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MSCI Risk Monitor - Asset Owners Q3 2014

This quarterly publication reports on the risk and return behavior of major global pension systems: U.S. public and corporate, Canadian, UK and Dutch funds are examined.

During the third quarter, North American pension funds on average declined in value while European pension funds increased in value, largely because of currency depreciation. The Q3 2014 edition also explores funding status and surplus risk, and applies stress tests and the effects of several scenarios on assets and funding status. Finally, risk and return data of global equities, fixed income, currencies and alternatives are provided.