Managing the Cycle with VFMC Asset Allocation & Strategy, Asset Owners, Chief Investment Officers, Financial Crisis VFMC has developed a new asset allocation model, in addition to its DAA model, that will help de-risk the portfolio when the likelihood of a crisis occurring rises and re-risk it in calmer weather, CIO Russell Clarke says. Read More
NZ Super stands by Strategic Tilting Asset Allocation & Strategy, Asset Owners, Chief Investment Officers, Pacific Region In a five-year review of NZ Super, Willis Towers Watson asked the board to confirm whether they are still comfortable with the portion of active risk allocated to tilting. We speak to CEO Matt Whineray about the future of this program. Read More
NZ Super adds Commodity Tilting Asset Allocation & Strategy, Asset Owners, Innovation New Zealand Super’s strategic tilting program has added significant value to its portfolio and now it is ready to add a new asset class to its framework. Read More
TCorp Revises Investment Strategy Asset Allocation & Strategy, Asset Owners TCorp has been on a merger journey that has seen it become a $107 billion juggernaut. In this exclusive interview, TCorp Chief Executive David Deverall talks about how this has changed not only the company’s ambitions, but also its investment strategy. Read More
Mind The Gap Asset Allocation & Strategy, Chief Investment Officers, Fixed Income & Credit, Private & Alternative Markets China Pacific Insurance Group CIO Ben Deng speaks to [i3] Insights about the challenges of closing the asset/liability gap in today’s low-yielding environment and shares his excitement about opportunities in Chinese private equity. Read More
Taking Risk Parity In-house at PSERS Asset Allocation & Strategy, Asset Owners, Financial Crisis, Innovation, Women in Finance The US$ 55 billion Pennsylvanian pension fund PSERS embraced risk parity in an effort to address the asset allocation challenges laid bare by turmoil during the global financial crisis. Read More
HESTA Eyes Fundamental Aus Equities Asset Allocation & Strategy, Asset Owners, Chief Investment Officers, Equities, Women in Finance Australian pension fund HESTA is considering creating an internal fundamental Australian equities capability in an effort to address capacity constraints and drive company engagement. Read More
Asset Allocation is Key at VicSuper Asset Allocation & Strategy, Asset Owners, Chief Investment Officers VicSuper CIO Andrew Howard has positioned the fund’s portfolio to deal with low growth and higher volatility. “I’ll happily accept a lower return than what we might have received from real assets over the last 10 years to ensure we have enough ballast in our portfolio to deliver a smoother pattern of returns.” Read More
The Science of Hedging Asset Allocation & Strategy, Asset Owners, Financial Crisis, Risk and Regulation In the past, decisions about hedging have sometimes involved a bit of an educated guess, but a new paper aims to create rigour around this process. Read More
