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Liability-driven investing

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Private pension (DB) Liability-driven investing Multi-asset Asset allocation Article USA
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
Cash-balance liabilities: A new investment framework
A cash-balance plan is very different from a traditional pension, and the differences can have a major impact on interest-rate sensitivity. With this in mind, we propose a focus on capital preservation, consistent income, and liquidity.
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By

Amy Trainor, FSA

Louis Liu, CFA, ASA, MAAA

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Article
2023-08-31
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
108219872
Liability-driven investing Multi-asset USA Asset allocation Private pension (DB) Article
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
Nearing the finish line: Ideas on end-state investing for corporate DB plans
As corporate plans approach their fully funded “end state,” new goals will need to be set. Members of our LDI team share their research on this transition and the required realignment of asset allocation strategies, including changes in return-seeking and liability-hedging portfolios and key liquidity considerations.
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By

Amy Trainor, FSA

Jacqueline Yang, CFA

event
Article
2023-04-30
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
850495466
Private pension (DB) Macro and market USA Multi-asset Liability-driven investing LDI Alert Portfolio construction Volatility Article
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
Preserving funded-ratio stability in volatile markets
Faced with extreme market volatility in the early months of 2022, what can corporate DB plan sponsors do to potentially provide stability in their portfolios while still pursuing longer-term funding aspirations? Multi-Asset Strategist Amy Trainor offers thoughts on rerisking, hedge ratios, and liability-hedging and return-seeking allocations.
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By

Amy Trainor, FSA

event
Article
2023-03-31
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
gold-coated-digits-674991658-1500x4101
Multi-asset Portfolio strategy Liability-driven investing Portfolio construction Asset allocation Retirement USA Article
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
Setting ROAs for 2022: A guide for US corporate and public plans
How are pension plans adjusting their ROA assumptions? How do those assumptions line up with our long-term capital market assumptions? Find out in this annual update.
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Multiple authors

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Article
2022-10-31
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
673712783
Liability-driven investing Fixed income Portfolio strategy Private pension (DB) Article USA
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
The evolution of derisking: Assessing new and time-tested liability-hedging ideas
As defined benefit plans contemplate the best path to their eventual “end state,” members of our LDI team update their liability-hedging research with a blend of traditional benchmark ideas and new opportunities to capitalize on changing market conditions and a broader investment universe.
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Multiple authors

event
Article
2022-09-30
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
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