Financial Crisis – Page 4 – Investment Innovation Institute

Markets Could Stabilise as Quarter End Nears

Dr. Guan Seng Khoo, former Head of Enterprise Risk Management, AIMCo

The Impact of Liquidity on Pension Funds

Liquidity has become a concern for many institutional investors, who are faced with the trade war aftermath, an oil price war and the COVID-19 outbreak. Based on his experience as Head of Enterprise Risk at the Canadian investment manager AIMCo, Dr Guan Seng Khoo provides here a framework for stress testing liquidity.

Wouter Klijn, Director of Content at the Investment Innovation Institute [i3]

APRA Concerned over Super Fund SAA

Asset Allocation & Strategy, Editorial, Financial Crisis

Current developments caused by the coronavirus has the regulator worried about funds’ ability to maintain their strategic asset allocation

Funds Keep Head Cool as Pandemic Worsens

Asset Allocation & Strategy, Economics, Financial Crisis

Pension funds are faced with steep drops in equity prices and high levels of members switching to cash options, effectively redeeming their money, as the coronavirus pandemic worsens. But rather than panicking, most Australian pension funds seem well-placed to deal with the current turmoil.

A Small Lesson in Decision-making under Uncertainty

Editorial, Financial Crisis, Pacific Region

Confronted with the question whether to postpone one of our forums or not, the situation turned out to provide a small lesson on decision-making under uncertainty, [i3]’s Teik Heng Tan writes.

Assessing the Coronavirus Impact

Economics, Editorial, Financial Crisis

The world is facing a potential global pandemic as the coronavirus continues to spread rapidly outside of China. Markets have reacted violently to the news that community transmissions are taking place across Europe and the Middle East. But does history tell us anything about the impact of pandemics on markets? In this editorial, Wouter Klijn, Director of Content at [i3], explores the potential economic impact.

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.

CalSTRS Evolves Risk Mitigation Strategy

Asset Owners, Factors, Quant & Systematic, Financial Crisis, Innovation

CalSTRS portfolio manager Carrie Lo looks back on how markets tested the risk mitigation model. But the US pension fund stuck with it and has now expanded the strategy, adding systematic risk premia strategies to the portfolio.

Susan Oh - Investment Innovation Institute

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.