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MSCI Risk Monitor - Asset Owners - January 2013

categories: Americas, EMEAI, Risk Management Analytics, Asset Allocation and Asset Liability Management, Factor and Risk Modeling, Investing (Investment Management), Performance Analysis, Risk Management, RMA, Asia Pacific, Equities, Fixed Income, Multi-Asset Class, Research Paper, general

This quarterly Risk Monitor reports on the risk and return behavior of four representative pension plan types (US Public, US Corporate, UK Occupational, Netherlands). We present the performance and risk of assets held by these plans during the past year and past quarter, including liabilities, to examine funding status and surplus risk. We apply stress tests and show the effects of the scenarios on both the asset portfolios and plans’ funding status. Finally, we present the evolution of risk and return of the asset classes that affect asset owners worldwide.


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