Asset Allocation – Page 106
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News
Credit risk premium ‘underestimated’ due to duration fault, says AQR [updated]
Eerroneous matching of duration between risk-free sovereign bonds and corporate bonds led to underestimation of pure credit risk-premia
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News
Norwegian oil fund adopts ‘broad criteria’ for climate change exclusion
Government accepts policies from independent report, will not implement sector-based divestment from oil, gas
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News
LGPS investment regulations should mirror private sector, says GMPF
Some LGPS investment regulations ‘too prescriptive’, according to Greater Manchester Pension Fund
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News
Mandate roundup: Dorset County, Wiltshire Pension Fund, Loomis Sayles
Dorset pension fund targets two managers for £480m in global active, smart-beta equity strategies
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Asset Class ReportsSwitzerland’s AHV tenders CHF500m global equity portfolio
First-pillar fund announces tender worth more than half of current small-cap exposure
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News
NEST appoints LGIM to manage single-year Gilt strategy shift
Auto-enrolment provider chooses UK asset manager for single-year Gilts, replacing cash
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Country Report
German funds under pressure to review asset allocation
German pension funds must review their strategic asset allocation to avoid headwinds in the fixed-income market
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Features
Asset Allocation: The big picture
As the US economy continues to recover, the hour when the Fed starts to tighten is approaching
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NewsBank of England to run rule over asset managers' liquidity strategies
UK central bank to work with regulator to analyse asset managers’ approach to managing liquidity in stressed markets
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News
UK roundup: Financial Conduct Authority, F&C, LDI market
UK financial regulator to launch review of asset management industry in coming year
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News
IBM Germany pension fund makes first foray into private equity
Chairman cites uncertainty over implementation of AIFMD for delay
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News
Polish pension funds look to UK, German equities after reform
Local OFEs to grow share of overseas equities in wake of reform requiring 75% minimum exposure to equities
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News
Direct reinsurance contracts 'new norm' for longevity swaps, says PICA
Reinsurance firm says no new deals following traditional methods, UK pipelines to create pricing pressure in market
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News
Lothian implements £300m strategy change as funding level drops
Scottish LGPS shifts more investment strategies in-house, sees funding level drop to 91% after actuarial valuation
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News
Mandate roundup: Lancashire, Horeca, Northern Trust, ECB, Deloitte
Local government scheme makes appointments to transition management framework after partnership agreement with London fund
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News
NEST reveals principles for post-Budget default retirement solution
Multi-employer master trust says consensus over default solution is evident in consultation responses
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News
Norwegian oil fund sees double-digit property returns as oil revenue slumps
Sovereign fund continues to diversify away from Europe as it invests in Ghana, Mauritius
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News
Rising management costs see PPF consider in-house team
UK lifeboat fund expects management costs to rise by one-third as it pushes into alternative assets
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News
Santander pension fund closes in on £10bn after 18% return
UK scheme for banking group makes raft of property purchases, implements new hedge fund strategy
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News
Austria's fair-finance fund moves to decrease bond sensitivity
Country’s youngest Vorsorgekasse makes first forays into real estate, micro credit
