ALM EN

ASSET-LIABILITY-MANAGEMENT

Asset-liability management (ALM) represents the link between the pension fund’s assets and liabilities. Asset liability management is therefore based on an analysis of the assets and liabilities of your pension fund. The key figures obtained in this way can be used to derive an investment strategy that is highly likely to ensure that your pension liabilities are covered by your existing assets in the medium to long term. Our analysis includes the following services:

  • Description of the initial situation
  • Projection of obligations and cash flows (approximately 10 years)
    • Development of the insured portfolio
    • Development of pension capital and net cash flows
    • Determination of the target yield
    • Determination of the risk budget
  • Summary of legal and customer-specific investment restrictions
  • Analysis of the investment strategy (around 10 years)
    • Yield potential of the financial markets
    • Examination of the optimisation potential of the current investment strategy
    • Derivation of proposals for a new investment strategy
  • Projection of the coverage ratio (about 10 years)
    • Expected value and fluctuation range
    • Sensitivity analyses and stress tests
  • Calculation of the target amount of the value fluctuation reserve
    • Value-at-Risk or Conditional Value-at-Risk
  • Recommendations for further action

With our consulting services, we cover the entire investment process of pension funds and are therefore very familiar with their challenges. In the current market environment, efficient investment concepts are the focus of our considerations and recommendations.

Do you have any questions?

Philippe Schlumpf

Senior Investment Consultant
T. +41 43 817 73 00
Send e-mail

Do you have any questions?

Samuel Blum

Pension fund expert SKPE
T. +41 43 817 73 00
Send e-mail‎