THE IMPLICATIONS OF OUR 2018 LONG-TERM CAPITAL MARKET ASSUMPTIONS
As we compiled the 2018 edition of our Long-Term Capital Market Assumptions, the world economy has enjoying its best period of synchronized growth in more than a decade.
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DC plans should consider adding multi-asset credit strategies to their default strategies
Alternative risk premia in DC plans
In lower cost, liquid vehicles, alternative risk premia strategies can strengthen a risk-return profile.
CAN UK PENSION FUNDS SURVIVE THE SHORT TERM TO THRIVE IN THE LONG TERM?
With global recessionary risks rising, we provide a framework to help UK pensions prepare for near-term risks that could challenge the fulfillment of their sponsor covenants.
CAUGHT OUR EYE: UK PENSION SCHEMES’ PROJECTED BUYOUT POSITION
Using our 2019 Long-Term Capital Markets Assumptions and our estimate of the average current pension profile, we projected forward the buyout position of the average UK pension scheme.
Bond markets maintain optimism
Spread-Implied Ratings: Implications for insurance capital requirements
In this paper, we assess the potential risks associated with such a strategy by stressing capital requirements using spread-implied ratings.
Funding-led Investment
In the wake of the Global Financial Crisis, all eyes are on dynamic, responsive funding strategies that can deliver long-term goals in a risk-aware way.
PRESCRIPTIONS FOR LATE-CYCLE PORTFOLIO CONSTRUCTION
We further discuss how institutional investors can protect their portfolios from late cycle headwinds and rising volatility so that they can be positioned for long-term success.
Why the US dollar may not be as overvalued as you think