Practice Areas

We provide assistance with all aspects of ALM and hedging. This includes managing the exposures of embedded guarantees, dynamically hedged products, annuities, Negative Reserves, and LDI strategies.

We provide proven solutions to optimise the use of liquidity across the insurance balance sheet. This unlocks internal synergies, such as reduced funding costs for new business strain, or higher yields on surplus liquidity

Our experience is in delivering optimal investment strategies for your shareholder and product funds (positive reserves), as well as management of negative reserves. This is done in the context of your capital requirements to optimise ROE and other shareholder metrics. These strategies range from portfolio constructions, to dynamically managed strategies. We balance a wide range of risk and value considerations to achieve business objectives.

Our experience is in developing strategic capital & treasury functions to support optimal capital allocation, achieving target metrics, and strategic planning. We can assist with all related areas from the top-level work to detailed cross-company matters.

We have experience in managing emerging opportunities in a commercial way, across complex environments. Examples are M&A activity, SAM and IFRS changes, as well as product development opportunities. We also provide support for managing problematic areas related to market risks and balance sheet matters.

We can provide our experience in the form of a participant with an external view on specific internal committees, such as ALCO, Investment, ALM, BSM, Risk and Capital Allocation. We also provide assistance for developing effective terms of reference for the committees.

We can support Line-2 to ensure effective risk management and controls. This includes expert reviews, risk analysis, and development of capital and risk frameworks in our specialist areas.