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Asset-Liability Management

The BNP Paribas Investment Partners "Asset-Liability Management and Institutional Investment Management" Research Chair

The BNP Paribas Investment Partners "Asset-Liability Management and Institutional Investment Management" Research Chair will be piloted by a joint BNP Paribas Investment Partners/EDHEC committee and will give rise to a major three-year research programme.

The chair, under the responsibility of Lionel Martellini, the Scientific Director of the EDHEC Risk and Asset Management Research Centre, will examine dynamic allocation strategies in asset-liability management in order to formulate an integrated ALM model.

The results of the initial research project, relating to dynamic allocation strategies in ALM and illustrated by case studies on life insurance, retirement schemes and pension funds in Europe, were presented at the EDHEC Institutional Days at the CNIT in Paris on June 12 and 13, 2008.


[Consult the press release announcing the launch of the research chair: 08/10/07]