Pension funds
Insight Investment: The need for non-cash variation margin
Pension funds tend not to have a lot of cash lying around, making it difficult for them to meet clearing house margin calls. Specialist asset manager Insight Investment is pressing for a solution. By Tom...
US pension funds are attracted by the low correlation to mainstream asset classes offered by 36 South's flagship fund, says its CIO. He says European funds should not ignore the US market
A crucial question in the investment strategy for a defined benefit pension fund is how this strategy will influence the time evolution of the funding level, i.e. the ratio of assets divided by liabilities....
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More Pension funds articles
Insurers eye longevity risk trades with Canadian and Dutch pension schemes...
Influx of new swap intermediaries and improved risk modelling to spur expansion
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FCMs and pension funds welcome long-awaited Department of Labour advisory opinion
Huge RPI swaps move catches market flat-footed
Some dealers said to have suffered losses after surprise decision to leave RPI methodology unchanged
Pension fund risk manager of the year: PGGM
Roughly 2.5 million people in the Netherlands count on pension administrator PGGM to look after assets that, as of last October, were worth €128 billion. It’s a heavy responsibility, and the firm’s risk and treasury executives say it tries to repay...
Collateral clawback fears leave US pension funds unable to clear
Banks and pension plans are waiting for the US Department of Labor to clarify whether initial margin counts as plan assets
Risk sharing and individual life-cycle investing in funded collective...
This paper deals with the question of whether it is possible to combine the insights and recommendations of optimal individual life-cycle investing with the proven gains of defined benefit pension funds. These gains stem primarily from cost efficiency...
Mean reversion in stock prices: implications for long-term investors
This paper discusses the implications of mean reversion in stock prices for long-term investors such as pension funds. We consider a mean-variance-efficient investor and show how mean reversion in stock prices affects such an investor's optimal portfolio...
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