Risk Parity: Risk parity for pension schemes?
Gearing-up on bonds looks remarkably like LDI, notes Gwion Moore. So what does this tell us about the suitability of risk parity for an investor whose starting point is a significant short position in long-dated interest rates?
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IPE covers a good variety of very current and relevant topics. It is good to read the high-level, independent and objective perspectives from pension funds in other European countries; many of them are dealing with the same issues as we are, so it is interesting to learn from their experiences, especially when they are ahead of where we are on the curve.
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