Pension funds can build better portfolios by adopting strategies used by insurers
Transient market volatility has the potential to be thrilling
WHILE MOST CORPORATIONS’ 10-K FILINGS WILL NOT BE AVAILABLE UNTIL LATE FEBRUARY, WE ANALYZED PRELIMINARY DATA ON PENSION PLANS THAT HAVE FISCAL YEAR ENDS BETWEEN JUNE 30, 2018 AND OCTOBER 31, 2018.
In this paper, we (1) discuss the key considerations for insurers when allocating to alternatives and (2) make the case for core alternatives strategies.
Since the financial crisis, for a relatively liquid investment CLOs consistently have had the highest spreads net of capital costs for US life insurers.
Due to hedge portfolios and growth assets, funded status rose 1% this month from 87.5% to 88.5%.
The evolution of pension regulations and implications for asset allocation
A framework for setting and achieving pension objectives
A holistic approach to portfolio construction optimizes enterprise-level risk and return
PG&E (ticker: PCG) filed for bankruptcy - surprisingly the issuer was within the A or better rated pension liability discount rate universe within the prior 12 months.