1. Pen-Apps
Pension Applications
Innovation Inspired by Experience
New ideas often come from tough experiences and the financial crisis of
2008 is no exception. Many pension investors lost significant portions of
their assets and are looking for ways to avoid repeating this outcome in
the future. We believe the way to address portfolio risk is through a
Comprehensive Risk Management Process as follow:
› Establish realistic goals within risk budget
› Identify relevant risk metrics
› Measure current risk exposures
› Evaluate alternatives to improve risk profile
› Implement solutions
› Monitor progress
The tools we use enable us to measure risk both in an asset-only context
and also in an asset-liability approach. We are proficient in utilizing:
› Funded Status Analysis
› Asset-Liability Modeling Study
› Liability Driven Investing (LDI)
› Options Modeling
› Dynamic Asset Allocation or Defined Benefit Glidepath
In addition to portfolio risk analysis we also provide pension plan design
and consulting services. Contact us for solutions in managing pension
risk.
“The difficultly lies not so much in developing new ideas
as in escaping from the old ones”
John Maynard Keynes
Pension Applications
Atlanta, GA
770.300.8601
www.pen-apps.com
www.pensionapplications.com