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Bridging generational gaps through pension reform

In light of ongoing Dutch pension reforms, Professor Sebastien Betermier underscores the need for successful pension funds to balance individual and collective responsibility for risk-taking. From his perspective, a hybrid plan is crucial to meet stakeholder needs across generational lines.

Published: 11 Jan 2022

MIPC winners prepare to present ideas to Dutch pension funds

Students from the Copenhagen Business School took home the $25,000 first prize of the fifth annual 鶹AV International Portfolio Challenge (MIPC) this November.

Published: 19 Dec 2021

鶹AV students spearhead hybrid MIPC

A dedicated group of 鶹AV students successfully planned the first hybrid iteration of the annual 鶹AV International Portfolio Challenge.

This year, 鶹AV invited 114 teams from 26 countries to tackle the challenge of designing sustainable retirement system plans in light of Dutch pension reforms.

Published: 30 Nov 2021

Delve: Why Ultra-Low Yields Don’t Mean the End of Sustainable Pension Funds

Retirement systems around the world, from public pension plans to private funds, are weathering a storm of ultra-low bond yields that threaten not only adequate returns for pensioners but the sustainability of the systems themselves. Designing retirement systems that are resilient to low yields requires balancing risk with resilience and innovative approaches.

Published: 26 Nov 2021

Putting QE in the rearview mirror

With the winding down of Canadian quantitative easing policies, announced recently by the Bank of Canada’s Governor Tiff Macklem, Professor Sebastien Betermier comments on the effects of rising bond yields on pension plans. Yields across the Canadian economy currently remain at historically low levels due to inflation and supply shortages amid the COVID-19 pandemic.

Published: 19 Nov 2021

Risk and return at the fifth annual MIPC

To kick off the fifth edition of the 鶹AV International Portfolio Challenge, Professor Sebastien Betermier moderated a Delve Integrated Management symposium powered by Global Risk Institute in Financial Services (GRI) entitled “Designing Sustainable Retirement Systems in the Current Environment of Ultra-Low Yields.” The event invited University Pension Plan Ontario’s Barbara Zvan and PSP In

Published: 15 Nov 2021

Going green in the concrete jungle

Professor Sebastien Betermier and his co-researchers published a paper on financial and environmental solutions for sustainable urban development. Canadian pension funds are doing something right, and they outline strategies for other funds and investors to follow suit.

Published: 30 Aug 2021

Taking a deep dive into pension plans

In a Q&A for the Montreal Gazette, Professor Sebastien Betermier takes a closer look at the terms and metrics related to the funding status of a pension plan. The growth rates and termination costs of a fund, he emphasizes in the piece, largely depend on the type and risk level of assets owned.

Published: 5 Aug 2021

Canada emerges as a leader in green bonds

Canadian retirement pensions are shaping up to be global leaders in issuing green bonds, or funds designated for environmental initiatives. Professor Sebastien Betermier views Canada’s commitment to sustainability as an advantage over other countries in growing both pensions and sustainability projects in the long term.

Published: 22 Jul 2021

Desautels professor lends expertise to Exchange Traded Funds (ETF) study

One of Wall Street’s least-known trading companies, Jane Street has quietly become a global market-maker. With a niche in the world of exchange traded funds (ETFs), the company was well-positioned to weather the COVID-19 crisis. Professor Sebastien Betermier recently entered the conversation with a new report that connects fixed-income ETFs to market liquidity during the pandemic.

Published: 5 Feb 2021

Investors anticipate low-carbon economy

As the renewable energy sector grows in leaps and bounds; pension funds, banks, investment companies, and insurance companies are waking up to the risk of devaluation in fossil fuel investments.

Published: 19 Jan 2021

Two international teams claim victory in 鶹AV portfolio-building competition

The first virtual 鶹AV International Portfolio Competition (MIPC) drew 93 university teams from 18 countries to design portfolio strategies that address the rise of social inequalities and protectionism in the U.K.

Published: 7 Dec 2020

93 student teams tackle social inequality and protectionism at MIPC 2020

The fourth annual 鶹AV International Portfolio Challenge invited 93 student teams from 18 countries to compete to solve a complex portfolio construction problem. This year’s case study challenged participants to invest a fictitious sovereign wealth fund in a way that addressed social inequalities and protectionism in the wake of Brexit.

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Published: 12 Nov 2020

Delve: Canada’s Pension Plan Is the Envy of the World, and Now We Know Why

A new study by Prof Sebastien Betermier is the first to use real data to do a quantitative analysis of asset allocation strategies and cost structures for hundreds of pension, endowment, and sovereign wealth funds across 11 countries. The results hold valuable lessons not only for financial planners, but also working Canadians dreaming of retirement.

Published: 9 Nov 2020

The case for a long-term divestment strategy

Pressure is on the Canada Pension Plan Investment Board (CPPIB) to divest from fossil fuel companies in support of Canada’s transition to a low-carbon economy. Professor Sebastien Betermier comments.

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Published: 5 Nov 2020

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