risk analysis

Hedge Funds

Risk analysis tool better informs LUCRF investment committee

There is a gulf between perception and reality of risk exposures by investment teams and committees, according to Roger McIntosh, head of investments at the Labour Union Co-operative Retirement Fund (LUCRF). Such lack of accurate insight into funds’ exposures has led him to introduce a risk assessment tool, MSCI’s Barra One, which is also being […]
CIO profiles

Profile: Dr Susan Gosling, head of investments, MLC

Susan Gosling and her team of five asset allocation specialists quantify risk in terms of how much their funds and end investors could lose if any one of 55 possible economic scenarios occurs. Funds are then stress tested under those scenarios and their asset allocation is modelled around it. It’s a point of differentiation as […]