Interest risk is the biggest risk on the balance sheet for many institutional organisations. Interest risk management and control are therefore crucial for insurance companies, banks and pension funds.
Our Liability Driven Investments (LDI) solutions help you cost-effectively hedge interest rate risks. In addition to managing your investment portfolio, we can also be your sparring partner in drawing up your interest risk policy and making policy choices. Assessing and weighing investment risks while also keeping an eye on constantly changing regulatory requirements are also all in a day’s work for us.
Derivatives are indispensable in many LDI portfolios to achieve set goals. Collateral management and liquidity risk management are very important in that regard. We do this ourselves for portfolios of greatly varying complexity and risk appetite, but we also fulfil an advisory role, working closely together with various teams (legal, treasury, investments and IT).
Our team has extensive knowledge of how to hedge interest (and inflation) risks, and the corresponding rules and regulations. The LDI team consists of experienced and highly skilled portfolio managers who manage more than € 60 billion in different types of interest rate derivatives.
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Head of fixed income Investments
Michael is responsible for bonds, private debt and treasury.
Contact Michael
30 March 2023 | 2 min. readingtime
A.s.r.'s director of asset management, Jack Julicher, will hand over his duties and responsibilities to colleague Patrick Klijnsmit as of 1 April.
09 March 2023 | 1 min. readingtime
Last week VBDO published a report named "Asset managers facing the energy transition An overview of challenges, opportunities and required actions."
22 February 2023 | 1 min. readingtime
a.s.r. invests in Project Pollux: a battery system that, when commissioned in the autumn of 2023, will be the largest operating battery project in the Netherlands and one of the largest in North-West Europe.
