David Long, senior vice president and CIO, asset-liability modeling, derivatives and fixed income, at HOOPP, left the plan in December.

Integration of Sophisticated Analytics and High-quality Asset-liability Modeling Tools to Help Insurance Companies Further Mitigate Risk ...

Executive Summary.The role of real estate in a pension plan is examined using an asset/liability modeling framework. The study developed a representative liability model of a pension fund to find the ...

The tool seeks to combine data and modeling capabilities across Moody’s Analytics to support insurers in building liability-aware investment portfolios.

Stochastic modeling is a tool used in investment decision making that uses random variables and yields numerous different results.

However, he noted that as the next steps of the asset allocation modeling process and asset/liability study progress, there will likely be talks “about the current portfolio structure and how ...

He specializes in asset-liability strategies for defined benefit pension plans and is expert in capital markets theory and the application of capital markets modeling.

Moody’s Analytics has launched RiskIntegrity™ Investment Insight, an asset-liability management solution for insurance companies.