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Podcast: InsuranceAUM.com
Episode: Episode 315: Investment Risk: Ex-Ante Influence for Ex-Post Impact
Description: Allysen Mattison, Director of Investment Risk and Vice Chair of the Investment Committee at Income Research & Management, joins the InsuranceAUM.com Podcast to deliver a deep dive into the art and science of fixed income risk management. Drawing on her experience overseeing a $122 billion portfolio, Allysen explains how her team approaches interest rate sensitivity, duration positioning, and risk decomposition to ensure that the risks taken align with high-conviction investment ideas.
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In the conversation with host Stewart Foley, Allysen unpacks complex topics such as tracking error models, the importance of aligning risk metrics with portfolio construction, and the nuanced role of d...