With currently volatile and challenging financial markets the yield curves are not moving in parallel way anymore. You are looking for a reliable and stable interest rate risk hedge strategy, which would secure the clients’ portfolios market values fluctuations (assets & liabilities) in an effective way, despite the variety of derivatives and yield curves to be used.
Our new LDI hedging automatic engine for SimCorp Dimension will provide you with the requested LDI (Liability Driven Investments) hedging strategy on automatic basis.
Create the reliable LDI hedge strategy for interest rate risk in order to match your assets and liabilities market values regularly and reliably.
Reduces the operational risk of manual LDI/hedging calculation process
All Fixed income instruments are supported, including ETD, OTC, Funds & Look Through