Project Description
ALM and SAA at a large insurance company
We have established an ALM process for a large German insurance company for the company pension scheme of the employees of its own group. In the process, various asset groups were brought together and projected into the future using capital market scenarios. The company’s actuarial cash flows and liabilities were taken into account. Using certain key figures, various asset strategies could thus be compared with each other. This ALM process should be detached from the other investments and liabilities of the other insurance classes.
We also combined the calculations from ALM with the results of the insurer’s SAA process.