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MSCI Risk Monitor - Asset Owners - Q2 2014
categories: Asset Allocation and Asset Liability Management, Factor and Risk Modeling, Investing (Investment Management), Performance Analysis, Risk Management, Equities, Fixed Income, Multi-Asset Class, Research Paper, general
This quarterly Risk Monitor for Asset Owners reports on the risk and return behavior of five model pension plan types. This edition reports on Q2 2014. We represent the performance and risk of their assets over 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 plans' funding status. Finally, we present the evolution of risk and return of the asset classes that affect asset owners worldwide.