risk modelling – Benefits Canada.com https://www.benefitscanada.com Canada's most influential pension and benefits publication for decision-makers Fri, 22 Nov 2024 22:16:07 +0000 en-US hourly 1 https://wordpress.org/?v=4.9.8 56% of institutional investors increasing allocations to alternatives: survey https://www.benefitscanada.com/canadian-investment-review/alts/56-of-institutional-investors-increasing-allocations-to-alternatives-survey/ Mon, 11 Sep 2023 19:00:14 +0000 https://www.benefitscanada.com/?p=143225 More than half (56 per cent) of institutional investors say they plan to increase their allocation to alternative investments allocation over the next 12 months, up slightly from 55 per cent in 2022, according to a new survey by research firm Dynamo Software Inc. The survey, which polled more than 100 global respondents, found among respondents […]

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]]> Fixing the mismatch between risk management and asset allocation time horizons https://www.benefitscanada.com/canadian-investment-review/research-markets/fixing-the-mismatch-between-risk-and-asset-allocation-time-horizons/ https://www.benefitscanada.com/canadian-investment-review/research-markets/fixing-the-mismatch-between-risk-and-asset-allocation-time-horizons/#respond Mon, 25 Nov 2019 04:53:22 +0000 https://cumulus.benefitscanada.com/uncategorized/fixing-the-mismatch-between-risk-and-asset-allocation-time-horizons/ Many pension plans use risk systems to test how different scenarios would affect their portfolios. Traditionally, risk models use thousands of scenarios. The likelihood that these scenarios will occur is weighted equally and generally reflects short-term asset characteristics. On the other hand, pension plans also use asset-liability models for long-term portfolio construction. This could result […]

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