Liability Driven Investment Optimization
LDIopt is an asset and liability management (ALM) optimization modelling software for pension funds, insurance companies, and banks.
The tool enables the user to analyse their current investment portfolio, rebalance it to a new portfolio using advanced stochastic optimization models which take into account future uncertainties of the assets and liabilities.
- Asset Liability Management under Uncertainty
- Pre and Post Analysis
- Portfolio Allocation
- Scenario Generation
- Multiple Optimization Models
- Select bond with creation ratings and sectors
- Supports investment option in bonds, indices, swaps