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Asset-Liability Matching

Investment strategy is a key risk taken within a pension fund and sponsors of DB pension schemes should engage pro-actively with Trustees regarding the scheme’s investment strategy, to ensure that the strategy is aligned with the sponsor’s objectives. Objectives can be set by reference to cash funding requirements, p&l or balance sheet.

Investing in assets that provide a closer match to a pension scheme’s liabilities, for example bonds and swaps, can significantly reduce the volatility of a scheme’s funding position and thereby reduce risk. Within particular asset classes, a scheme’s portfolio can be designed to match the scheme’s pension cashflows to further reduce volatility and risk.  

Our specialist investment team advises sponsors and Trustees on all aspects of investment strategy. In relation to risk management strategies, the support we offer includes:

  • Defining investment strategy objectives in line with corporate objectives around cash and balance sheet volatility
  • Modelling and design of investment solutions using advanced asset liability modelling tools
  • Advice on implementation and provider selection

Key contact

  • Richard Weisz
    Lead Senior Manager,
    +44 20 7007 2619
  • David Robbins
    Partner,
    +44 20 7007 2810
  • Paul Geeson
    Partner,
    +44 20 7303 0878
  • Tony Clare
    Partner,
    +44 161 455 8392

Find out more

Useful links

  • Meet the team
  • Submit a request for proposal
  • Contact us
  • Careers
  • Return to Pensions Advisory homepage
  • Return to Actuarial & Pensions homepage

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