Asset/Liability Modeling & LDI

Tools

We offer a variety of tools to help you better manage volatility and proactively meet funding requirements, including:

• FutureCost

  A state-of-the-art modeling tool that projects the assets and liabilities of the pension plan over the next 10 years or longer. For each year, the model produces full actuarial valuation results, including plan contributions, plan funded status, accounting expense, and balance-sheet impacts.

• SM(2)

  An affordable process to develop and implement LDI. SM(2)—short for Segment Matching and Surplus Management—is fast and easy to implement. This LDI strategy provides comprehensive risk management by also coordinating investment policy (segment matching) with funding policy (surplus management). It has proven dependable and easy to manage on an ongoing basis.

• Pension Performance Dashboard (PPD)

  This monthly reporting tool gives real-time updates on the plan's current financial status and tracks the success of investment and funding policies. In this environment, plan sponsors cannot afford to wait eight months to get a report on the asset and liability structure of their plans. When they do, the report is less-than-useful ancient history. PPD allows investment managers to take action fast and rebalance a portfolio to help reduce risk and allow managers to keep the plan on a successful path.