IPE 360 – Dynamic ALM strategies for pension funds

View our CEO’s presentation at the IPE 360. Adina Grigoriu presented our DALM approach, a dynamic ALM strategy for pension funds or other investors with liabilities. Risk Management is done through protecting a chosen level of funding ratio and locking-in the funding ratio progress.  

DALM Solution : Dynamic Asset & Liability Management

[row] [/row]   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 …