Asset Liability Management
117 white papers and resources
Risk Library provides a wide range of Asset Liability Management white papers and analyst reports by leading experts. Asset liability management is a method by which banks, other financial services companies and corporations will co-ordinate the management of assets and liabilities to mitigate the risk of mismatches.
Pension Fund Investment in Social Infrastructure: Insights from the 2012 reform of the private finance initiative in the United Kingdom
In February 2012, EDHEC-Risk Institute responded to the UK Treasury’s Call for Evidence about the reform of the Private Finance Initiative (PFI) with a particular reference to the opportunity for pension funds to invest in infrastructure assets, which the UK Treasury has earmarked as a priority…
Longevity Risk
Around the world, a structural shift in demographics is taking place: people are living longer. While an increasing number of people look forward to retirement the implication for firms, funds and governments with hundreds of billions of dollars in defined-benefit pension scheme liabilities is…
MetLife: A global innovator in variable annuity risk management
Andrew Rallis, MetLife’s senior vice president and global head of asset/liability management, charts the insurer’s recent history of success, and expounds on their sophisticated IT platform and innovative new products, and how MetLife plans to meet the growing worldwide demand for retirement…
Liquidity – a new asset class? New opportunities for insurance and pension funds
Philip Turner, RBS Global Banking & Markets’ (GBM) head of strategic product marketing, provides an insight into how the liquidity crisis has created significant opportunities for insurers and pension funds to monetise the liquidity premium associated with their asset and liability mismatch, while…
Practices and emerging trends in asset liability management and liquidity risk
Asset Liability Management (ALM) plays a critical role in weaving together the different business lines in a financial institution. Managing liquidity and the balance sheet are crucial to the existence of a financial institution and sustenance of its operations. It is also essential for seamless…
Toward a stable and dynamic insurance future
This white paper, from the IBM institue for Business Value, looks at the increasingly integrated financial world - in a world where insurers are major investors, and banks offer insurance, this research piece poses the question 'where now?' for insurers.
Anticipating and Mitigating Catastrophic Risk
This white paper provides a market perspective on the limitations of the standard methodologies and introduces a new analysis to anticipate and mitigate the effects of cataclysmic events.