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Strategic Factor Allocation: Case Studies
Strategic Factor Allocation: Case Studies Uses Blackrock's macroeconomic and style factors in asset allocation examples for an insurance portfolio and a pension portfolio. Investment ...- Authors: Robert T Bass, Andrew Ang
- Date: Aug 2018
- Competency: Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Risk/Return, a Chimera?
Risk/Return, a Chimera? Is Risk/Return a sound tool for decision-making? No. It is not consistent, not objective, distorts decision and degrades governance. Why? What shall we do then? Modeling ...- Authors: Sylvestre Frezal
- Date: Feb 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Leadership>Thought leadership; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk appetite; Finance & Investments>Asset allocation; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Introduction of Cashflow Matching Strategic Asset Allocation Framework
Introduction of Cashflow Matching Strategic Asset Allocation Framework The article introduces a cashflow matching strategic asset allocation (SAA) framework for life insurers. Given the recent ...- Authors: Gautam Devarashetty, Seong Weon Park, Joy Chen, Mandy Jiao
- Date: Apr 2024
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Finance & Investments>Asset allocation; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Fixed Income Investment Strategies in Anticipation of QE Tapering
Fixed Income Investment Strategies in Anticipation of QE Tapering The impact of Fed’s QE program on the financial markets has been enormous and profound. The tapering and the eventual removal of ...- Authors: Larry Zhao
- Date: Feb 2014
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Why Glide Paths Should Evolve
Why Glide Paths Should Evolve The paper demonstrates that the most popular rationalization for evolving glide paths is flawed and should be discarded. The paper also demonstrates that glide paths ...- Authors: Dimitry D Mindlin
- Date: Jun 2022
- Competency: Professional Values; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Investment policy; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Pension finance; Pensions & Retirement>Pension investments & asset liability management
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Holistic Cashflow Matching Group Strategic Asset Allocation Framework for Multi-Line Insurers
Holistic Cashflow Matching Group Strategic Asset Allocation Framework for Multi-Line Insurers Our previous article, “Introduction of Cashflow Matching Strategic Asset Allocation (SAA) Framework,” ...- Authors: Gautam Devarashetty, Ruian Chen, Joy Chen, Seong Weon Park
- Date: Sep 2024
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset allocation; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Taking Stock: Are We Setting Ourselves Up for High Inflation?
Taking Stock: Are We Setting Ourselves Up for High Inflation? This article discusses the possibility of high inflation down the road. The high levels of debt incurred due to the COVID-19 pandemic ...- Authors: Nino A Boezio
- Date: Jun 2020
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Banking - Finance & Investments; Finance & Investments>Economic capital; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Public Policy