ABS, a good asset class but not an ideal ALM tool for long duration liabilities.
For those in the Boston metro area who just experienced several consecutive major snowstorms…
News
Will the ASOP 4 Revision Be the Beginning of LDI for Public Pension Plans?
Over the past 12 years the asset allocation strategies for public pension plans and…
The 2023 Annual Lancet Countdown Report and Why it Matters to Life and LTC Insurers.
Later today (November 14th at 6:30pm EST), the 2023 report of the Lancet Countdown…
Cash Balance Plan Asset Allocation, Part 2: Considerations When Constructing LDI Portfolios for Cash Balance Liabilities.
In part 1, I explained why plans need to develop separate LDI strategies for…
2024 for Annuity Writers—It Will be “the Spring of Hope,” it Will Also be “the Winter of Despair.”
Like in “a tale of two cities,” at any point in time, the world…
Cash Balance Plan Asset Allocation, Part 1: Why Plans Need to Develop Separate Asset Allocation (LDI) Strategies for Cash Balance Plans.
As we discussed two weeks ago, the funded status of typical traditional defined benefit…
LDTI: Much More Than an Accounting Rule Change
LDTI, much more than an accounting rule change. It is a start of “marking…
Pension Plan De-risking in 2024
Pension plan de-risking in 2024: golden opportunity? There are solid reasons to believe that…