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Understanding Asset and Liability Management (ALM)

Philippe-N. Marcaillou

in Defined Benefit Pension Schemes in the United Kingdom: Asset and Liability Management

Published in print:
2016
Published Online:
May 2016
ISBN:
9780198738794
eISBN:
9780191802003
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198738794.003.0002
Subject:
Economics and Finance, Financial Economics

Chapter 2 demonstrates the author’s pragmatic approach regarding ALM and funding ratio maximization as well as his processes. It gives an overview of ALM risk management and shows how to build an ALM ... More


Investment Policy: Understanding Asset Allocation Construction

Philippe-N. Marcaillou

in Defined Benefit Pension Schemes in the United Kingdom: Asset and Liability Management

Published in print:
2016
Published Online:
May 2016
ISBN:
9780198738794
eISBN:
9780191802003
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198738794.003.0005
Subject:
Economics and Finance, Financial Economics

On the asset side, trustees must build a robust return-seeking asset portfolio in accordance with the risk and performance strategy defined in the ALM framework and the LDI strategy. This chapter ... More


Strategy: Seeking Alpha Opportunities and Managing Risks in Global Markets

Stephen E. Roulac

in Public Real Estate Markets and Investments

Published in print:
2014
Published Online:
September 2014
ISBN:
9780199993277
eISBN:
9780199395767
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199993277.003.0004
Subject:
Economics and Finance, Financial Economics

Investing strategy for real estate is complex, daunting, and nuanced. To realize superior risk-adjusted returns or alpha, investors must be highly skilled and pursue strategies that diverge from the ... More


Fundamentals of Cost and Risk that Matter to Pension Savers and Life Annuitants

Catherine Donnelly, Montserrat Guillen, and Jens Perch Nielsen

in Retirement System Risk Management: Implications of the New Regulatory Order

Published in print:
2016
Published Online:
November 2016
ISBN:
9780198787372
eISBN:
9780191835483
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198787372.003.0009
Subject:
Business and Management, Pensions and Pension Management, Finance, Accounting, and Banking

This chapter analyzes two types of investment strategies for an investor with a retirement savings plan. In the first, the investor sets an upper target which his wealth should not exceed. In the ... More


Remaining Obstacles

Lester M. Salamon

in Leverage for Good: An Introduction to the New Frontiers of Philanthropy and Social Investment

Published in print:
2014
Published Online:
June 2014
ISBN:
9780199376520
eISBN:
9780199377633
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199376520.003.0005
Subject:
Political Science, American Politics

For all its promise, the activity on the new frontiers of philanthropy faces significant headwinds. For one thing, it tends to advantage service programs over advocacy ones, which may divert ... More


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