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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.
- 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.
- 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.
Moody's Analytics solution enables defined benefit pension managers to design investment strategies and investigate funding solutions to secure scheme objectives.
Moody's Analytics economic scenario and asset-liability modeling offerings support investment design and risk management activities.