All derivatives articles
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NewsEIOPA flags persistent market risk for IORPs amid stable overall outlook
EIOPA’s latest dashboard shows overall risk assessment for EU occupational pension funds at medium level, but warns of high market and asset return risks
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NewsKZVK winds down equity risk derivatives as part of portfolio overhaul
The €36bn German occupational pension provider for employees of the Catholic Church plans to reconfigure its equity risk management framework this year
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Opinion PiecesViewpoint: How should institutional investors insulate from poor private equity performance?
2024 was by many measures another poor year for private equity. Against the backdrop of flat industry assets under management and falling capital raised, annual exits have now fallen to 50% of the levels seen in 2022. Cash distributions, aided by a range of financial engineering techniques rather than true ...
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AnalysisDutch pension funds hedge equity risk in run-up to DC transition
While some funds have sold part of their equity exposure, more are likely to use options to reduce the downside risks to their listed equity investments
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NewsSwiss pension funds association updates ESG reporting standards
ASIP updates standards to strengthen qualitative reporting, especially for stewardship
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InterviewsHow pension funds manage derivatives and liquidity needs
The use of derivatives, for hedging and other purposes, is common among pension funds, but it can be a drain on liquidity. We asked three pension funds how they ensure adequate levels of liquidity when interest rates are volatile
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NewsDutch pension funds increase short-term holdings
The increased liquidity reserves risk negatively impacting long-term returns, signals regulator DNB
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NewsEIOPA proposes stricter liquidity risk management for pension funds
An increase in interest rates would potentially require pension funds to fulfil margin calls of almost €67bn
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NewsIBM’s Danish pension fund rapped by FSA for using key assets as collateral
Closed company DB scheme found to have insufficient unencumbered assets to cover obligations, given that some were pledged as security for derivatives
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NewsSBAI agrees emissions risk, impact reporting principles for derivatives, shorts
Alternatives body proposes ‘endorsed emissions’ metric to account for impact sought through divestment or portfolio tilting
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NewsUK pensions groups call for pension fund clearing exemption to be retained
The UK’s HM Treasury consultation on pension funds’ exemption from the clearing obligation closed on 5 January
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NewsBVI favours active account requirements to strengthen EU clearing services
German fund industry association distances itself from EFAMA’s position
