We have advanced models at our disposal which allow us to perform continuity analyses and ALM studies for your pension fund.
An essential part of a continuity analysis or ALM study of Triple A - Risk Finance is the charting of the pension fund's goals. We subsequently test to what extent the results and risks are in line with these goals.
The risk budget (the risks that the pension fund could run) can be determined on basis of the management board's risk attitude. The risk attitude is driven, among other things, by the definition of the indexation policy and sponsor guarantees. Once the risk budget has been determined a decision is taken as to how the total risk budget should be divided over the different risk categories (market risk, interest rate risk, foreign exchange risk and mortality risk).
The ALM Model uses a set of real-world economic scenarios of the requisite variables such as interest rate structures, share returns and inflation. Triple A - Risk Finance has developed their own software for this purpose: the Economic Scenario Generator (ESG).
We offer our software via our server. You will then be able to perform ALM studies independently.
If you wish to receive further information on the services we provide, please contact Ridzert van der Zee at Ridzert.van.der.Zee@aaa-riskfinance.nl or at +31 (0)20 707 36 40