Banks and pension plans are waiting for the US Department of Labor to clarify whether initial margin counts as plan assets
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....
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...
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Pension funds articles
The Bank of New York Mellon has failed in its bid to dismiss a lawsuit that alleges it lost more than $1 billion by mishandling pension funds’ investments in Lehman Brothers
Legal & General Investment Management has created a commodity index that serves as the basis for a new ETF launched in partnership with Source
Life insurers and pension funds using insurance-linked securities as diversifier, as deal activity jumps in fourth quarter
Solvency II for pensions could be ‘killer blow’ for UK schemes
Investment structure key to attracting pension funds to UK infrastructure plan
A step ahead
Deal with Standard Life points to new wave of demand for defined contribution scheme buy-outs
ABN Amro predicts half of Dutch company pension funds will shift assets to insured schemes
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.