Designing Default Retirement Plans
Academics, practitioners, consultants and fund managers have come together to develop a new framework for designing default retirement plans.
Insights
Podcast: Uncertainty in Retirement Modelling
Dr. Geoff Warren, Associate Professor at the ANU joins Dr. Laura Ryan to discuss his recent work in retirement modelling. In this episode, Dr. Warren shares how important modelling choices are when assessing the adequacy of the super guarantee (SG). Dr Warren also discusses imputation/franking credits and structuring CIPRs (Comprehensive Income Products for Retirement).
All I Want for Christmas is a Positive Yield
In December, the Australian Government sold negative yielding nominal debt for the first time. We discuss how the massive volume of central bank liquidity and prospects for a rebound in the global economy in 2021 are underpinning the large divergence between equities and bond yields.
Reflation
The consensus is sure that inflation will remain lower for longer. Most remain sceptical that central banks will succeed in their mission to push it higher.
Defensive fixed income solutions to generate returns
Dr Laura Ryan discusses defensive fixed income solutions at the Bell Potter VOICES Conference 2020.
November Rain – Implications of RBA QE for Investors
In November, the RBA took monetary policy to new extremes by cutting the cash rate to near zero and embarking on a massive new Quantitative Easing program.
The role of fixed interest strategies in an ultra-low rate environment
In this Netwealth Podcast, Dr Laura Ryan discusses whether duration strategies can still provide diversification in portfolios in the current ultra-low interest rate environment.
Does duration still diversify equity risk?
Ardea IM uses statistical modelling in order to discuss whether government bonds still diversify equity risk.
Podcast: Model Uncertainty and Risk Models
In our first episode of the Ardea IM Quantitative Research Series, Ben Alexander, Co-Chief Investment Officer at Ardea Investment Management joins Dr. Laura Ryan as they share insights into the risk model used in the Ardea IM portfolio construction process.
Will Japanification Eliminate Relative Value Trading Opportunities in Rates Markets?
Record low rates are leading some market participants to question whether all bond markets are experiencing “Japanification”. Will this backdrop spell the end to relative value trading opportunities?