liquidity risk

Keyword: liquidity risk

8 results found
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The federal government’s plan to consolidate Canada mortgage bonds into the Government of Canada bond program could limit pension funds’ ability to mitigate risk through diversification, according to the Pension Investment Association of Canada. In an open letter to Finance Canada, the PIAC said the move may force institutional investors to choose between accepting lower […]

  • By: Staff
  • July 24, 2023 July 21, 2023
  • 09:00
ACPM calling on feds to streamline pension overpayment recovery

The Pension and Investment Association of Canada is calling on the federal government to establish a going-concern plus regime as a long-term minimum funding requirement for federally regulated defined benefit pension plans. In its pre-budget submission to Finance Canada, the PIAC said it believes the Canadian government should set a uniform funding requirement for all provinces […]

  • By: Staff
  • February 15, 2023 January 17, 2024
  • 09:00

While the vast majority (85 per cent) of institutional investors believe the economy is in a recession or will enter a recession next year, two-thirds (65 per cent) think stagflation is the bigger risk ahead, according to a survey by Natixis Investment Managers. The survey, which polled 500 institutional investors across the globe, found more than half […]

  • By: Staff
  • December 12, 2022 December 12, 2022
  • 09:00

While institutional investors have likely relaxed leverage constraint in their private equity portfolios, they could realize better investment outcomes by taking the same approach with their public market exposures “Constraints [on leverage] prevent some of the most useful tools in portfolio management — namely, full diversification,” said Roberto Croce, head of risk parity and liquid […]

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Market turmoil caused by the coronavirus served as a real-life test for bond funds and their liquidity, according to a new paper from the Bank of Canada. The amount of corporate bonds held by open-ended fixed-income mutual funds is growing, sitting at around 23 per cent of the total market of corporate Canadian-dollar denominated bonds, […]

  • By: Staff
  • August 19, 2020 December 6, 2020
  • 10:42
Look Out For These Three Long-term Risks

And how to manage the resulting volatility.

How to Quantify Liquidity Risk

Start with the motto "be prepared".

Philippe Jorion Delves into Risk

Risk management does not guarantee that big losses will not occur.