DALM Solution : Dynamic Asset & Liability Management

The DALM solution is an extension of the TPPI approach to Asset Liability Management (ALM).  The TPPI (Time-varying Proportion Portfolio Insurance) is an advanced portfolio insurance technique.  The DALM designs a dynamic allocation between a core portfolio and satellites. The core portfolio is built to hedge the liabilities of the pension fund and satellites are constructed to seek performance. The DALM …

Frequently Asked Questions

How does Active Asset Allocation adapt its services to the client? We customize each of our solutions to fit with your risk constraints and investment universe. To do so, we identify the asset classes you want to invest in and the maximum risk that you are willing to take. We then design a specific solution, test it in a stochastic …