A bond benchmark distorts interest rate risk hedges. Get rid of the benchmark to avoid surprises.
Whatever happens, you should always be satisfied with your hedging outcome. Scenario thinking will put an ideal matching portfolio at your fingertips.
ALM emphasis quantitative results, but lacks any qualitative storylines. You need these storylines to flesh out scenarios and to help you understand what may happen. Paramount when it comes to preparing for an uncertain future.
Asset manager Cardano (formerly ACTIAM) has entered into a partnership with geodata analytics company Satelligence.
