Asset Liability Modelling and Risk Management

ALM Analysis is like an MRI scan. It tells clients exactly what position their fund is in right now, by identifying the risks and where they stem from, so they can make better informed and more effective decisions.

Redington's ALM team starts from a fund's actuarial cash flow projections and current asset portfolio, using multiple in-house systems to build a clear picture of the fund's position, identifying each area's contribution to overall risk as well as vulnerabilities and strengths. Redington clients then receive advice from their consultant on how a risk budget could be used more effectively.

Phil Rose heads up the quantitative side of the team as CIO in Redington. Philip previously spent several years in the investment banking industry as a leading structurer in the capital markets. Steven Yang-Yu manages the ALM team and work closely with the consultants. Steven was voted one of the Top 30 under 30 actuarial professionals by The Actuary magazine, and has overseen the development of - and used - all the firm's risk models since the very start of Redington, giving him excellent insight into how to use them effectively.


ALM Team Bios >

Case Studies of Recent Work >


Related Reading

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BLOG Insurance Valuations: Why Assumptions Matter as Much as Results




PRESENTATION Pensions Risk to the Corporate Sponsor



Providing confidence to our clients, Global Pensions named Redington ALM Provider of the Year 2012, and Risk Management Firm of the Year 2012 and 2013.