All Risk Management articles – Page 7
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White papersShifts & Narratives #15 - The Green risk premium and the performance(s) of ESG investing
The question of the green risk premium and ESG performance is on everyone’s lips.
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VideoIntroduction to the Neuberger Berman Commodities Fund
In this short video, Hakan Kaya introduces the Neuberger Berman Commodities Fund and gives an overview of the role commodities could play within portfolios.
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White papersThe Fog of War Clouds Economic Outlooks
The war in Ukraine continues to dominate market moves, leading to volatility in risk assets, and the safe haven bid is still in focus amid a stronger U.S. dollar and higher precious metal prices. Commodities are soaring, with BBG Commodity Index on track for the biggest gain since 1960.
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PodcastCommercial Real Estate for Insurance Investors
Insurance investors are increasingly turning to real estate debt and equity investments to generate income and to combat the impact of inflation.
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White papersEquity Convexity and Unconventional Monetary Policy
In this paper, we intend to gain an understanding of the drivers of stock convexity, also known as gamma.
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White papersChina’s debt vulnerability – Defying dire predictions
Despite rising corporate defaults, China’s overall debt dynamics have not deteriorated. Its economic fundamentals appear strong enough to contain a debt-currency crisis.
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White papersMarket Scenarios and Risks - February 2022
We are marginally adjusting the narrative to take into account the recent economic news flow and the impact of the Omicron variant, but are keeping the probabilities of the scenarios unchanged.
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White papersMacroeconomic Picture - February 2022
In 2022, the US economy will face a progressive deceleration in economic activity, hovering above trend first and eventually converging to potential in 2023. Activity indicators are pointing to a notable deceleration at the end of Q4 and start of Q1 (in part Covid-related), which we expect to be short-lived.
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White papersBolstering Asset Allocation Defenses Against COVID-19
The surge of the coronavirus omicron variant has implications not only for broader asset-class allocations but also for macro exposures within asset classes. We believe that modestly capping exposure to certain COVID-19-sensitive assets can enhance risk management.
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White papersWhy sustainability requires a modern approach to reputation risk management
Reputation and brand have long been understood to be major drivers of a firm’s long-term value – the 2021 UK Reputation Dividend report estimates corporate reputation contributes a third of FTSE-350 market capitalisation.
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White papersSimple Equity Themes for Complex Times
Here’s why we think value and income can offer equity investors both a buffer against uncertainty and an attractive opportunity in an ongoing reflationary expansion.
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White papersBanks in the post-Covid-19 world
We thought the banking sector was forever changed by the Global Financial Crisis (GFC): e.g., lower leverage, better risk management, greater transparency, etc.
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White papersThe “great acceleration” intensifies pressure on insurers
While the world is recovering from 2020’s massive shock, it accentuated the challenges facing insurers. There is now greater urgency to adapt business models and portfolios while looking afresh at asset-liability management.
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White papersBig Tech Stocks: How to gauge regulatory risk
When it comes to America’s biggest technology companies, it seems like regulatory risk has never been higher. Most large technology platforms are facing pressure from US and European authorities, while lawmakers on Capitol Hill seem more inclined to doing something — rather than nothing.
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White papersBuilding Short-Term Resilience Into Long-Term Premia
Strategies designed to deliver risk premia over time need help to survive potential potholes and hairpin corners along the way.
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White papersMarket Scenarios and Risks - May 2021
We note progress on the vaccine front despite logistics and side effects issues. In our central scenario, equities outperform on the back of abundant liquidity, improving fundamentals and accommodative monetary policy.
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White papersPausing for Breath on ‘Peak Growth’
Rates of change in economic data may be hitting their peaks, but that need not preclude more long-term upside for risky assets.
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White papersLow-volatility investing, here for the long run
A decade ago, after undertaking comprehensive proprietary research into the characteristics of low-risk stocks, we launched our global low-volatility equity strategy.
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White papersMarket Scenarios and Risks - February 2021
This month, we maintain the probabilities and narrative of our central and alternative scenarios. We confirm our constructive medium-term view on the “financial recovery regime”, with more caution in the short-term on financial markets, given the virus-dependent news flow.
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White papersThe Market Measure Of Carbon Risk And Its Impact On The Minimum Variance Portfolio
Like ESG investing, climate change is an important concern for asset managers and owners, and a new challenge for portfolio construction. Until now, investors have mainly measured carbon risk using fundamental approaches, such as with carbon intensity metrics. Nevertheless, it has not been proven that asset prices are directly impacted by these fundamental-based measures.
