Managing Exposures
Knowledge Exchange

Webinar recording: Institutional Trading Calendar

A discussion on how certain days in the year have greater potential for elevated risk or reduced market liquidity.

• View the Institutional Trading Calendar
• De-risking? Get your transition management plan in place first
• T+1 settlement: Is your FX trading impacted with the equity settlement shift to T+1?
• Q2 2024 update: Real-time risk exposure report
• Fixed income transitions: A specialist approach
• Confessions of a transition manager
• Pension risk transfer: A framework for successful implementation
• Don't let the frame block the complete transition picture
• Best practice for fixed income restructures
• Don't blow your second chance: Managing risk when de-risking
• Transitioning fixed income assets in fractured markets
• A tale of two rebalances: Time-tested implementation best practices during market stress

Interim management: What's the cost in waiting?

When making fundamental changes to an investment portfolio, it's not only the cost of the change that needs to be factored, but also the cost in waiting for those changes to be implemented.

• The Great Resignation: Has it increased the risk that comes from portfolio manager exits?
• Stuck between a rock and a hard place? How interim transition management can help.

Demystifying derivatives

Our director of customized portfolio solutions demystifies derivatives and explains how they can be used in institutional portfolios today.

• Portable alpha: Divorcing and remarrying alpha and beta
• LDI: Our approach to the design, construction, and management of liability-hedging portfolios for U.S. DB plans
• The power of an Overlay program: 13 short case studies
• Q2 2024 update: Real-time risk exposure report
• Portfolio rebalancing, Part 3: Exposure management strategies in an overlay program
• Portfolio rebalancing, Part 2: The private markets puzzle
• Portfolio rebalancing, Part 1: The ideal rebalancing range
• After the Fed hike cycle, is a cash allocation a more viable "option"?
• Equity index futures vs. total return swaps
• Supercars vs. Uber drivers: Risk management for actual humans
• Does an overlay program make sense in your OCIO program?
• De-risking implementation: What DB plans should know
• Real world overlay solutions in challenging times
• Is an exposure to commodities what you need for portfolio diversification?
• Using overlays to balance the yin and yang of your portfolio

Confessions of a currency manager

Our global head of fixed income and foreign exchange reveals lessons learned from years of working in currency markets.

• Strategic currency hedging considerations for U.S. investors
• Absolute Return Currency Strategy
• Case study: Absolute Return Currency Strategy – An underrated source of return and diversification?
• Case study: How a currency management strategy can work as a diversifier
• Rising rates and currency
• Ignore currency exposures at your peril
• Capturing the reward side of currency exposure: Lessons from Japan
• Currency proxy hedging – beyond correlations

Quarterly Trading Report

Access all of our key observations from the three largest asset classes we trade each quarter.

• The big shifts: Street-level insights from the trading desk
• T+1 settlement: Is your FX trading impacted with the equity settlement shift to T+1?
• Fixed income trading evolution
• How do clients rate their outsourced trading providers?
• Are investors paying too much for FX trading? Streamlining trading practices for price enhancement.
• Diversity firm inclusion in trading venues
• The right stuff – How to find the right (outsourced) trading partner
• How has COVID-19 affected trading capabilities?

Equity Factor Report - Q3 2024: Value and low volatility strategies rally

The third quarter brought a significant shift in factor portfolio performance, with Value and Low Volatility strategies outperforming while Growth and Momentum strategies—which had shined in the previous two quarters—underperformed.

• Equity Factor Report - Q2 2024: Momentum strategies continue their advance
• Equity Factor Report - Q1 2024: Momentum strategies shine
• Equity Factor Report - Q4 2023: Growth strategies rally on the prospect of lower interest rates
• Equity Factor Report - Q3 2023: Value strategies rally as bullish sentiment dampens
• Factor investing and U.S. recessions: How have key equity factors performed on a historical basis?
• Selecting good managers is hard. Managing portfolios of good managers is even harder. Completion portfolios can help.
• Completion portfolios: Precisely aligning your portfolio with your strategic beliefs
• Repurposing a passive allocation with a completion portfolio

Case study – Model implementation: What is it and how can it help?

Discover how a large healthcare system with multiple investment pools achieved significant cost savings and enhanced portfolio control through Russell Investments' model implementation, featuring custom screens, reduced trades, improved portfolio control and analytics.

• Is a total portfolio approach right for your organization?
• Enhanced Portfolio Implementation, Part 2: How EPI separates implementation from insight
• Enhanced Portfolio Implementation, Part 1: How EPI separates implementation from insight

CUSTOMIZED PORTFOLIO SOLUTIONS

Gain greater portfolio control, limit costs, reduce risk, and enhance returns

Investment teams face significant pressure – a squeeze on fee budgets, scrutiny of governance approaches, and challenging market conditions – all driving increased demand for agile processes and a need to reach further globally to access new sources of return.

Combine your internal resources with our global implementation services capabilities. Designed to support in-house investment teams, we have a suite of services that can be customized in combination or delivered as discreet solutions to help you tackle your investment challenges.

Take a look into our capabilities and see how we can help you.

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