Innovative combination of tools ensures reserves aplenty

By IPE staffDecember 2004 (Magazine)

Denmark’s biggest pension fund, ATP, with more than Dkr300bn under management and covering practically 4.9m members in the public sector, undertook a restructuring last year of its risk management process by reviewing two key areas: asset-liability modelling (ALM) and asset allocation adjusting. The two go hand in hand and ATP ...