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Research studies indicate 401(k) participants who seek financial advice are more diversified and realize better long-term investment returns. How should plan sponsors implement an advice-based model?
ISDA eliminates restructuring as a credit event. How should pricing and credit models for credit default swaps change?
How can offshore, private equity, and hedge funds build the infrastructure to meet regulatory reporting and internal control requirements under Dodd-Frank?
Regulatory reform could include increased capital minimums and a conservation buffer that restricts dividends and stock buy backs in times of distress. How should equity pricing models adjust?
Appeals courts ruled that company stock in pension plans is entitled to the presumption of prudence, a ruling the Supreme Court declined to review. Is company stock practically prudent as an investment option?
Fidelity faces a class action lawsuit alleging fiduciary self dealing in float interest. How can turnkey pension providers claim fiduciary status?
How can a firm substantiate, through a principle-based approach, that a hedge derivative isn't speculative?
A 2013 study found that investors who work with a financial advisor replace 80% of their working income in retirement, while those who don't replace 56%. What is the value of financial advice?
83% of DC pension participants withdraw their entire balance within 3 years of retirement. Should pension managers strategically position the DC pension as an accumulation or distribution vehicle?
Over the last century, domestic stocks have outperformed bonds and cash over almost every 20+ year period. What are the investment implications for retirement income that may need to cover 30 years or more?
How can synthetic NAVs hide the true costs of an investment product?
U.S. regulatory rules do not always require capital to cover counterparty credit risk in credit derivatives. Should an economic model?
Research shows the potential for deeper recessions and slower recoveries moving forward. How can low volatility portfolios enhance long-term returns in these environments?
How can triggers for tax loss sales help limit tax liability and improve portfolio diversification?
How can a firm adhere to a common fiduciary standard for investment advisors and broker-dealers and related evidentiary reporting?
Gen X investors control $3 Trillion in financial assets, yet more than half of them admit to having little or no knowledge of investments and financial products. What advice distribution channel can reach the greatest number of them?
How does short selling influence the correlation statistics for traditional asset classes? Can short correlations be captured through hedge fund betas?
When exchange clearing is unnecessary, how can a firm support federal monitoring requirements for OTC derivatives contracts?
Matrix pricing can misrepresent security valuation in an index. How should a portfolio reporting solution adjust?
What asset allocation strategy is prudent given increased market volatility and higher correlation coefficients across asset classes?
Historically, health care costs have risen at about 2x, and long term care insurance about 3x, the rate of a comprehensive inflation index. What are the implications for retirement income planning?
66% of retirees and 75% of pre-retirees have no formal plan to manage income, expenses, and assets in retirement. What planning tools help overcome avoidance?
How can a liquidity risk model include an estimate of funding concentration risk?
Dodd-Frank sets position limits on commodity derivatives contracts. How can data warehouses help establish market breadth and volume?
50% of plan sponsors say employee participation is their paramount concern. What is the most effective way to engage participants?
If Fannie and Freddie dissolve and lenders are forced to pay the government insurance premiums to guarantee mortgage securities, how could loan pricing adjust?
The net stable funding ratio will likely diminish the market for short term funding, such as commercial paper. How will this rule affect modeled forward spreads on longer maturity corporate debt?
62% of private sector employees had a defined benefit pension in 1980. In 2012: 7%. How should workers manage the loss of guaranteed retirement income?
Lack of personalization, no perspective on other assets, uniform risk profile, singular glide path, no deculumation provision. What alternatives are available for these target date fund deficiencies?
Research suggests that most people should save between 6-19% of their income for retirement, depending on their age, yet less than 1/3 actually do. What can spur employees to save more?
What role should currency play in asset allocation?
Studies show that increased savings, not investment returns, are the strongest catalyst for a secure retirement. What can sponsors do to encourage participant contributions?
How should CDS derivative modeling account for jurisdictional differences in credit event payout triggers to protection buyers in bankruptcy?
Retirees are retiring earlier and living longer. Investment returns may not approach historical averages. What is an appropriate drawdown rate assumption for retirement spending?
How should studies on risk factors in market capitalization and price to book value affect asset allocation decisions?
Should plan sponsors include insurance products, such as longevity insurance and annuities, as investment options? What are the regulatory guidelines?
Internalization of retail trading volume can circumvent NBBO protocols. What procedures can restore confidence for liquidity providers?
How can NRSRO severity ratings improve internal credit loss estimation?
67% of U.S. workers say they are behind schedule in saving for retirement. 42% say they don't currently save for retirement, with 60% over age 55 having less than $100k in retirement savings. What's the solution for increased savings incentives?
In tight credit markets, how should investment managers adjust their ROI on leveraged private equity investments?
How should asset class correlation models adjust to data from the 4th Quarter of 2008? What are the effects on Modern Portfolio Theory?
The 10 year period that ended in 2009 produced the worst domestic stock performance ever. What are the implications for portfolio risk management?
Are the probabilities of economic cycles equivalent across sovereign states? What if fiscal and monetary policies are governed at different levels, e.g., Europe?
Over the 20th century, inflation eroded U.S. purchasing power by 95%, reducing a 1900 dollar to a 2000 nickel. What investment approach combats the effects of inflation?
A 2013 study found that the ability to replace income in retirement is not tied to income level but rather to savings level, with 10% savings as the key threshold. What is your savings history?
Decimalization in securities quotation ushered in the era of high frequency trading. What is the effect on volatility assumptions in risk modeling?
What role should inflation assumptions play in retirement planning?
The worst performing funds are 2.5 times likelier to be removed from a plan menu if they are unaffiliated with the trustee. How does conflict of interest threaten fiduciary duty?
What approach can circumvent Required Minimum Distributions from qualified retirement accounts?
Fewer than 33% of workers had defined-benefit coverage in 2010, down from 88% in 1983. Investment responsibility now resides with employees. How should they adapt?
How can return and risk-based portfolio management improve retirement readiness?
Dodd-Frank elminated the use of credit agency ratings in capital calculations, yet Basel liquidity rules rely on them for securitizations. What substitutes are viable and how can credit models adapt?
Short interest and pricing provides important market information. With a ban on short sales, what substitutes can market participants utilize?
Past regulation addressed ABCP programs as securitizations. How can risk models adjust to new wrinkles such as CDO SIVs with parent guarantees?
In 2011, 29% of defined contribution plans included a self-directed brokerage window. What does this mean for 404(c) compliance and participant investment decision making?
Client account trading can circumvent the Volcker rule. What are the implications for monitoring market and concentration risk?
Nearly 25% of middle-income Americans save nothing annually for retirement. What approach can encourage higher savings rates?
Why is index construction especially important in emerging markets?
How can valuation and liquidity models improve with issuer disclosure of asset quality in ABS securitizations?
With increasing expected life spans and potentially muted forward investment returns, what is an suitable investment drawdown assumption in retirement?
How do asset classes perform in various economic cycles? How should these correlations influence asset allocation?
How can a yield curve interpolation method improve the accuracy of financial modeling?
What investment vehicles can lower plan costs for small to medium sized pension plans?
Large Cap U.S. stocks have produced positive returns over every 20 year period since 1926, but also declines of 68% in one year and 50% over 18 months. What asset classes best offset equity volatility?
Brokerage commission and bid-ask spread costs are not embedded in mutual fund expense ratios. To what degree can these hidden costs affect fund performance?
If Federal monetary policy pushes interest rates near a floor of 0, how can a risk sensitive approach to net interest margin and market risk capital modeling improve decision making?
How does an annuity potentially decrease bequests to heirs?
What's the best method for estimating liquidity haircuts for assets other than cash and sovereign debt?
An ERBI study found that 55% of working adults do not know how much they need to save to retire comfortably. What is an appropriate retirement adequacy savings formula?
How do mutual funds disclose costs, such as 12(b)1 fees and sub-transfer agent fees, in reported expense ratios? Can plans avoid these costs in other investment vehicles?
How can regression analysis help construct portfolios on the efficient risk frontier?
Fund Selection. Asset Allocation. Rebalancing. Increased Savings. Which variable is most important for retirement income adequacy?
How can securitization issuance volume contribute as a model variable for market liquidity risk quantification?
How can innovation in liquid investment vehicles move an efficient frontier? Can new asset classes move it up and to the left?
By 2030 almost 20% of the U.S. population will be over 65 and in need of retirement income. What investment approach can best satisfy this need?
How can firms reposition their collateral inventories to meet requirements for liquidity buffers?
What internal processes are necessary to support securitization modeling for Special Purpose Entities and Asset Backed Commercial Paper conduits?
What role should longevity insurance play in mitigating the risk of outliving your assets?
How can a custody business hedge against a ban on short selling?
How should pricing models adjust for access to dark trading pools?
Today, there is a 25% chance that at least one member of a 65 year-old couple lives to age 97. With a potential need for 30-40 years of retirement income, how can one guage retirement readiness?
How can a consistent definition of risk lower implementation and maintenance costs for economic analysis and regulatory compliance?
How should back-testing calibrate a VaR model?
Numerous studies show that movement along an efficient frontier accounts for approximately 90% of investment return variance. What approach can move the frontier itself to improve investment returns?
Is leverage an acceptable mechanism to achieve a target risk level?
A plan sponsor is responsible as a fiduciary for accumulation of participant assets prior to retirement. Should it be responsible for decumulation in retirement?
How does investment cost relate to investment performance?
How can assumptions about skewness and kurtosis in investment returns improve Sharpe ratio analysis?
With updated regulatory requirements for liquidity risk, how can firms take advantage of thinly traded securities?
How can empirical requirements for “significant losses” in the trading book improve the accuracy of a stressed VaR calculation?
Within active investment approaches, how does past performance relate to future performance?
With substantial interbank lending, how should "too big to fail" legislation affect credit default & loss modeling?
How can firms assess the net effect of OTC derivatives migrating to guaranteed exchanges, balancing increased costs and margin requirements with the elimination of credit risk?
Capital quality initiatives, such as leverage ratios, will further de-lever bank balance sheets. How will financial modelers need to adjust bond spreads?
What role should external credit agency benchmarking play in an economic credit model, given their inaccuracies in during the 2008 credit crisis and the emergence of structured finance deals without ratings?
53% of American households won't be able to support their working lifestyle in retirement, a $6.6 trillion savings deficit. How can employers address this problem?
How can an institution facilitate a regulatory sandbox environment for Quantitative Impact Studies and portfolio stress tests?
The % of workers under 40 who said their retirement program was an important factor in accepting their jobs: 28% in 2009, 63% in 2011. How can employers differentiate their retirement plan and attract top talent?
How can factors for cognitive bias and behavioral economics improve pricing and risk models?
How should a risk model adjust to changes in book value and cash flow from a preliminary loan modification?
What structure of swap execution facilities (SEF) will balance a need for trade transparency with breadth of standardization?
40% of retirement plan sponsors admit that they don't fully understand their fiduciary responsibilities. Does this situation create liability?
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