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
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