All Risk Management articles
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White papersResearch: How could climate change impact sovereign risk?
In this paper, FTSE Russell introduces the concept of climate change risk and its implications for sovereign risk in both advanced and emerging economies, via changes in fiscal policy, social contract and political stability.
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White papers
Portfolio Risk Management: A Multidimensional Perspective
Asset allocation, effective portfolio design and dynamic management have always been powerful tools for battling volatile markets, but risk has come into even sharper focus lately. Economic growth is slowing, yields are low and stocks have taken several tumbles. Investors are looking for new ways to tackle risk.
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White papers
Managing Market Volatility
Interested in understanding the state of volatility in the current market? This comprehensive package from Clear Path Analysis and FTSE Russell covers all the important focal points with top industry thought leaders including two robust roundtable debates, a white paper and an interview
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White papers
Risk Factors, Macroeconomic Context And Forecasts - July 2019
Risk Factors
The table within the article presents risk factors with judgmental probabilities (i.e. not market based). It also develops the possible market impacts. -
White papers
Exploring the Low Volatility Anomaly
What’s driving the continued rise of low volatility strategies globally?
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White papers
Eaton Vance Global Macro Absolute Return Advantage
Designed to seek steady risk-adjusted returns that lower portfolio volatility
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White papers
Taking interest rate risk out of Factor Investing
Some factor-based strategies can be sensitive to rising interest rates, but the risk can be reduced.
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White papers
Creating a sustainable core: Balancing ESG and risk in index portfolios
With sustainability increasingly becoming the future of investing, investors are looking to express their environment, social and governance (ESG) views across their portfolios.
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White papers
Is it time to get off the roller coaster?
The market for pension de-risking is growing at an un- precedented pace. Today, pension funds in the US, UK and Canada are simultaneously at the highest funded status they’ve experienced in ten years. In addition, these markets have attracted new entrants in pension insurance and reinsurance, so there is ample insurer capacity, vibrant price competition, and attractive buy-in and buy-out pricing.
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White papers
Webcast | Managing Volatility: Index approaches for a smoother ride
In this webinar Marlies van Boven, PhD, Managing Director Research & Analytics, FTSE Russell examines what popular indexed-based strategies can do to help limit the impact of portfolio volatility and mitigate risk.
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White papers
Default Probability Measure
In a world of integrated global financial markets, accurately predicting company default risk is important not only in traditional fixed income credit analysis but also more broadly across the financial industry.
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White papers
Q1 2019 - Global Asset Class Spotlights: Top Down Quarterly Assessment
The combination of monetary policy stances (more patient and flexible everywhere), encouraging tariff negotiations, Chinese authorities proving successful in their resolution to support the economic cycle are all potential triggers (and risks when mirrored) to risk assets and might help produce a positive short lasting reaction.
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White papers
Fleeting Alpha: The Challenge of Consistent Outperformance
Can past winners persist across longer time horizons, market caps and investment styles?
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White papers
MSCI: Five Emerging Global Trends for 2019
As 2019 unfolds, a number of dramatic developments are starting to reset the landscape for real estate investment. Here at MSCI, we see our real estate investing clients – who range from small family offices to some of the largest pensions and sovereign wealth funds globally – coming to terms with challenges such as environmental, social and governance-related (ESG) risks, geopolitical uncertainty and disruptive technology. In this article we discuss our top five emerging global trends.
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White papers
Welcome to the age of risk
What does an ageing population mean for the world economy and investment returns?
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White papers
If you can de-risk now, why wait?!
Pension funds in the US, UK and Canada have transferred nearly $400 billion in pension and longevity risk since 2007. While these countries are the focal point of the market today, the Netherlands has been a vibrant market, and Germany recently opened for pension risk transfer in 2018 with two notable transactions, together worth more than $5 billion. Several other countries will soon follow suit. In 2017, the US and UK set a combined record with nearly $50 billion in total activity3, and 2018 is shaping up to be another outstanding year on both sides of the pond.
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White papers
SPIVA Europe Mid-Year 2018
S&P Dow Jones Indices has been the de facto scorekeeper of the ongoing active versus passive debate since the first publication of the S&P Indices Versus Active Funds (SPIVA) U.S. Scorecard in 2002.
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White papers
How Is the Rise of Passive Changing the Market?
Do criticisms of passive investing have merit?
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White papers
Uncovering the hidden beta in risk premia strategies
The long period of low interest rates made risk premia strategies popular, especially because of their promise of uncorrelated returns. February 2018 was a first stress test as equity markets lost up to 10% in a few days. The majority of strategies showed a strong link to equities and generated significant negative returns. This was a reminder that picking the right risk premia strategy is crucial.
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White papers
Deep dive in factor definitions and behaviors to better combine them
Anticipating the economic and financial environment evolution and its impact on equity market is not easy.
