About: Liability-driven investment strategy

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Liability-driven investment policies and asset management decisions are those largely determined by the sum of current and future liabilities attached to the investor, be it a household or an institution. As it purports to associate constantly both sides of the balance sheet in the investment process, it has been called a "holistic" investment methodology.

Attributes	Values
rdfs:label	Liability-driven investment strategy (en)
rdfs:comment	Liability-driven investment policies and asset management decisions are those largely determined by the sum of current and future liabilities attached to the investor, be it a household or an institution. As it purports to associate constantly both sides of the balance sheet in the investment process, it has been called a "holistic" investment methodology. (en)
dcterms:subject	Actuarial science Investment management Pensions Liability (financial accounting)
Wikipage page ID	8351939 (xsd:integer)
Wikipage revision ID	1122621865 (xsd:integer)
Link from a Wikipage to another Wikipage	Benchmark-driven investment strategy Holism Derivative (finance) Inflation Interest rate International Financial Reporting Standards Investment strategy Liability (financial accounting) Actuarial science Dedicated Portfolio Theory Swap (finance) Investment management Pensions Financial Accounting Standards Board Balance sheet Hedge (finance) Liability (financial accounting) Asset management Bond (finance) Stock market index World Pensions & Investments Forum Pension fund Cash flow matching
Link from a Wikipage to an external page	https://www.soa.org/library/monographs/retirement-systems/retirement-security/mono-2011-mrs12-ashton-paper.pdf https://papers.ssrn.com/sol3/papers.cfm%3Fabstract_id=1699347
sameAs	Liability-driven investment strategy Liability-driven investment strategy Liability-driven investment strategy Liability-driven investment strategy
dbp:wikiPageUsesTemplate	dbt:More_citations_needed dbt:Other_uses_of dbt:Reflist dbt:Finance
has abstract	Liability-driven investment policies and asset management decisions are those largely determined by the sum of current and future liabilities attached to the investor, be it a household or an institution. As it purports to associate constantly both sides of the balance sheet in the investment process, it has been called a "holistic" investment methodology. In essence, the liability-driven investment strategy (LDI) is an investment strategy of a company or individual based on the cash flows needed to fund future liabilities. It is sometimes referred to as a "dedicated portfolio" strategy. It differs from a “benchmark-driven” strategy, which is based on achieving better returns than an external index such as the S&P 500 or a combination of indices that invest in the same types of asset classes. LDI is designed for situations where future liabilities can be predicted with some degree of accuracy. For individuals, the classic example would be the stream of withdrawals from a retirement portfolio that a retiree will make to pay living expenses from the date of retirement to the date of death. For companies, the classic example would be a pension fund that must make future payouts to pensioners over their expected lifetimes (see below). (en)
prov:wasDerivedFrom	wikipedia-en:Liability-driven_investment_strategy?oldid=1122621865&ns=0
page length (characters) of wiki page	6004 (xsd:nonNegativeInteger)
foaf:isPrimaryTopicOf	wikipedia-en:Liability-driven_investment_strategy
is Link from a Wikipage to another Wikipage of	Benchmark-driven investment strategy Investment strategy Outline of finance Central bank put Goal-based investing Insight Investment September 2022 United Kingdom mini-budget LDI Gilt-edged securities Liability driven investment Liability driven investment strategy
is Wikipage redirect of	Liability driven investment Liability driven investment strategy
is Wikipage disambiguates of	LDI
is foaf:primaryTopic of	wikipedia-en:Liability-driven_investment_strategy

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