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Addressing the Financial Risks from Retirement Systems Seminar: How Consideration of Risk May Change Plan Sponsor Strategies
Phyllis talked about the 1978 Revenue Act and 401(k)s changing the playing field. The creative destruction ... Bond analysts are later-comers to the table. Standard & Poor's (S&P) says unfunded on projected benefit ...- Authors: Malcolm P Hamilton, Kenneth Kent, Michael Peskin, Mark Ruloff, Matthew Sloan, Sean F McShea
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Global Perspectives>Geopolitical risks; Pensions & Retirement>Risk management
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(RL) Bond Market Watch – July 2012
the S&P 500 index returned 1.38%, European equities returned 2.91% and the excess return of U.S. credit ... credit markets versus U.S. Treasuries was 1.23%. There were some interesting divergences: Spanish and Ital- ...- Authors: Sean F McShea
- Date: Oct 2012
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Pension investments & asset liability management
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RL Asset Liability Watch, September 2012
July and August, the excess return of U.S. credit markets versus U.S. Treasuries was 1.06% in September ... trading in the mid 1.50%'s at the end of August, the 10-year backed up to the mid 1.70%'s in Septem- ber only ...- Authors: Sean F McShea
- Date: Oct 2012
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Pension investments & asset liability management
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(RL) Bond Market Watch – December 2012
generally outperformed, with credit spreads in BBB 's and financials outpacing other sectors. Credit and ... 3rd quarter, the excess return of U.S. credit markets ver- sus U.S. Treasuries was 0.57% in December ...- Authors: Sean F McShea
- Date: Jan 2013
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Pension investments & asset liability management
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(RL) Bond Market Watch – July 2013
after an extremely strong 1st quarter that saw the S&P500 gain 10.03%. However, stocks have sold off from ... in their $85 billion a month in Agency MBS and U.S. Treasury asset purchases has disrupted both the ...- Authors: Sean F McShea
- Date: Jul 2013
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Pension investments & asset liability management
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(RL) Bond Market Watch – August 2012
strong July, the excess return of U.S. credit markets versus U.S. Treasuries was 0.40% in August. After ... mid-August. After trading back to the mid 1.50%'s at the end of August, the 10-year is at 1.76% as we ...- Authors: Sean F McShea
- Date: Oct 2012
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Pension investments & asset liability management
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(RL) Asset/Liability Watch – June 2012
0.29 Barclays Aggregate Index 30 2.06 2.37 7.47 S&P 500 60 -2.74 9.49 5.45 MSCI EAFE Int’l 5 -6.85 ... interest rates preceding the year at issue, per the table to the left. For 2012, these changes are expected ...- Authors: Sean F McShea
- Date: Oct 2012
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Pension investments & asset liability management
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(RL) Bond Market Watch – July 2013
23 Barclays Aggregate Index 30 0.14 -2.31 -1.90 S&P 500 60 4.95 18.20 22.21 MSCI EAFE Int’l 5 5.28 ... outperformed RL PPA liabilities by 18.18% YTD. The S&P 500 has led the way with an 18.20% YTD return, ...- Authors: Sean F McShea
- Date: Jul 2013
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Pension investments & asset liability management
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(RL) Bond Market Watch – June 2012
and is up 43 bps versus Treasuries for the year. U.S. core fixed income has returned 2.37% YTD after returning ... 3.86 11.97 1) Nominals represent conventional U.S. Treasury Bonds and Notes. 2) BEI = Breakeven Inflation ...- Authors: Sean F McShea
- Date: Jun 2012
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Pension investments & asset liability management
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(RL) Asset/Liability Watch – September 2012
0.14 Barclays Aggregate Index 30 1.59 3.99 5.16 S&P 500 60 5.75 14.55 27.32 MSCI EAFE Int’l 5 6.99 ... 44 10.25 4.10 4.34 2.43 4.33 6.96 5.24 5.94 6.54 S&P 500 60% -9.10 -11.89 -25.15 28.68 10.88 4.91 15 ...- Authors: Sean F McShea
- Date: Oct 2012
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Pension investments & asset liability management