Pension Risk Management and Liability Driven Investing

We offer a full spectrum of solutions and expertise to help our clients manage pension risk.

  • Liability Driven Investment (LDI) strategies are designed to invest assets in a way that better hedges the movements in plan liabilities and reduces funded status volatility – a powerful tool for reducing pension risk.
  • We work with plan sponsors at all stages of de-risking, from early-stage clients taking their first steps to reduce funded status volatility, to late-stage clients looking to fine tune their liability-hedging programs.
  • For plan sponsors in the early stages of de-risking, we offer tools to help their fixed income allocations work harder. Our solutions help to address the broad interest rate sensitivity in their plan liabilities and also help to drive funded status improvements. We offer strategies that can help to enhance portfolio yield while increasing diversification and reducing overall portfolio risk.
  • For plan sponsors in the later-stages of de-risking, with a focus on further reducing funded status volatility, we can create custom liability driven solutions to help their fixed income allocation work smarter. We build solutions that more closely hedge the unique drivers of volatility for each plan and develop custom benchmarks and comprehensive reporting and attribution to help plan sponsors understand the success and challenges of their LDI program.
  • For plan sponsors looking to further reduce risk, we develop comprehensive risk transfer strategies. We have extensive experience guiding plan sponsors towards, and through, risk transfer and building asset-in-kind solutions that are attractive to annuity providers. In Canada, we provide pension risk transfer solutions, including annuities and longevity insurance through Sun Life Assurance Company of Canada.
  • As well as utilizing our expertise in the public fixed income markets, our solutions may also include derivative overlay strategies or private investments that can provide higher risk-adjusted returns over similarly rated public market bonds

Learn more about our investment strategies

Public Fixed Income

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Private Fixed Income

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Commercial Mortgage Investments

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Real Estate Equity and Debt

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Derivative Overlays

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Canadian Pension Risk Transfer Solutions

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