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ALM and Asset Allocation Solutions
ALM and Asset Allocation Solutions
This programme concentrates on the application of recent research in asset allocation for institutional, high net worth, and retail investors. The Institute is working on the idea that improving asset management and strategic allocation techniques has a positive impact on the performance of ALM programmes. It devotes particular attention to the institutional context of ALM and to the impact of International Financial Reporting Standards and the Solvency II directive project on European pension funds and insurance companies. It also aims to extend the realm of ALM approaches to address the particular needs, constraints and objectives of sovereign wealth funds, the private banking clientele, and mass-affluent investors.

In 2014, EDHEC-Risk Institute and Merrill Lynch Wealth Management launched an important research initiative on goal-based investing, which is, in EDHEC-Risk Institute’s view, a veritable revolution for wealth management. This initiative, “Risk Allocation and Goals-Based Wealth Management”, allows EDHEC-Risk Institute to be at the cutting edge of implementation of asset allocation techniques not only for institutional investors, but also for individual investors.

The “ALM and Asset Allocation Solutions” programme includes the “Risk Allocation Solutions” research chair, in partnership with Lyxor Asset Management and has also benefitted from the support of AXA Investment Managers as part of the “Regulation and Institutional Investment” research chair, BNP Paribas Investment Partners as part of the “Asset Liability Management and Institutional Investment Management” research chair, Deutsche Bank as part of the “Asset- Liability Management Techniques for Sovereign Wealth Fund Management” research chair, and Ontario Teachers’ Pension Plan as part of the ”Advanced Investment Solutions for Liability Hedging for Inflation Risk” research chair.
An overview of the results of EDHEC-Risk Institute's research into the field of Asset-Liability Management and Private Wealth Management.
Information about the AXA Investment Managers "Regulation and Institutional Investment" Research Chair.
Information about the the BNP Paribas Investment Partners "Asset-Liability Management and Institutional Investment Management" Research Chair.
Information about the Deutsche Bank "ALM and Sovereign Wealth Fund Management" Research Chair.
Information about the Lyxor "Risk Allocation Solutions" research chair.
Information about the Merrill Lynch Wealth Management "Risk Allocation Framework for Goal-Driven Investing Strategies" Research Chair.
Information about the Ontario Teachers' Pension Plan "Advanced Investment Solutions for Liability Hedging for Inflation Risk" research chair.