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 ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Investment in clean energy infrastructure may tick a lot of boxes for life insurers. Matching assets to long-term liabilities without compromising on return potential can be a challenge for insurers ...

In recent years, many US plan sponsors have adopted liability-driven investing (LDI) in response to changes in accounting standards (FASB 87) and funding requirements (Pension Protection Act). Others ...

Liability-driven investing, or LDI, is an investment strategy that focuses on matching assets with liabilities. This strategy is used by pension plans to hedge against market-related risks that could ...

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 ...

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 ...

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 ...

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 ...