Ryan ALM
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Pension Conundrum: Same or Similar ROA
The Funded Ratio (FR) of a pension is usually based on the actuarial value of assets / actuarial value of liabilities. The Funded Status (FS) is the actuarial value of...
Problem/Solution: Asset-only Focus
Most, if not all asset allocation models are focused on achieving a total return target or hurdle rate… commonly called the ROA (return on assets). This ROA target return is derived from a weighting of…
Problem/Solution: Generic Indexes
Problem: Find Pension Liabilities in any Generic Bond Index Solution: Custom Liability Index (CLI) Pension liabilities are unique to each plan sponsor… different salaries, benefits, expenses, contributions, mortality, inflation assumptions,...
Ryan ALM, Inc. Celebrates 20th Anniversary
Ryan ALM, Inc. Celebrates 20 th Anniversary Mission: Protecting and Preserving Pensions Ryan ALM, Inc. was incorporated in Delaware on June 15, 2004. Ronald J, Ryan, founder, says that “we...
The Evolution of Asset/Liability Management
CEO, Ryan ALM, Inc. What Is Asset/Liability Management (ALM)? The objective of most institutions in the United States with assets to invest is to fund some sort of liability, (banks,...
Optimizing Asset Allocation
The asset allocation decision is the single most important asset decision since it affects all assets and the funded status of a pension plan. Strategic asset allocation (AA) takes a...