Mark Hodgson explains how model-driven, volatility-linked trading strategies such as risk parity can fail should risk spike or predicted correlations between equities and bonds break down.
At a glance: At its simplest level, model-driven, volatility-linked trading strategies such as risk parity, assume past volatilities and correlations will hold and allocate across equities and bonds...
Ex-BHS owner Dominic Chappell has been ordered to pay a total of £87,000 in fines and court costs after he was found guilty of failing to provide The Pensions Regulator (TPR) with information.
The Department for Work and Pensions (DWP) has said it while believes in the benefits of consolidating defined benefit (DB) schemes, there are significant issues to overcome.
There is just one week left to register to enter the Workplace Savings and Benefits Awards 2018.
Nearly a third (32%) of employers believe new technologies, such as augmented and virtual reality, will play a part in benefits communications, latest research from Aon Employee Benefits reveals.