Analysis, analysis, analysis. Here's some of what we do
a group-wide asset allocation map giving the entire asset picture in a single view
- Breakdown by long-term funds, sub-funds
- Liability types,
- Liquidity requirements,
- Benchmarks and excess return targets,
- Tracking error,
- Stop loss positions,
- And desired betas for each asset class within each fund or sub-fund
a group-wide risk flash report giving an overview and individual fund and sub-fund views
Detailed sensitivities to asset and liability positions from changes to:
- specific asset class valuations and characteristics
- equities,
- property,
- interest rates,
- credit spreads,
- cross market movements
- along with actuarial factors, such as persistency and longevity