Latest Special Reports – Page 110
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Use some discretion
In a volatile environment, systematic quantitative styles of currency management struggle to find their footing. Fundamentals-based strategies provide the best alpha-generation and preservation opportunities, argues Mark Farrington
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Gold: currency of last resort?
It has been years since the world abandoned the gold standard, but now, for many institutional investors, allocating to gold has become about currency and inflation hedging, writes Maha Khan Phillips
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Keep it simple
Choosing collateral and counterparty wisely will help to mitigate substantially against the future risk of default in securities lending, finds Iain Morse
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Seeing the wood for the trees
Timberland is growing in favour as distressed sales make the investment affordable. Nina Röhrbein discusses the sustainability aspects
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Carried away
Market volatility and central bankers racing each other to zero have beaten up the carry trade. Does this make the case for a diversified exposure to currency absolute return strategies? Martin Steward reports
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‘We ate all the nuts’
Liam Kennedy interviewed PIMCO’s Bill Gross and Mohamed El-Erian at their offices in Newport Beach, California
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ESG alphabet soup
The plethora of ESG programmes and plans has resulted in a confusing alphabet soup. Nina Röhrbein sought industry views
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Seed capital
Global demographics are driving agricultural returns for both financial and real assets, writes Martin Steward
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Natural assets
The equity of natural-resource producers is not perfectly correlated with commodities, but that is why they represent a useful, diversified exposure to the long-term commodity story, finds Lynn Strongin Dodds
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Prepare for inflation shock
Thomas Thygesen looks at how best to ease into an optimised and diversified exposure to an inflationary scenario
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Special ReportShining the light of transparency
Efforts are increasing to stamp out corruption and to restore confidence in global capital markets. Nina Röhrbein reports
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Credit crunch reshapes custody
Demand for custodians’ services is rising as the credit crunch forces trustees and pension boards to pay attention to previously neglected areas of risk, finds Iain Morse
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Boost your hedge
Supplementing index-linked bonds with alternative investments in the liability-matching portfolio can take some pressure off of the return-seeking portfolio – thereby improving risk management, argues Lionel Martlellini
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Maintaining the flow
Last year’s multi-faceted liquidity crunch will change the way funds of hedge funds manage their clients’ money, writes Beverly Chandler
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Back to basics
Years of under-investment in risk management cannot be solved simply by buying the hottest new technology, warns Lynn Strongin Dodds
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Sting in the tail
Extreme Value Theory and stress testing, in combination with factor-based risk models, can help investors around the shortcomings of VaR, says Jennifer Bender
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Identify the true risks
Mean-variance optimisation’s static focus at the asset class level should be augmented with a dynamic management of risk factors, argues Crispin Lace
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Time to be active
Market cycles must be managed dynamically and liabilities kept under control, says Paul Kemmer
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Diversification isn’t dead…
… it’s just more complex than many of us thought. Haitse Hoos argues that fiduciary management can help solve the challenges of active correlation-risk management
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Special ReportGetting a grip
The financial crisis has uncovered the shortcomings of traditional asset-class and market diversification. Martin Steward asks whether there is a better way
