Pension funds

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…

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…

Pension fund risk systems advance

Vendors seeking to cater to pension fund clients are rolling out a new breed of asset/liability risk analysis tools to complement risk reporting and benchmarking systems, all tailored to the unique needs of these institutions.

New disclosure rule boosts pension risks

New UK accounting rule FRS 17 will force companies to disclose pensions liabilities on corporate balance sheets. The risk management issues are wide-ranging, and experts have few easy answers. Furthermore, the new rule could soon be adopted in a number…

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