Supporting best practice in investment risk management

VFMC > Media releases > Supporting best practice in investment risk management

VFMC recently completed its Investment Risk Uplift Project to further elevate portfolio risk capabilities and support global best practice in investment risk management.

A key project objective was better understanding, at a whole-of-portfolio level, how much risk was coming from VFMC’s Private Credit asset class, where better risk-adjusted returns could be found, and what this meant for overall portfolio construction.

This focus led to the development of a Private Credit risk model, which allows VFMC to compare the risk and return by manager, by strategy and by other factors. Being able to measure risk better and understand where pockets of relative value are positioned in its portfolio, means VFMC can make more informed investment decisions and explore adding new investment levers to its Private Credit portfolio.

Read more about the benefits of VFMC’s Private Credit risk model and how it is being applied within the current challenging investment conditions in this article from [i3] Investment Innovation Institute.

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