Liability modelling

Mantle® transforms the investment strategy decision making process – enabling discussions and framing problems with a peerless level of insight.

Explore some of the Liability Management’s main features.

No re-keying or transposing to a separate system

1000’s of strategies tested to identify optimum solutions

Views the impact of different strategies over a range of scenarios

Run valuations on data at any date within the record

Track your ability to buy out

Full Standards and Poors funds range

The system models 1000 plausible future scenarios for the individual liabilities of every member in the scheme, time-stepped at annual intervals. The rich picture of the scheme’s potential future liabilities generated by the system provides a robust model upon which to explore the performance of different investment portfolios against the scheme’s funding objectives.

Mantle simplifies the portfolio testing process from over 800 trillion possible strategies to a manageable set of optimised strategies that aim to maximise the opportunity to successfully meet the scheme’s funding objectives.The risk management analysis contextualises the results of all the tested strategies and enables the individual strategies to be easily reviewed in relation to each other.

The 1 year 5% Value at Risk is calculated instantly, quantifying the potential short-term downside risk for each strategy. Detailed summaries of the success and failure events across all 1000 scenarios can be used to determine when success and failure would be likely to occur and the extent to which each outcome could exceed the success and failure conditions that have been specified. Furthermore, the performance of each individual scenario can be used to gain an understanding of how future events could influence the ability of the strategy to meet the scheme’s objective funding criteria.

The performance of the optimised strategies can be easily assessed against different objective criteria to determine if there are actions within the client’s control that can help to improve the potential outcome of the scheme’s investment strategy. Find out more about the benefits that Mantle’s features provide here, or contact us for more details.

Try Mantle

Please call 028 9041 2888 or email to find out more information and set up a trial of Mantle.