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MSCI Risk Monitor - Asset Owners - Q1 2014
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, Risk Monitor, general
This quarterly Risk Monitor for Asset Owners reports on the risk and return behavior of five representative pension plans. This edition reports on Q1 2014. We present the performance and risk of assets during the past year and past quarter, adding in 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 funding status. Finally, we present the evolution of risk and return of the asset classes that affect asset owners worldwide.