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Showing 31 - 40 of 67 results for "Stress testing"

Early release applications top $9bn

ELIZABETH MCARTHUR  |  THURSDAY, 7 MAY 2020
... said. Sunsuper chief investment officer Ian Patrick said the early release numbers were still within the fund's stress testing assumptions. "Our prudent fund management means there is sufficient cash to meet all anticipated forward commitments," ...

APRA questioned on fund liquidity

ELIZA BAVIN  |  WEDNESDAY, 22 APR 2020
... will also need to explain the how it monitors stress-testing compliance as well as the regulators scenarios for stress testing. "What sort of scenarios are assumed for stress tests such as, magnitude of market falls, levels of unemployment, magnitude ...

Ethical fund manager wears $520m hit

HARRISON WORLEY  |  TUESDAY, 21 APR 2020
... government's Early Release Scheme, the pandemic won't pose a liquidity problem for the fund, with additional stress testing showing it will meet redemption demand. "With the COVID-19 situation still unfolding, Australian Ethical will continue ...

Liquid and ready: Cbus

ALLY SELBY  |  THURSDAY, 16 APR 2020
... he said. "Cbus paid close attention to the lessons of the GFC. We have a very robust approach to liquidity and stress testing," Atkin said. "Cbus conducted an out-of-cycle revaluation of unlisted assets and this has already been passed through in the ...

ClearView promotes resilience

HARRISON WORLEY  |  THURSDAY, 9 APR 2020
... COVID-19 pandemic, informing the market that its regulatory capital position "appears resilient" to a range of stress testing scenarios. ClearView is prepared to make a range of responses should the COVID-19 pandemic have a more sustained impact on the ...

Big banks cop a beating

ELIZA BAVIN  |  WEDNESDAY, 8 APR 2020
... "However, where a board is confident that they are able to approve a dividend before this, on the basis of robust stress testing results that have been discussed with APRA, this should nevertheless be at a materially reduced level."

Super funds must prioritise liquidity: Regulators

HARRISON WORLEY  |  WEDNESDAY, 1 APR 2020
... release members' super savings early. According to the regulators, trustees should undertake regular liquidity stress testing, using scenarios which reflect changes in future net cash flows, member behaviour and market conditions. The regulators also ...

Statewide revises down investment objectives, ups fees

ELIZABETH MCARTHUR  |  TUESDAY, 31 MAR 2020
... COVID-19, Statewide chief investment officer Con Michalakis said: "No. Statewide Super has downside risk scorecards and stress testing, which includes daily rebalancing and switching reports. At this point in time this is all within our stress test scenarios." ...

Super funds revalue unlisted assets

HARRISON WORLEY  |  WEDNESDAY, 25 MAR 2020
... 'growth' assets so they don't qualify for inclusion in our defensive allocation," Pearce said. "When we conduct our stress testing, we assume a scenario where the worst three months of the GFC happens in a single day." Pearce said the conservative liquidity ...

Shape up on climate change risk: APRA

ELIZABETH MCARTHUR  |  TUESDAY, 25 FEB 2020
... assess and appropriately price climate change risks. "This needs to ultimately be tackled through scenario analysis, stress testing and disclosure of market-useful information," APRA said. Those that participated in the climate change survey have now ...