- Sovereigns
- Private Equity & Infrastructure Funds
- Housing & Social Infrastructure
- Transport & Utilities
- Pension Funds
-
- Asset and Liability Management (ALM) strategies and implementation of holistic LDI risk management frameworks
- Derivatives Modelling and Advisory, including the appropriate structuring of ISDAs and collateral arrangements
- Execution of LDI derivative strategies
- Counterparty credit exposure pricing and management
- Access to non-government inflation linked assets through bonds and swaps
Asset and Liability Management (ALM) strategies and implementation of holistic LDI risk management frameworks
TradeRisks has developed proprietary techniques for the risk modelling of interest rate, inflation and credit exposures in the context of pension fund liabilities and investment portfolios. Our risk management approach focuses on implementing fixed income investment strategies and derivative strategies for matching or outperforming pension fund liabilities, a strategic investment approach popularly known as Liability Driven Investing (LDI). Asset and liability management and portfolio optimisation strategy development utilises our proprietary risk modelling software Monte Carlo simulation capabilities. TradeRisks then works closely with its pension fund clients to implement ongoing LDI risk management frameworks.
