Ryan ALM Product Line

Ryan ALM Product Line

The Ryan ALM product line represents solutions to liability driven objectives:

ASC 715 Discount Rates = In conformity to ASC 715 (FAS 158) rules, Ryan ALM provides a series of 5 discount rate yield curves (full universe, above median, top 1/3, high end). We consistently show a higher yield than the popular discount rates used among pensions. Our Individual Bond Portfolio (IBP) is a custom discount rate based on cash flow matching the client’s liability benefit payment schedule. The IBP tends to produce yields 100bps+ higher than our full universe yield curve.

Custom Liability Index (CLI) = The CLI is designed to be the proper benchmark to liability driven objectives. The CLI calculates the present value of liabilities based on numerous discount rates (ASC 715, PPA – MAP 21, PPA – Spot Rates, GASB 67, Market).  The CLI calculates the growth rate, summary statistics and interest rate sensitivity as a series of monthly reports.

Liability Beta Portfolio (LBP)
 = Once the CLI is installed, Ryan ALM can manage assets as a LBP which cash flow matches each client’s projected liability benefit payment schedule using A/BBB bonds. This is the most cost efficient way to de-risk a pension. Our LBP model has been back tested to Dec. 2009 showing a consistent cost savings vs. ASC 715 liability valuation by 8% to 12%.  

To learn more about the Ryan ALM Products email… Contact@RyanALM.com

or call 561-656-2014

2005 = Ron Ryan wins Money Management Letter Lifetime Achievement Award
2006 = Ron Ryan wins William F. Sharpe Index Lifetime Achievement Award
2007 = Ryan ALM designs 1-30 year Treasury Maturity Ladder Index as PowerShares ETF
2007 = Ryan ALM wins Capital Link Most Innovative ETF Award
2010 = Ryan ALM designs suite of 1st RAFI Fundamental Bond Indexes
2012 = Ryan ALM designs 1st SBA Indexes as joint effort with GLS
2014 = Ron Ryan authors new book: “The U.S. Pension Crisis”
Ryan ALM, inc.