Todd Investment Advisors has launched an asset/liability matching strategy. It invests in bonds to match short-dated liabilities--from five to 15 years in duration--and then uses exchange-traded funds ...

Learn how the immunization investment strategy protects portfolios from interest rate changes by matching asset durations ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Liability-driven investing, or LDI, is an investment strategy that focuses on matching assets with liabilities. This strategy is used by pension plans to hedge against market-related risks that could ...

In recent years, many US plan sponsors have adopted liability-driven investing (LDI) in response to changes in accounting standards (FASB 87) and funding requirements (Pension Protection Act). Others ...

On the go: Soaring inflation may prevent actuaries from being able to match schemes’ underlying liabilities with appropriate assets, with costs set to increase, the Institute and Faculty of Actuaries ...

Diageo Pension Scheme has switched 5 per cent of its assets from its growth to its matching portfolio after hitting a derisking trigger, tipping its investment balance towards holdings that track ...

Forbes contributors publish independent expert analyses and insights. David John Marotta is a financial advisor covering financial planning. Typically, your financial plan contains assets, liabilities ...

This chapter discusses the valuation of assets and liabilities under Solvency II. Given that strategic asset allocation and investment management are key aspects of an insurer’s business, especially ...