Investment management and actuarial consulting services to life insurers and financial institutions
Milliman FRM’s quantitative and investment professionals provide a wide range of customized hedging and overlay solutions to help clients achieve their portfolio management objectives. Services provided include cash equitization, portfolio rebalancing and transition management, liability driven investing (LDI) and completion management, and currency and interest rate risk management.
Uses derivative overlays to align portfolio exposures with policy objectives. Applications include policy implementations, tactical asset allocations, currency overlays, and cash securitization.
Aims to simplify the de-risking process through customization and risk management, improving a plan’s funded status while reducing funded status volatility over time.
Develop models measuring exposure to fluctuating prices leading to design and implementation of hedging strategies to mitigate the impact of price volatility, which allows our clients to focus on their core business.
The consequences of a shift towards an OIS-based valuation framework are likely to be wide-reaching.
The impact and potential benefits of expanding futures-based real-time risk management to hours where the cash markets are closed but the futures markets remain open.
Major initiatives are under way to reform interest rate benchmarks and move away from Interbank Offered Rates (IBOR) to overnight near risk-free rates.
We're passionate about partnering with people to solve complex problems and develop innovative and disruptive investment solutions.