Liability-Driven Investment (LDI) Strategy Model (Conceptual Simulator)
Define Future Liabilities
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Asset Portfolio Construction
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Asset Classes & Characteristics
Total Allocation: 0%
LDI Analysis & Funding Status
Analysis results will appear here.
Funding Status Chart will appear here.
Interest Rate Scenario Analysis
pp
E.g., 1.0 for a +1% (100bps) rate increase, -0.5 for a -0.5% (50bps) decrease. Assumes a parallel shift.