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Moody’s Analytics Pension Risk Analytics measures market risk exposure in a pension scheme that allows for details of investment strategy, funding strategy, and scheme liabilities. Decomposing the overall risk into the individual risk factors enables at-a-glance insight into the specific risk exposures confronting the scheme.

Get At-a-Glance Insight into the Specific Risk Exposures Confronting Pension Schemes

  • Leverage the user-friendly interface with configurable graphical output.
  • Access consistent projection of assets and liabilities on annual or monthly time steps.
  • Rebalance asset allocations dynamically, based on key scheme metrics and economic variables.
  • Conduct mean-variance optimization in either asset-only or asset-liability space.
  • Configure your own fixed and index-linked pooled liability driven investment (LDI) funds.

Stochastically Model Market and Longevity Risk for Pension Scheme Management

  • Quantitatively compare alternative asset allocation strategies and their impact on funding level and surplus.
  • Assess how an investment strategy influences deficit recovery schedules and contribution levels.
  • Design and test the effectiveness of hedging strategies, using a comprehensive array of derivative instruments, including limited price index swaps.
  • Investigate the impact of potential risk mitigation strategies, using dynamic rebalancing.
  • Understand the impact of more frequent monitoring by projecting on a monthly time step.

Product Brochure

Moody's Analytics | Pension Fund Investment Risk Management

Pension Fund Investment and Risk Management

Moody's Analytics solution enables defined benefit pension managers to design investment strategies and investigate funding solutions to secure their objectives.

Moody's Analytics | Multiasset Portfolio Managemetn

Multi-Asset Portfolio Management

Moody's Analytics economic scenario and asset-liability modeling offerings support investment design and risk management activities.