Liability Driven Investment

​Most of our clients use a variety of different liability driven investment (LDI) approaches including:

  • Gilt-matching portfolios 
  • Tailored LDI portfolios using swaps

One of our key philosophies and messages to all our clients is the importance of understanding and managing risk.  LDI is one of the most significant ways trustees can help manage the financial risks within their schemes.

We have extensive experience across the spectrum of advising on liability driven investment including:

  • Training: We train both trustees and sponsors at all stages of the process, ranging from writing briefing notes, white papers and presenting at internal and external seminars, to scheme specific training which takes into account a scheme’s specific characteristics.
  • Modelling and consulting about the size of a hedge: We use our PFaroe modelling tool, alongside our excellent relationships with the managers to design, monitor and review hedges.  As PFaroe is also our actuarial valuation system, it ensures that we are able to accurately model the assets and liabilities together.  An example  screen shot from our hedge modelling tool, “Optimiser” is shown below.
 
    Speak to us

    Speak direct to our specialists in this area
    Danny Vassiliades
    Principal
    Or call us on
    020 3327 5000