Liability Driven INVESTING

Optimise Your
LDI Strategy

Helping insurers, asset managers & pension funds manage asset-liability risk, make the right investment decisions and satisfy regulatory requirements.

risk analytics & valuations

A Complete Solution for LDI Decision-Making

To make the right investment and liability hedging decisions, improve business performance and satisfy the risk requirements introduced by regulations such as Solvency ll, LDI managers need powerful, flexible risk and valuation technology. Quantifi is designed to make it easy for firms to achieve their funding targets while successfully navigating business, market and regulatory change.

An integrated view of assets
and liabilities

Trusted by leading insurers, pension
funds and asset managers

Flexible deployment methods

KEY FEATURES

This is How We Do It

Cross-Asset Coverage

Cross-Asset Support

The most advanced models (fixed income, rates, FX, credit, equities & commodities) trusted by global investment banks, leading insurers, pension funds and asset managers.

Real-time Risk & Reporting

Comprehensive
Risk Analysis

Evaluate the risk factors that influence your portfolio’s funding status and how they impact the payment of liabilities.

Make Optimum Credit Decisions

Powerful Curve-Building

Build curves across multi-asset and multi-currency portfolios by incorporating OIS discounting and multi-curve calibration.
Limits-Based Risk Management

Accurate Cash Flow Projections

Analyse and manage asset, liability and net surplus cash flows at trade, portfolio and enterprise level.

Integrate Seamlessly

Flexible Scenario
Analysis

Leverage pre-built stress tests or create customised scenarios reflecting user-defined risk metrics.

Simplified Data Management

Simple Data Management

Rapid and robust bi-directional interfacing with in-house data repositories and 3rd party providers using a wide variety of format.

Limits-Based Risk Management

Data Science Enabled

The ability to do complex data analysis and flexible reporting using Python, Jupyter Notebooks and other popular data science tools.

Integrate Seamlessly

Seamless Deployment

An open architecture that seamlessly integrates with existing processes and systems using unique plug-in APIs.

Simplified Data Management

Exceptional Support

Support provided by experienced quantitative and technology professionals.

WHITEPAPER

Managing Liquidity Risk in Times of Stress

Proper evaluation and provision of liquidity risk is not a quick fix; it requires diligent contemplation of needs, and a reliable partnership with the right technology and data provider. But, by doing so, liquidity risk management is place on a par with credit and market risk management – where it deserves to be.

The benefit of using Quantifi is very apparent to the interest rate derivatives team as we now have the ability to make better decisions, place better trades and enhance risk management, which ultimately improves return for our clients. 

Arne Løftingsmo, Portfolio Manager at KLP Kapitalforvaltning AS

insights

Navigate major trends & developments shaping the industry

Blog

Optimise Your LDI Strategy

The key objective for a life insurer, pension scheme or asset manager is to ensure there is sufficient cash flow to fund future payment obligations to clients. However, achieving this goal in a low-rate environment with increasing regulatory oversight and capital requirements is becoming ever more challenging. As a result, many insurance and pension providers are turning to LDI strategies to more readily attain their funding target.

Whitepapers

How to Get the Most Out of Your Liability-Driven Investment (LDI) Strategy

Liability-driven investment (LDI) is a core investment strategy for many life insurers, pension schemes and asset managers. It is an approach to investment in which all or part of the strategy is designed to match a scheme’s liabilities. This paper explores how, with the right technology, firms can achieve better results to get the most out of their LDI strategy.

Client Stories

New Zealand Superfund Takes an Advanced Approach to Credit & Liquidity Risk Management

New Zealand Superannuation Fund (NZSF) is the sovereign wealth fund of NZ. It’s purpose is to help pre-fund the future pension/superannuation liabilities of an increasingly aging NZ population. Since it was established in 2001, the Fund has grown in size to NZD 45 billion. It is a long-term, growth-oriented fund that invests globally, both directly and through external managers, into a wide range of asset classes and investment products.

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