Interest rate risk management: the foundation of solid asset and liability management

Key points:

  • 20 years’ experience in liability matching solutions
  • Our solutions hedge the interest rate risk of over EUR 20 bln in pension commitments
  • Pioneer in central clearing since 2011

How can we help you?

As a strategic pension partner, we are happy to help you with innovative pension solutions. We use our extensive experience in portfolio structuring, central clearing and risk management to control your interest risk with customized solutions. Your matching portfolio is designed according to your specific wishes and regulatory requirements. Portfolio management takes place with advanced systems and a strong focus on risk management.

保険会社の皆様が求めているのは、効率的に資本を保全しながら魅力的なリターンを獲得することです。 ロベコのソリューションは、ソルベンシーⅡの枠組みにおける資本規制の観点から、保険会社の皆様の目標達成を支援することを目指して設計されています。

What sets us apart?

Since the 90s, we have managed innovative matching solutions with risk management at the core of our investment philosophy. In 2011, we were one of the first European asset managers to introduce central interest rate swap clearing. We now have years of experience in this area. Our experienced team focuses on efficient implementation and optimum liquidity management and on further developing innovative LDI solutions.

‘Interest rate risk management is one of the key pillars supporting the asset and liability management of your pension fund.’