Summer 2009
Issue Features
- Participant Behavior in DC Plans
- Perspectives on Securities Lending
- The Road Ahead for Fixed Income
- Transitioning a Fixed-Income Portfolio
Column: Voices
Departments
Risk Management
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Articles-
Redefining Risk Management (Summer 2009)
Putting a premium on risk assessment and solutions.
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A Holistic Approach to Risk Budgeting (July 2008)
Approach helps U.S. plan sponsors balance short- and long-term funding considerations.
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No Time Like the Present for LDI (July 2008)
Pension fund sponsors examine the merits of liability driven investing.
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Risk Management or Risk Shifting? (April 2008)
Popular academic theory meets real-world pension plan investment strategy.
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Developing a Liability Benchmark (January 2008)
New scorecard gives sponsors a clearer view of a plan's ongoing health and viability.
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Derivatives Surge in Popularity (October 2007)
Use increases as plan sponsors look to manage risk and boost returns.
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The Growth of Derivatives Markets (July 2007)
Investors looking to hedge risk are fueling growth in the derivatives markets.
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Portable Alpha: A Risk-Efficient Approach to LDI (April 2007)
Portable alpha provides the building blocks to engineer more risk-efficient LDI strategies than traditional investment approaches.
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Implementing LDI in Pension Plans (January 2007)
Tougher funding and disclosure requirements are spurring pension plan sponsors around the globe to reconsider the context of how they view their assets and liabilities.
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Redefining Risk Management (Summer 2009)
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White Papers- Currency Hedging – The Impact of Exchange Rate Volatility on Currency Hedged Classes (April 2009)
- Liability Driven Investing Implementation (October 2008)
- Risk Budgeting in an LDI Framework (August 2008)
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Audio Podcasts-
The Pension Liability Equation/LDI (8 min. 02 sec/5.6 MB)
Pension Plan sponsors in Europe and North America are looking for alternatives to traditional pension management strategies. A host of issues are prompting plan sponsors to seek out new solutions with the potential to relieve the pressure building on their funds. Listen to this podcast to find out more about trends in the use of liability driven investment strategies.
Listen now to The Pension Liability Equation/LDI (To download, right click on the link and select "Save As.")
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The Pension Liability Equation/LDI (8 min. 02 sec/5.6 MB)
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