Asset Liability Management
36 white papers and resources
Nonbank SIFIs: No solace for US asset managers
This Regulatory Brief analyses the OFR report and the Consultative Document, and concludes with our continued view that the council will propose a few large asset managers for designation.
Special report: Non-traditional assets
By downloading this special report you will gain access to a collection of articles and case studies that focus on non-traditional assets.
Turning regulatory pressures into improved business profitability
Asset and Liability Management (ALM) has seen a huge transformation inrecent years. This was mainly caused by regulators and executive boards which pressured banks towards more active management of their balance sheets in order to limit risk.
Enhancing the value chain: how to thrive in an uncertain world
Asset managers are under enormous pressure to operate effectively in today’s New Normal environment. A number of dynamic headwinds have to be overcome if they are to succeed and stand out from the competition.
The impact of Solvency II on bond management
This white paper analyses the bond Solvency Capital Requirement as a risk measure, the effects of this risk measure on bond management within a return volatility-Value-at-Risk-SCR universe, and whether Solvency II will lead to a new bond hierarchy and arbitrage opportunities.
Managing and Measuring Capital
This white paper considers how capital is measured and managed by banks and other financial institutions and how current techniques should be improved to address the issues highlighted in the recent crisis.
Shifting Towards Hybrid Pension Systems: A European Perspective
This research was produced as part of the "Regulation and Institutional Investment" research chair at EDHEC-Risk Institute, in partnership with AXA Investment Managers.
What Asset-Liability Management Strategy for Sovereign Wealth Funds?
This research was produced as part of the "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" research chair at EDHEC-Risk Institute, in partnership with Deutsche Bank.
Dynamic Investment Strategies for Corporate Pension Funds in the Presence of Sponsor Risk
This research was produced as part of the "Asset-Liability Management and Institutional Investment Management" research chair at EDHEC-Risk Institute, in partnership with BNP Paribas Investment Partners.
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…