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return attribution pension funds
The creation of the investment portfolio is preceded by a number of decisions by various stakeholders. The composition of the long-term asset mix follows from the ALM study, which is usually specified by the investment committee for the medium term and implemented by investors. In collaboration with expert Corné Reniers, IBI has developed a (quarterly) overview that provides direct insight reflects in the outcome of key decisions.
This global return attribution provides the board with insight via a waterfall chart of how the attribution is constructed based on the average of the peer group. The effects of decisions such as strategic and tactical allocation, interest rate hedge, manager selection and overlays are transparent.
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