Pension funds
Monthly credit data review: UK corporates’ post-Brexit slide
UK financials show steady post-Brexit decline in credit quality
UC’s Bookstaber urges use of agent-based models
Pension fund’s CRO says buy side should go beyond stress tests and try to model systemic risk
Inflation derivatives house of the year: HSBC
Risk Awards 2017: Clearing, CSAs, CLNs, novations – UK bank's inflation business gets lean
Buy-siders weigh virtues of P2P repo
Tradition's platform is attracting interest, but obstacles remain to peer-to-peer repo
Can quants defuse the pension time bomb?
Alex Lipton argues new quantitative methods are needed to solve the looming pension crisis
Skewed views: banks, auditors split on CDS index trades
Views on risks and accounting treatment of arbitrage repack differ across the Street
Final EU non-cleared margin rules softened for pension funds
No margin concentration limits for pension funds, but intragroup rules threaten US equivalence
Optimal asset management for defined-contribution pension funds with default risk
This paper explores how a defined-contribution pension fund optimally distributes wealth between a defaultable bond, a stock and a bank account, given that a salary is a stochastic process.
Pension funds cautioned on equity-bond correlation
Buy-siders need to plug changes into VAR, say risk managers
Operational excellence is what the public deserves
Public sector institutions must learn from best practice in the private sector
US public pensions failing on operational risk
Outdated systems and lax controls expose pension plans to 'operational failure'
Pensions industry says permanent Emir exemption not enough
European Parliament and UK regulator push for carve-out, but industry unimpressed
Managing pension risk: The UK leads the way
Sponsored feature: Prudential Retirement
Surprise answer to regulatory squeeze: use more swaps
New rules could push buy-siders towards synthetic strategies
The ideas on offer to calm buy-side repo fears
Comprehensive solution to the challenges pension funds will face under central clearing remains out of reach
LCH.Clearnet considering repo lines to pension funds
CCP talking to pension funds about becoming direct repo counterparty
Pension funds press for central bank repo backstop
Bank of England support seen as 'only' option to ease collateral fears
LDI funds cool on zero-coupon swaps as price jumps
Clients complain of six-fold hike after rates volatility hits dealers' par swap hedges
Lighthouse: Korean pension plan sets Asian hedge fund trend
Japanese government pension will invest in hedge funds in three years, predicts FoHF
Pension funds in limbo as EC leaves Emir exemption gap
Funds could be subject to CVA charge for period of weeks or months
Infrastructure funds focus on de-risking energy investments
Investors see opportunities as utilities divest underperforming assets
Banks and pension funds fall out over bond CSAs
Common ground hard to find as dealers try to cut leverage exposure
InfraHedge assets rise as other MAPs stagnate
State Street says managed accounts rise due to stripped-back, cut-price service
Conduct remedies should focus on value not price
Regulator overlooking wider customer benefits, says PwC's Steve Folkard