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Articles by author

Amy Trainor FSA, EA
Multi-Asset Strategist
May 2017
Portfolio policy

Weatherproofing a plan's return-seeking assets

For corporate DB plans, return-seeking assets are often synonymous with traditional equities. That’s fine if market conditions are just right, but it leaves plans vulnerable in many environments. We... Read More

W_lock Rising rates are no panacea for corporate pensions: A case for increasing the...

Derisking by US corporate pension plans (reallocating from equities to long-duration bonds to better match liabilities) has been on hold in recent years, but could resume if funded ratios improve thanks to... Read More

Jan 2017
Portfolio policy

Four pension issues to watch in 2017: An update for US corporate plans

A range of market, legislative, and regulatory developments could shape plan sponsor decisions in the coming year. This note highlights some we’ll be keeping an eye on. Key points US corporate... Read More

Dec 2016
Portfolio policy

W_lock Setting ROAs: A 2016 year-end guide for US corporate and public plans

To help plan sponsors make more informed decisions, this annual update details key ROA assumptions and provides our latest trend analysis and 15-year capital market expectations. Read More

Sep 2016
Portfolio policy

W_lock Constructing a corporate bond liability-hedging portfolio: A global perspective

Among the risks that many pensions must consider is spread risk in the liability-hedging portfolio. Intuitively, one might assume the solution is a domestic corporate bond allocation with a duration that is... Read More