Liability matching is a strategy that aligns asset sales and income with future expenses. This ensures that funds are ...

Todd Investment Advisors has launched an asset/liability matching strategy. It invests in bonds to match short-dated liabilities--from five to 15 years in duration--and then uses exchange-traded funds ...

Duration matching was among a family of optimal strategies, but the choice of specific investment strategies was dependent on the company’s choice of risk metrics, return metrics, and risk-return ...

While low interest rates and market underperformance have hurt pension plans funded status in recent months, LDI strategies continue to help meet overall objectives, even with a slowdown in glide path ...

On the go: Soaring inflation may prevent actuaries from being able to match schemes’ underlying liabilities with appropriate assets, with costs set to increase, the Institute and Faculty of Actuaries ...

A matched book is a risk management process used by banks to keep their assets and liabilities at appropriate levels and ensure sufficient liquidity. A matched book ensures equal asset and liability ...

If you are a student of finance studying ALM, the last few weeks must have been quite a perfect academic period to witness the SVB debacle unfold, as you mapped this use case to some of the written ...

Modern Portfolio Theory focuses on assembling the optimal group of assets to achieve the best return per unit of risk. Diversification works well because it blends short and long duration instruments ...

Confluence has announced the availability of liability reporting in its Portfolio Analytics and Reporting (PARis) solution. The solution aims to give investment consultants and asset owners a more ...

Asset Liability Management or ALM is a mechanism designed to address the risk faced by banks due to a mismatch between assets and liabilities, which arise either because of liquidity or because of ...