An adviser should first compare the size of an investor’s assets to liabilities. By establishing the ratio of assets to liabilities and arriving at an investor’s funded ratio, an adviser can help a ...

Executive Summary.The role of real estate in a pension plan is examined using an asset/liability modeling framework. The study developed a representative liability model of a pension fund to find the ...

Dynamic financial analysis (DFA) is a technique which uses Monte Carlo simulation to investigate the evolution over time of financial models of funds, complex liabilities and entire firms. Although of ...

The problem is especially acute for midtier financial institutions, because their asset and liability modeling are typically less rigorous and disciplined than those of larger institutions. Banking ...

If real life doesn't mirror asset-liability management models, then ALM models should be reconstructed to reflect reality.That's what Ortec Finance — a specialist risk management consultant ...

David Long, senior vice president and chief investment officer, asset-liability modeling, derivatives and fixed income, at the C$70.6 billion ($56.2 billion) Healthcare of Ontario Pension Plan ...

NEW YORK--(BUSINESS WIRE)-- John DeMairo, COO of Segal Advisors, Inc. has announced that Daniel F. Westerheide, Vice President and Consultant, was named Asset/Liability Modeling (ALM) Practice ...

Interactive Data Fixed Income Analytics is long since known for its flagship product, BondEdge®, which allows customers to identify opportunities and analyze portfolio risk using robust modeling ...

UK/EUROPE - Goldman Sachs Asset Management (GSAM) is going all out to capture the traditional business of consultants in launching its own asset advice service which encroaches further up the pensions ...

Infosys Finacle, part of EdgeVerve Systems, a wholly-owned subsidiary of Infosys (NYSE: INFY), announced the launch of the Finacle Asset Liability Management Solution – a liquidity and interest ...