Qontigo Riskwatch April 2020

April 2020 (Magazine)

* Data as of 28 February 2020. Forecast risk estimate for each index measured by the respective US, World and Emerging Markets Qontigo model variants

Topics

News
PGB limits crisis impact due to put options
2020-04-02T12:51:00Z
The fund reduced its equity portfolio from 49% to 39% at the start of this year
News
Japan’s government fund increases foreign bonds by 10%
2020-04-01T12:32:00Z
Fund pulls back on domestic government bonds exposure for the next five years
News
MP Pension uses equity doldrums to close €482m short futures
2020-03-31T12:43:00Z
Danish pension fund still sees light at end of tunnel - but tunnel is long, says CIO

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Features
Virtu Global Tradewatch April 2020
April 2020 (Magazine)
February 2020 data as of 6 March 2020
Analysis
Pensions accounting: IASB faces disclosure tussle
April 2020 (Magazine)
The story of the latest work by the International Accounting Standards Board (IASB) on pensions disclosures starts last July when the board agreed on two specific disclosure amendments that it wanted to make to International Accounting Standard 19 (IAS 19), Employee Benefits.
News
Pensions Briefing: Incorporating ESG factors in pension investment activity
April 2020 (Magazine)
A look at IOPS supervisory guidance on the integration of ESG factors in the investment and risk management of pension funds