Sentences with phrase «matches duration risk»

Not exact matches

We are experienced providing duration matching portfolios with high levels of precision, while also determining the appropriate level of credit risk necessary to generate incremental returns relative government bond portfolio alternatives.

IGIH provides exposure investment - grade, US - dollar - denominated corporate bonds while minimizing interest - rate risk by shorting U.S. Treasurys that match in terms of duration.

These risks can be reduced by computing the duration of the retirement income stream and allocating to a portfolio of inflation - protected securities that are duration - matched to the planned retirement horizon.

If you mis - match the duration of your investments vs. when you will need the money, you run the risk of being a forced seller at a temporary market low.

At the same time, the insurance industry invests with certain overall strategies in mind, such as matching assets to liabilities in terms of maturity and interest rate risk, including managing duration; liquidity requirements; and overall risk appetite / volatility tolerance.

Depending on the insurer type, portfolio compositions could vary, due mostly to appropriately matching assets to liabilities and taking into consideration relative duration and liquidity risk.

A portfolio of fixed income securities with wide risk - adjusted spreads properly matched to the duration of the market produces a total return in excess of the market return

This new type of bond fund offers the ability to tailor duration risk and sector exposure to match risk and return objectives.

Commercial mREITs tend to match the duration of their assets and liabilities and face little rollover risk.

While this type of security will have the least volatility, some would argue that the risk - free security used should match the duration of the investment it is being compared against.

Other factors are under an investor's control, but are not always controlled: discipline; consistency; remaining within your circle of competence; matched duration of client capital with underlying investments; prudent diversification; reacting rationally to news or market developments; and of course, not overpaying» I want to add a few thoughts on how investors can hedge against the risks that Klarman lists.

Commercial mREITs tend to match the duration of their assets and liabilities and face little rollover risk.