Asset liability models have a vital role to play in the investment decision making of pension fund managers, Lane Clark & Peacock says.
Head of trustee investment Gavin Orpin said ALM and so-called value-at-risk models – which calculate the likely funding positions of pension schemes – have received flak for there inability to pred...
To continue reading this article...
Join Professional Pensions
Become a Professional Pensions Lite Member today
In just a few clicks you can start your free Professional Pensions Lite membership for 12 months, providing you access to:
- Three complimentary articles per month covering the latest real-time news, analysis and opinion from the industry
- Receive important and breaking news stories via our two daily news alerts
- Hear from industry experts and other forward-thinking leaders
