Category Archives: Assest Liability Management

IBM Optimisation Forum

OptiRisk Systems in association with IBM UK and UNICOM Seminars, hosted a gala event on “Optimisation in the Financial Services Sector” On November 13, 2012 at the IBM South Bank Premises. The event had participation from over 50 delegates representing … Continue reading

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Uncertainty in Pension benefits and Liability Driven Investment

After UK Chancellor George Osborne passed the budget couple of weeks back, it has created quite a stir in the financial community, especially for retired pensioners. Pension Minister Steve Webb, has announced that the government is trying to develop a … Continue reading

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Liability Driven Investment – Variant of Asset Liability Management

Undoubtedly, the pension systems are in a crisis. Corporations, governments and regulators need to adopt new approaches before individuals are left alone with their pension and healthcare planning. An increasing dependency ratio (ratio of pensioners versus workers) has forced governments … Continue reading

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Workshops on Quantitative Finance – London

OptiRisk Systems in collaboration with UNICOM Seminars Ltd is pleased to bring to you its series of yearly events on Hidden Markov Models, Interest Rate Modeling, Portfolio Analysis and Asset Liability Management. The workshops are delivered by subject experts and … Continue reading

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Trade to improve your portfolio

Continuing the Debate from The Economist An  interesting write-up from Abnormal Returns One of the persistent themes on Wall Street is that investing strategies go in and out of favor on a regular basis.  Oftentimes this has to do with … Continue reading

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Debate – High Frequency Trading Beneifits the Quality of Markets

The debate hosted by The Economist For the Motion Jim Overdahl Vice-president, Securities and Finance Practice, National Economic Research Associates High-frequency trading has improved the overall quality of markets. Trading costs are lower, markets are deeper and more liquid, discrepancies … Continue reading

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Quantitative Trading: Economist Approach vs. Mathematician Approach

Algorithmic Trading, Investment, by Haksun Li. Thank you Lewis for introducing me to the field of “Quantitative Equity Portfolio Management”. It opens my eyes to the other spectrum of “Quantitative Trading.” Apparently what Lewis considers quantitative trading is very different … Continue reading

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Offering ALMs on… Getting Old and Women

Issue 2 – By Neha This year’s magic number is 7424. A woman retiring in 2010 will receive this much less than a man on average each year in pounds; this magic number is also known as the pension gap. … Continue reading

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Offering ALMs on… Lost in Translation

Issue 1 – By Neha Loans, interest rates, debt, mortgages, cash flows, current holdings, scenario generation, liabilities…  STOP!  Too much information. In the good ol’ days managing your wealth was not so technical; people were exposed to it as a … Continue reading

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Buy and Hold Can’t Die

March 6, 2012 – By David Merkel There’s this mistaken idea trotting around in the popular media, which usually only shows its face in bear or sideways markets: buy-and-hold investing is dead. This is wrong in several ways: 1) The … Continue reading

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