Strategic Asset Allocation in Asia: Optimizing Across Portfolios

Reading Source: https://www.soa.org/Library/Newsletters/Risks-And-Rewards/2017/february/rar-2016-iss-69-chan-ngan-tang-law.pdf

Topics Covered in this Reading:

  • Understanding Your Liability and Capital Profile
  • Defining the SAA Objectives and Constraints
  • Constructing the Asset Universe and Deriving Assumptions
  • Presenting SAA and ALM, and Embedding the Decisions into Operations
  • Conclusion