Liability-Driven Investing

Control every asset and liability with a full view of risk.

Stay ahead of risk

FINCAD delivers complete control over the way you handle assets and liabilities in your LDI strategy.

With a consistent set of assumptions and models, accurate valuation, and flexible curve-building, you can manage asset-liability risk on-demand and make informed hedging decisions with confidence.

 

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FULL COVERAGE

Model asset and liability products based on complexity, from linear to more structured instruments. Manage all types of liability, including fixed liabilities, inflation-linked liabilities, LPI, and liabilities linked to any index with optionality.

COMPREHENSIVE ANALYTICS

Manage all your assets and liabilities including valuations, cash flow and liquidity analysis, and risk analysis, such as aggregated interest rate risk, duration risk, inflation risk, credit risk, and value at risk (VaR).

POWERFUL SCENARIO ANALYSIS

Define custom scenarios quickly and easily so you can perform fine-grained scenario analysis on-the-fly.

WHAT-IF TRADE IMPACT ANALYSIS

Easily generate what-if scenarios either by using different trade states or by using custom portfolios that can be created across any FINCAD application.

CUSTOM DATA INTEGRATION

Calculate a wide range of analytics and integrate internal or third-party data, such as custom trade classifications, issuer level exposure, limits on book level, and much more.

LDI OPTIMISERS

FINCAD easily integrates a range of LDI optimisers, from simple to complex. You can also use Python's flexible development environment to quickly set up any LDI optimiser on-the-fly.

FLEXIBLE CURVE-BUILDING

FINCAD provides unmatched flexibility for curve construction, including coverage for standard discount and forward curves, bond funding curves and regulatory curves. The possibilities are endless.

Explore LDI Resources

Brochure
LDI Technical Brochure
LDI Technical Brochure
Webinar
LDI Investment Strategy
LDI Investment Strategy