Using Factors to Dynamically Manage Pension Fund Risk - Pension Funds are complex systems with many moving parts. A sponsor needs to be concerned about the behavior of the assets, the behavior of the liabilities, and how the two interact. We look at representative Canadian plan and its sensitivities on both the asset and liability side and how they interact and then suggest some asset allocation strategies that can be used to better manage the return dynamics and funding stability of the plan.
If you are around in Boston next Tuesday, you may consider attending. Click on the link above to get all the details.