy decrease risk and increase returns in its equity portfolio? Rachel Wolcott speaks to Christy Wood, who runs the fund's corporate…
Hedging of corporate pension liabilities
Bernd Scherer here proposes a normative theory of asset/liability management that views externally funded pension funds exclusively from a corporate finance point. Standard asset management solutions are derived after the corporate finance problem has…
Basel Committee announces "no action" on accounting issues
On Tuesday the Basel Committee on Banking Supervision issued a press release on the potential impact on regulatory capital of the implementation of certain International Financial Reporting Standards (IFRS).