BNP Paribas Security Services has launched its Asset and Liability Investment Analytics (ALIA) solution for supporting the liability-driven investment strategies of pension funds and fiduciary managers.
The solution is designed to support firms throughout the investment process. It includes help with objective setting, allowing users to analyse risk under various economic scenarios, and portfolio construction, helping them to optimise asset portfolios in relation to liability projections.
It can also provide help with implementation and monitoring, allowing users to carry out analysis of sensitivities in light of liquidity needs, to monitor risks under investment strategies, and to provide feedback to trustees.
Dietmar Roessler, head of the asset owner client segment at BNP Paribas Securities Services, said: “The emergence of liability-based strategies is probably one of the most significant developments in pension funds investment in recent years. Understanding investment risk and exposure to asset and liability mismatches is crucial for pension funds.”
He added: “With our new range of analytics, our clients can not only monitor their assets and liabilities after the fact, but can also manage their asset allocation across asset classes including credit, property, equity and currency.”
