Risk Management (85)

LGPS Intelligence: Options for mitigating equity risk
Investment strategy

LGPS Intelligence: Options for mitigating equity risk

With LGPS funding levels much improved and US equities near all-time highs, what options do LGPS...

By James SparshottRobert Pace

13 Mar 2024

1 min read

Options for equity and derivative strategy
Investment strategy

Options for equity and derivative strategy

How can schemes seek to mitigate downside risk in 2024, while still targeting potential equity...
By Florent HerelleCelia Shen
30 Jan 2024
3 min read
Finding an edge in commodities: why backwardation matters
Investment strategy

Finding an edge in commodities: why backwardation matters

In the first instalment of a two-part blog on backwardation, we explain how the mechanics of...
By Aude MartinMichael Stewart
28 Nov 2023
4 min read
Correlation is not causation, nor constant
Investment strategy

Correlation is not causation, nor constant

What really determines the correlation between equity and bond returns?
By Bruce WhiteFiona Wu
07 Nov 2023
4 min read
Not just a short-term strategy: short-term alternative finance in DC defaults
Investment strategy

Not just a short-term strategy: short-term alternative finance in DC defaults

In part two of our series on short-term alternative finance, we ask how the asset class can form...

By Jonathan Peppiatt

28 Sep 2023

4 min read

LPI benefits: A free alpha dessert on top of the risk management main?
Investment strategy

LPI benefits: A free alpha dessert on top of the risk management main?

In this instalment of our mini series we explain how delta-hedging of LPI (Limited Price...
By Wilson PoonJohn Southall
02 Jun 2023
4 min read
Which LPI model is right for my scheme?
John Southall
Investment strategy

Which LPI model is right for my scheme?

A common problem faced by trustees of defined benefit (DB) schemes is what model to assume when...
By John Southall
26 May 2023
5 min read
Banking stress: is Credit Suisse an outlier?
Fixed income

Banking stress: is Credit Suisse an outlier?

As we move on from the Swiss bank's shotgun marriage with peer UBS, we assess the systemic...
By Dan LustigAmélie Chowna
30 Mar 2023
5 min read