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Asset-Liability Management
ALM and Asset Management
This programme concentrates on the application of recent research in asset-liability management (ALM) for institutional, high net worth, and retail investors. The research centre 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.

The programme includes the “Regulation and Institutional Investment” research chair, in partnership with AXA Investment Managers, the “Asset Liability Management and Institutional Investment Management” research chair, in partnership with BNP Paribas Investment Partners, the “Dynamic Allocation Models and New Forms of Target-Date Funds” research chair, in partnership with La Française AM, the “Asset-Liability Management Techniques for Sovereign Wealth Fund Management” research chair, in partnership with Deutsche Bank, “The Case for Inflation-Linked Corporate Bonds: Issuers’ and Investors’ Perspectives” research chair, in partnership with Rothschild & Cie, the “Advanced Investment Solutions for Liability Hedging for Inflation Risk” research chair, in partnership with Ontario Teachers’ Pension Plan, and the “Solvency II Benchmarks” research chair, in partnership with Russell Investments.
AXA INVESTMENT MANAGERS "REGULATION AND INSTITUTIONAL INVESTMENT" RESEARCH CHAIR
Information about the AXA Investment Managers "Regulation and Institutional Investment" Research Chair.
BNP PARIBAS INVESTMENT PARTNERS "ALM AND INSTITUTIONAL INVESTMENT MANAGEMENT" RESEARCH CHAIR
Information about the the BNP Paribas Investment Partners "Asset-Liability Management and Institutional Investment Management" Research Chair.
DEUTSCHE BANK "ASSET-LIABILITY MANAGEMENT TECHNIQUES FOR SOVEREIGN WEALTH FUND MANAGEMENT" RESEARCH CHAIR
Information about the Deutsche Bank "ALM and Sovereign Wealth Fund Management" Research Chair.
ONTARIO TEACHERS' PENSION PLAN "ADVANCED INVESTMENT SOLUTIONS FOR LIABILITY HEDGING FOR INFLATION RISK" RESEARCH CHAIR
Information about the Ontario Teachers' Pension Plan "Advanced Investment Solutions for Liability Hedging for Inflation Risk" research chair.
ROTHSCHILD & CIE "THE CASE FOR INFLATION-LINKED CORPORATE BONDS: ISSUERS' AND INVESTORS' PERSPECTIVES" RESEARCH CHAIR
Information about the Rothschild & Cie "The Case for Inflation-Linked Corporate Bonds: Issuers’ and Investors’ Perspectives" research chair.
RUSSELL INVESTMENTS "SOLVENCY II BENCHMARKS" RESEARCH CHAIR
Information about the Russell Investments "Solvency II Benchmarks" research chair.
LA FRANçAISE AM "DYNAMIC ALLOCATION MODELS AND NEW FORMS OF TARGET-DATE FUNDS FOR PRIVATE AND INSTITUTIONAL CLIENTS" RESEARCH CHAIR
Information about the La Française AM "Dynamic Allocation Models and New Forms of Target-Date Funds for Private and Institutional Clients" Research Chair.