Church Commissioners Finds Value in QIS, Considers New Bank Strategies
The Church Commissioners for England, a GBP10.5billion investment fund supporting the Church of England, executed its first quantitative investment strategies this year in March and May for tail risk protection. The fund worked with counterparties to get comfortable with the strategies over several years but now that it is starting to see the results from these initial trades, it is considering further developing the hedging program.

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