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Asset Liability Modelling (ALM)
Product
Pricing
Reserving
Reporting
Investment
table of contents
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Product
Pricing
Reserving
Reporting
Investment
table of contents
Add a header to begin generating the table of contents
Asset Liability Management
Risk Budgeting
Using ALM to Determine Investment Strategy
Quantify investment objective e.g. 99.5% probability A > L over 5 yr time horizon
Asset projection
Assumptions for different asset classes
dividend yields, asset price growth, div yield growth
money market s term interest rates
inflation
gross redemption yields
rental yields and rental growth
exchange rates
Liability projection
Bibliography
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