Ryan ALM
Asset/Liability Management
An LDI Specialist.
Our proprietary cash flow matching model will fully fund liabilities at low cost and prudent risk.
Our Mission
Ryan ALM's mission is to solve liability-driven problems through low-cost, low-risk solutions. Our team builds a bespoke system of proprietary synergistic products for each client designed to measure liabilities as a Custom Liability Index (CLI) and manage assets to the CLI as a Liability Beta Portfolio™ (LBP). This custom approach reduces risk, reduces funding costs, smooths volatility and most importantly, fully funds the benefit payments for your plan participants.
In addition, as fixed income experts, we can manage bonds to any index benchmark, especially the Bloomberg Barclays indexes (formerly the Lehman bond indexes) that our Chairman Ron Ryan designed while serving as the Director of Fixed Income Research at Lehman Brothers.
Client Solutions
Fixed Income Management
Ryan ALM’s fixed income capabilities are modeled after Ron Ryan’s work in indexing and cash flow matching which won him the Bill Sharpe Index Lifetime Achievement award
Custom Liability Index (CLI)
The Ryan team created the 1st Custom Liability Index (CLI) in 1990 as the proper benchmark for liability driven objectives. The CLI provides all of the calculations needed for efficient asset liability management and is a cornerstone of our turnkey system of four proprietary and synergistic ALM products.
Liability Beta Portfolio™ (LBP)
LBP matches each individual client’s specific liability cashflows through a cost optimization model that will significantly reduce funding costs and risk
“It is a capital mistake to theorize before one has data. Insensibly one begins to twist facts to suit theories, instead of theories to suit facts.”
– Sherlock Holmes