stress testing

Keyword: stress testing

7 results found
Copyright_chompoh09_123RF

In 2022, the typical defined benefit pension plan achieved an investment return of roughly negative 12 per cent. However, due to dramatic increases in bond yields and a subsequent decrease in pension liabilities, many pension plans ended 2022 with the same — or better — solvency funded level that they had at the beginning of […]

Copyright_tomertu_123RF

The Financial Services Regulatory Authority of Ontario is issuing leading practices for the province’s defined benefit multi-employer pension plans, in the areas of governance, risk management and communication. In the area of governance, these practices include establishing a comprehensive orientation policy to onboard new trustees to ensure they begin their term prepared to carry out their duty. […]

  • By: Staff
  • March 26, 2021 March 30, 2021
  • 09:00
From the Vault: What’s Your Expected Shortfall?

Over a decade ago, we were looking beyond the merits of VaR.

  • July 27, 2017 September 13, 2019
  • 11:14
Lessons From Brexit

Portfolio construction a good buffer for geopolitical risk.

What’s Your Factor Exposure?

Plan sponsor panel: Rethinking risk across pension portfolios

The Great Unknowns

Why your stress test needs to look forward, not back.

Five stress tests to perform right now

How would your portfolio react to these political events?