All Risk Management articles – Page 6
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White papersSimply Put(Writing)
PutWrite strategies can improve the risk-return efficiency, liquidity, flexibility and cost-effectiveness of investor portfolios.
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White papersCan UK pension funds improve de-risking by rethinking growth?
Surging rates served only one of three major shocks to UK pension funds in 2022. Add a chronic liquidity squeeze and rebalancing challenges amid asset drawdowns, and there is little wonder why many are focusing on adjusting their low-risk portfolios as they seek to de-risk. But rethinking growth exposures to embed liquidity, diversification and resilience can help smooth this journey, in our view.
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White papersUpdate: Silicon Valley Bank
In the wake of Silicon Valley Bank’s failure, several leaders within Allspring’s risk management, fixed income, and equity teams share their perspectives and how their teams have been handling the recent events.
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White papersReal estate debt: Seeking risk mitigation and return potential
Real estate debt continues to demonstrate relative resilience in these volatile times, in our view. Indeed, some three years on from the onset of the Covid-19 pandemic we believe the nature of the asset class continues to offer downside protection and attractive return potential.
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White papersWhat’s in Store for US Insurers in 2023?
Insurers’ risk controls and investment skills faced stiff tests in 2022, as both inflation and interest rates skyrocketed and nearly every asset class endured a sharp selloff. With traditional diversification approaches failing, investors had nowhere to hide.
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White papersExploiting the low volatility anomaly in practice
It is relatively easy to demonstrate the low volatility anomaly – the phenomenon that first came to light half a century ago showing that investing in higher risk equities is not necessarily rewarded with higher returns. Raul Leote de Carvalho explains.
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White papersA primer on range-based volatility estimators
Welcome to the first edition of MARS, our Multi-Asset Research Series that brings quantitative investment research back to Earth. The series focuses on complex research topics in the realm of multi asset and begins by exploring volatility measures that use high-frequency data.
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White papersEquity Themes for 2023: Winners and Losers
We think the next 12 months are likely to see this cycle’s peaks in inflation, policy tightening, bond yields and market volatility; and troughs in GDP growth, earnings growth and market valuations. But don’t see the pendulum swinging back to the post-2008 “new normal”.
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White papersEquity Market Risks and Opportunities: Four Independent Views
How have risks that equity markets faced during 2022 changed the outlook for different equity categories? Leaders of four Allspring equity teams discuss their views on risks and opportunities in 2023.
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White papersIndustry trends to watch in 2023
The last few years have delivered a fair share of ‘once-in-a-lifetime’ setbacks for asset managers and investors. As we come out on the other side, I am excited about the opportunities.
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White papersLooking beyond headline risks: European ABS review and 2023 outlook
It has been a challenging year defined by seismic events – from spiralling inflation to rising rates, and war in Ukraine. Indeed, 2022 has seen punctuated bouts of volatility applying great pressure on risk assets – but European ABS managed to outperform many of its peers. Here, we take a look at why this is the case, and what to potentially expect for 2023.
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White papersMarket Scenarios and Risks - January 2023
We see risks on all fronts, but with a little less intensity at the beginning of the year. As such, we lowered the probabilities from 30 to 25%.
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White papersEvidence of the low volatility anomaly
It is relatively easy to demonstrate the low volatility anomaly – the phenomenon that first came to light half a century ago showing that investing in higher risk equities is not necessarily rewarded with higher returns. Raul Leote de Carvalho explains.
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White papersEscape From Flatland
A two-dimensional, return-and-volatility view of investments may not allow you to see important risks.
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White papersMarket Scenarios and Risks - December 2022
We maintain the probabilities of our scenarios unchanged. Some of the risk factors we identify may occur in our central scenario, which is probably not yet fully priced-in by markets.
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Video2023 Global Real Estate Outlook - 1
Where can real estate investors turn to find attractive risk-adjusted returns?
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White papersPensions Watch | Issue 22: What’s been happening and what’s on the horizon in the world of pensions
Given the ever-greater regularity of unanticipated impactful events with equally unpredictable tipping points, we look at the importance to pension scheme fiduciaries of risk management. In particular, we consider the need for both more inventive scenario analysis and stress testing of schemes’ resilience against a multitude of ever-present and emerging risks allied to more nimble governance.
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White papersIncorporating ESG Risk In Fundamental Market Risk Models
This paper investigates the possible impact of ESG Risk when incorporated into front office driven Fundamental Market Risk Measurement approaches. The main principle is, that ESG risk is implicitly embedded in observable market risk factors, like share prices and credit spreads, and interprets the ESG risk of an equity portfolio as an additional jump component to an ordinary GBM process.
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White papersThe corporate bond is back
We believe that corporate bond yields are close to an inflection point, with the high levels of yields achievable providing a buffer to further yield rises. In short – the corporate bond is back.
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White papersMarket Scenarios and Risks - November 2022
We maintain the probabilities of our scenarios unchanged. Some of the risk factors we identify may occur in our central scenario, which is probably not yet fully priced-in by markets.
