Asset Liabilities Management

Prometeia Advisor Sim supports its customers in defining an investment strategy based on integrated studies across assets and liabilities. Starting with the accepted practices applied in the banking and insurance spheres and with Northern European pension funds, Prometeia Advisor Sim is able to propose reworked solutions relative to the regulatory requirements of Italian institutional investors. The management instrument offered by Prometeia enables the customer to conduct an initial diagnosis of the relation that holds across assets, commitments and expected flows and enables us to identify instruments useful for improving expected performance and/or risk containment. The customisation of our activities varies according to customer-type. 


Social security schemes

The analysis enables us to appraise the level of initial and prospective capitalisation and to identify a target of expected profitability of the asset allocation, taking into account the social security constraints and the appetite for risk of the Body. In contribution-based realities, the process of identification of the objectives also considers the aspects relating to the adequacy of performance.


Pension funds

The approach provides for the optimisation of the sectors via a preliminary study of the population and the definition of a typical applicant. This stage allows for the assessment of sector allocation in terms of expected replacement rates and corresponding risk involved.


Banking foundations

The analysis provides for a diagnostic stage and a strategic revision stage. During the first stage, the foundation can assess whether the required disbursements are consistent with the profitability generated by the long-term investments, net of the inflation required for protecting the actual value of the assets. On the other hand, during the revision stage, it is possible to intervene by modifying the asset allocation or the level of disbursements, by optimising the trade off between the long-term protection of the assets and the sustainable disbursement level.

  1. Performance & Risk Analysis
  2. Strategic Asset Allocation
  3. Tactical asset allocation
  4. ALM
  5. Selection Process
  6. Risk Management
  7. Investment Process Engineering
  8. Order routing