A case study on funding ratio management with a US pension fund

  Active Asset Allocation uses the most advanced actuarial techniques combined with powerful modelling of asset classes behaviour in order to help define a dynamic asset allocation for investors with liabilities. Assets are dynamically allocated between a liability matching portfolio and a growth portfolio by implementing advanced risk budgeting techniques. Our solution aims at achieving full funding as quickly as …

Active Asset Allocation: US partnership with Sageview

Sageview Consulting and Active Asset Allocation will advise the asset allocation of the pension fund of Colony brands, one of the world’s largest catalog companies. Active Asset Allocation provides dynamic asset allocation solutions to manage the assets and liabilities of pension funds in order to improve and protect funding ratios and minimize contributions.

Active Asset Allocation Généralisation Approche TPPI – Extrait Matinée Recherche EIFR

Active Asset Allocation, chaired a research event on risk management organised by the European Institute for Financial Regulation (EIFR), which gathered more than 50 asset managers and institutional investors. Adina Grigoriu gave a complete overview of portfolio insurance techniques and their evolution over time, from the founding article of Perold in 1986 (CPPI) until the most recent publications. Active Asset …

APG Academic Advisory Board

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              23 October 2012 – Amsterdam Adina Grigoriu has been invited to the October 2012 APG Academic Advisory Board to speak about risk budgeting examples in the asset management and the ALM world.    

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.  

Investment & Pensions Europe 2012

        IPE 360° – 7-8 June 2012 – Mery (Paris) IPE 360° is a series of top-level meetings for those responsible for running Europe’s pension funds and their advisers. Active Asset Allocation organised a session on dynamic de-risking on June 8. The IPE 360° initiative is a new and unique venture enabling senior pension people to meet …

Pitmans Trustees Event

      Co-hosted workshop with Active Asset Allocation 24 May 2012 – London Presentation of Dynamic Asset Liability Management techniques to Trustees and Pension Fund Directors. Please click here to know more.

In defence of pro-cyclicality by Adina Grigoriu

        “In defence of pro-cyclicality”, by Adina Griguriu from Active Asset Allocation, in IPE.com Adina Grigoriu asks, is pro-cyclical risk management necessarily a cost – or can it be an unexploited source of performance?  «EIOPA’s call for advice on the review of the IORP directive has brought forward many questions. One that both pension funds and their …