New Approaches to Market-consistent Interest Rate Modeling
11/27/2018
Conning’s latest white paper, “New Approaches to Market-consistent Interest Rate Modeling”, examines the challenges of calculating market-consistent embedded valuation under the current macroeconomic conditions.
Pension Funded Status Tracker - October 2018
11/15/2018
Funded levels for U.S. corporate pension plans fell 2% in October to 88% funded, 3% higher than year-end 2017. Asset values fell as equity markets experienced major declines and bonds underperformed, while liabilities also fell, albeit less severely, as interest rates rose and spreads widened. Learn more about the trends and drivers in our October Pension Funded Status Tracker.
Pension Funded Status Tracker - September 2018
10/12/2018
Funded levels for U.S. corporate pension plans rose 1% in September to 90% funded, 5% higher than year-end 2017. Rising interest rates drove down liabilities at twice the rate assets declined, the latter mainly due to bond underperformance. Learn more about the trends and drivers in our September Pension Funded Status Tracker.
Fact Sheet: Cloud Computing for Financial Risk Modeling
10/01/2018
With the advent of the speed and affordability of cloud computing, stochastic simulations for financial risk modeling can be run at a level of sophistication that has never before been practical.
Global Evolution's Investment Themes
09/27/2018
Learn more about Global Evolution's investment themes and the history of Emerging and Frontier Markets.
Viewpoint - Ten Years Post Crisis U.S. Banks Eye Continued Growth
09/27/2018
While U.S. banks are on much more solid footing than 10 years ago post financial crisis, decisions facing bank management and pending regulatory actions may have long-term impact on the sector.
Learn More About Global Evolution's Investment Process
09/21/2018
In this short video you will learn more about about Global Evolution's investment process.
Pension Funded Status Tracker - August 2018
09/13/2018
Funded levels for U.S. corporate pension plans held steady in August and remain 4% higher than year-end 2017. Assets grew due to outperformance in U.S. equity, Treasury and corporate bond markets, but liabilities also grew as interest rates fell. Learn more about the trends and drivers in our August Pension Funded Status Tracker.
Viewpoint - ABS Offer Potential Portfolio Diversification, Quality and Defense
08/15/2018
As spreads remain tight and concerns abound over the possibility that we are late in the credit cycle, asset-backed securities may offer institutions competitive yields, diversification and defensive support for their portfolios.
Insights - Pension Funded Status Tracker - July 2018
08/14/2018
Funded levels for U.S. corporate pension plans held steady in July and remain 4% higher than year-end 2017. A rally in global equity markets fed asset growth, while liabilities were muted as interest rates and corporate bond spreads moved in opposite directions. Learn more about the trends and drivers in our July Pension Funded Status Tracker.