All volatility articles
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NewsGerman investors prioritise ESG, sustainability criteria
Plus: Private credit remains solid despite volatile market
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Opinion Pieces
Viewpoint: Swap spreads at stress levels
Asset swap (ASW) spreads are currently trading at historically high levels as volatility in rates markets has remained high. We believe there is an opportunity for continental European pension funds to enter into Euribor receiver swaps and sell Bunds in their matching portfolio. Indeed, we expect that the peak in ...
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News
Swiss Pensionskassen prepare to face rising interest rates, inflation
The war in Ukraine has caused a ‘significant setback’ for the performance of pension funds in the first months of the year, sayd Complementa’s CEO
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News
Cassa Forense holds 30% of investment portfolio in volatile markets
The fund’s strategic position combines liquidity and short-term bonds, with funds investing in precious metals and high-quality equity investments
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News
UK roundup: London councils switch pension investments to renewable energy
Plus: DB schemes maintain surplus amid market volatility
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News
Investors battle with volatility, inflation while repositioning assets following sanctions
While inflationary pressures mount as the ECB plans to scale back quantitative easing, geopolitical risks remain very difficult to assess
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News
European investors continue to shed Russian assets as sanctions increase
Uncertainty, volatility and financial sanctions for Russia, but still good global economic growth
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Pension schemes look to ‘complex’ portfolio construction
APK Pensionskasse and HVB Trust Pensionsfonds talk about asset allocation during the IPE DACH Institutional Week forum
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News
Best-performing UK fiduciary managers took more risk, says survey
‘Trustees should hold fiduciary managers to account. It is easy to assume the managers will run the journey plan, but the trustees are still responsible’
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News
ESMA advises fresh postponement of pension fund central clearing duty
Watchdog says more time needed for implementing mix of solutions to collectively enable schemes to clear derivative contracts
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Italian institutional investors saw 2019 AUM rise to €917.36bn
€95bn was managed through mandates in 2019 compared to €112bn in 2018
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Survey: FTSE 350 discount rates narrow
‘Market volatility in the first half of 2020 led to falls in discount rates’
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News
Swiss schemes pushed to adopt riskier strategies amid crisis uncertainty
Swiss pension funds will need to pursue riskier investment strategies in a hunt for higher returns in a prolonged period of low interest rates and amid the consequences of the COVID-19 pandemic. “Hunting for yield is costlier and harder to do for pension funds, as for other investors,” Jackie ...
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News
LV= employee scheme turns longevity swap into £800m buy-in
The move represents a significant de-risking step and reduces volatility
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News
Austrian pension funds’ performance rebounds in Q2
Returns of 5.44% in Q2 2020 despite market volatility
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Swiss pension funds expected to confront high equity market volatility
Funding ratios improved at the end of June to 107.9% from 105.4% in April
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Iberia roundup: Spanish funds make ‘significant’ recovery after March rout
Plus: Portuguese funds pull back -8.1% Q1 loss
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News
Netherlands roundup: ABN Amro scheme holds indexation decision
Plus: FedEx likely to plug funding gap of Dutch pension fund
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Opinion Pieces
Viewpoint: Greening the recovery
The coronavirus outbreak has been a tragedy for many, a shock for us all and a crisis for economies around the globe. It has forced governments to embark on a massive experiment, slashing economic activity to limit the pandemic, sharply reducing carbon emissions and preparing for only a slow resumption ...
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News
Sector biases skew low vol smart beta performance in downturn
US low volatility strategies fail to provide downside protection in 2020 crash
