Asset and liability management (ALM)

Incorporating policyholder expectations into ALM

European life insurers have recently improved their asset/liability management (ALM) skills.However, those efforts have been limited to the matching of guaranteed policyholder benefits.While bringing considerable insight, they also leave management with…

Hedging of corporate pension liabilities

Bernd Scherer here proposes a normative theory of asset/liability management that views externally funded pension funds exclusively from a corporate finance point. Standard asset management solutions are derived after the corporate finance problem has…

Catching the Basel 'tail wind'

Christian Jimenez, chief risk officer at Eulia, has used momentum from regulatory change to overhaul antiquated risk management policies.

Pension fund risk systems advance

Vendors seeking to cater to pension fund clients are rolling out a new breed of asset/liability risk analysis tools to complement risk reporting and benchmarking systems, all tailored to the unique needs of these institutions.

Reaping integration rewards

In the October issue of Risk, Clive Davidson discussed the integration of ALM and ERM technology. Here, in a second article, he profiles the firms that have tackled this project and reviews the challenges, advantages and pitfalls of the integration…

Emerging markets ramp up

Asset and liability management systems sales continue to be strong in the US and Europe, thanks to Basel II preparations. But it is in the emerging markets that vendors say strong sales growth will come in 2002.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here