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One of the biggest challenges confronting the pension and endowment world is managing the gap between the value and behavior of assets and liabilities. This problem is particularly acute concerning liabilities with long maturities. Robeco’s Liability Matching solutions are able to bridge this gap.

Liability matching

Robeco’s liability matching solutions offer a duration match between an investment portfolio and a representative liability scheme. This solution is used by, for example, pension funds that wish to reduce the duration mismatch between the investment portfolio (assets) and the pension liabilities. Investments with a high duration reduce the chance of insufficient funding levels arising from interest-rate fluctuations, and lead to lower required buffers.

Robeco has extensive experience in this type of overlay management and is a solid party with deep knowledge of the Dutch pension market. Robeco acts as sparring partner in the translation of Asset & Liability Matching studies towards a strategic investment portfolio. This includes among others interest rate and inflation risk hedging in combination with different scenario analyses.

Implementation of the chosen interest overlay strategy is done by state-of-the-art systems with a strong focus on operational and financial risk management.

Robeco offers liability matching tools as stand-alone overlay management, in fund solutions and as hedged share class overlays. 

Highlights
  • Extensive liability matching experience
  • Dedicated investment team, specialized in overlay strategies and the associated collateral management
  • Sparring partner in the translation of the ALM study towards a strategic investment portfolio
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