Liability Driven Investing

Ryan Labs has been managing customized Liability Driven Investing (LDI) fixed income strategies with a track record since 1991. This experience with actual implementation is a unique factor in the value provided by Ryan Labs. We manage fixed income portfolios against Custom Liability Indexes in a separate account. Our systems and operations were built to deliver a turnkey solution to the client. All of Ryan Labs' employees are involved in implementing LDI strategies in terms of philosophy, strategy, credit, research, asset management and Custom Liability Indexes.
 

In 1991, Ryan Labs became the first asset manager to create and manage a bond portfolio versus a daily Custom Liability Index. We have built and maintained proprietary systems that are integrated with asset management and index manufacturing. The integration of asset management and liability management enables portfolio managers to manage beta and monitor risk including term structure, sector, duration and convexity as well as optimize return via the benchmark. As a repeatable process, our understanding and ability to deconstruct the index (liability or market indexes) and integrate this methodology as a risk process for asset management is a key driver in our success.
 

Liability management expertise includes:
 

  • Pensions (Corporate ERISA, Public, Taft-Hartley, Utility)
  • Other Post Employment Benefit (OPEB) Funds
  • Insurance/Risk Retention Pools
  • Nuclear Decommissioning
  • State Tuition Account Programs
  • State Finance Authorities
  • Enterprise Risk Management Strategies


Ryan Labs Custom Liability Indexes value cash flows at various yields, such as:

  • Pension Protection Act (PPA) Corporate AA (IRS funding)
  • PPA Investable
  • FAS 158 Corporate AA (Accounting and investable version)
  • Nominal Treasury (Economic)
  • TIPS (Treasury Inflation Protected Securities)


Strategies:

  • LDI Short Duration
  • LDI Intermediate Duration
  • LDI Core Duration
  • LDI Long Duration
  • LDI Extended Duration
  • Inflation Index Intermediate

 

 

Ryan Labs provides fixed income solutions to meet your objectives, including market enhanced and customized solutions.

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Registered Investment Advisor | 500 Fifth Avenue, Suite 2520 | New York, NY 10110 | (212) 635-2300 | Copyright © 2016, Ryan Labs Asset Management Inc., All Rights Reserved.

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