Risk management hones in on stress-tests

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GLOBAL - Asset managers and pension plan sponsors are putting working on putting more focus on stress testing and identifying the underlying drivers of risk and return across asset classes in a major overhaul of risk management practices, a new survey showed.

MCSI Barra interviewed more than 30 of the largest institutional investors worldwide. The survey showed that 73% of pension plans and 26% of asset managers do not run stress tests but the majority ...

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