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What is ALM?

DB(Defined Benefit ) Investment Story

  • What is ALM (Asset-Liability Management)?
    It is an on-going process that implements asset and liability related strategy to achieve financial goal under a company’s risk tolerance and constraints while monitoring and adjusting the strategy continuously.
    • In case of DB plan, a company is responsible for DB asset management and manages DB asset safely with the long term perspective to provide retirement benefit to employees.
    • Kyobo Life supports an ALM based asset management strategy from plan making to strategy implementation.
  1. 1st Step Construct a portfolio
    • 퇴직부채 분석
    • 투자목표 설정 및 시장분석
    • 자산/부채 시뮬레이션
  2. 2nd step Implement investment
    • 전략적(SAA), 전술적 (TAA) 자산배분 실행
    • 자산군별 최적의 투자상품 선택
    • Rebalancing 실시
  3. 3rd step Evaluate and monitor (feed back)
    • 분기, 반기, 연간 성과평가 실시
    • 성과요인 분석
    • 모니터링결과에 따른 전략 변경 검토