Key developments A new portfolio foundation for the integration of the management of assets and liabilities, supplanting modern portfolio theory and conventional asset liability modelling. Long term asset and liability modelling assumption generation techniques that adjust equity risk and return assumptions for market valuation and economic risks; superior to historical return modelling and “Monte Carlo”/VECM simulation for liability risk management. The management and valuation of absolute valuation risk (advanced economic and market valuation) and its affect on the ability of assets to meet future needs. A valuation, allocation and management framework that enables the delivery and management of thousands of individually personalised portfolios from one central management process. A risk profiling methodology that assesses aversion to liability, performance as well as traditional market risks and directly relates these to portfolio construction, planning and management. A fully integrated, automated, investment planning and asset management system that integrates the management of assets and liabilities over time. A service platform that is capable of managing any service permutation, client mandate and asset liability relationship from the straightforward risk/return objective to the integrated management of total assets and total financial needs.
Andrew Teasdale's solutions, systems and processes are revolutionary and represent significant advances in the field of asset and liability management.  |
