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Home - Asset Liability Management Techniques and Practices - Nexus KR
Recent changes in the risk management landscape have significantly impacted Asset Liability Management for insurance companies. Solvency II, MCEV, IFRs and principle based approaches are fundamentally changing the way insurers execute ALM. Furthermore, many insurance company and pension portfolios are risk inefficient. This means that for a given level of risk, the financial objectives are not maximized. Risk optimization can add substantial value in many cases on a default-free basis while simultaneously reducing the exposure to the multiple dimensions of interest rate risk.
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