Pension funds
Longevity risk under Solvency II
Longevity risk under Solvency II
Hedge funds can rescue pension fund industry, says Cern pension chief
Radical conservative
Cern Pension chief urges others to ‘think like global macro hedge funds’
CEO of the Cern Pension Fund Theodore Economou says pension funds should use the techniques of the best global macro hedge fund managers to control risk and volatility while producing absolute returns
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 Osborn
36 South opens volatility hedge fund for US pensions
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
Defined benefit pension strategy with stochastic volatility
Defined benefit pension strategy with stochastic volatility
Insurers eye longevity risk trades with Canadian and Dutch pension schemes
Influx of new swap intermediaries and improved risk modelling to spur expansion
DOL paves way for US pension funds to clear swaps
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
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
The unintended consequences of the UFR
Annuity dawns
Sponsored statement: Standard Chartered
Asia’s local capital markets stand on the verge of a boom
BNY Mellon fails to have securities lending lawsuit dismissed
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
Next economic crisis to come from pension funds
Unregulated pension fund industry will be a systemic concern
Risk institutional investor rankings 2012
Deutsche on top
Australian super funds look to cross-currency basis swaps
Cross purposes
Market unrest prompts caution over commodities as diversifying asset class
Diverse strategies
Legal & General produces first index for Source commodity ETF
Legal & General Investment Management has created a commodity index that serves as the basis for a new ETF launched in partnership with Source
Meeting the volatility challenge of guaranteed products
No guarantees
Sovereign debt crisis spurs investment in cat bonds
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
Solvency II for pensions could be ‘killer blow’ for UK schemes