Bloomberg’s Asset Liability Management Solutions (ALM) are designed for asset owners, including insurers, pension funds and annuity providers, as well as the asset managers that support them. Our solutions support sophisticated institutional liability-driven investment (LDI) and cashflow-driven investment (CDI) strategies. From interest-rate and inflation hedging to liquidity planning, duration and cashflow matching, portfolio construction and capital allocation, Bloomberg helps firms meet long-term obligations, supporting the full investment lifecycle within a connected workflow.
One unified view of your balance sheet
Analyze assets, liabilities and hedging overlays within a single risk framework that provides a consistent view of enterprise-wide balance sheet risk across teams.
Optimize asset liability strategies
Bloomberg’s multi-asset analytics and optimization tools enable firms to model assets and liabilities together, identify funding and risk gaps, evaluate investment strategies and implement hedging solutions to support more efficient capital allocation.
Put capital to work within regulatory constraints
Integrated analytics and compliance tools make it easier to free up capital for higher-yielding investments while complying with regulatory demands.
Core capabilities
Integrated balance-sheet and total portfolio view
Bring assets, liabilities and hedging overlays together in a single integrated view to support balance-sheet oversight and liability-aware investment decisions.
Portfolio performance, risk & liability analysis
Measure excess return and tenor sensitivities relative to liabilities and benchmarks, and perform portfolio optimization to support strategic asset allocation, hedging and risk-management decisions.
Cashflow matching and scenario analysis
Project and measure asset and liability cashflows, identify duration and cashflow mismatches, assess liquidity requirements and evaluate funding, solvency and balance-sheet sensitivity under market stresses and other scenario-based analyses.
Cross-asset coverage and configurable ALM workflows
Analyze public- and private-market assets alongside liabilities, with support for custom liability curves, tenor definitions and liability-aware benchmarks tailored to specific ALM, LDI and CDI objectives. Manage margin requirements, collateral allocation and liquidity needs arising from derivative hedging and broader LDI and ALM activities. Our solutions also support book value accounting, hedge-accounting workflows and financial reporting requirements under US GAAP and IFRS.
Integrated balance-sheet and total portfolio view
Bring assets, liabilities and hedging overlays together in a single integrated view to support balance-sheet oversight and liability-aware investment decisions.
Portfolio performance, risk & liability analysis
Measure excess return and tenor sensitivities relative to liabilities and benchmarks, and perform portfolio optimization to support strategic asset allocation, hedging and risk-management decisions.
Cashflow matching and scenario analysis
Project and measure asset and liability cashflows, identify duration and cashflow mismatches, assess liquidity requirements and evaluate funding, solvency and balance-sheet sensitivity under market stresses and other scenario-based analyses.
Cross-asset coverage and configurable ALM workflows
Analyze public- and private-market assets alongside liabilities, with support for custom liability curves, tenor definitions and liability-aware benchmarks tailored to specific ALM, LDI and CDI objectives. Manage margin requirements, collateral allocation and liquidity needs arising from derivative hedging and broader LDI and ALM activities. Our solutions also support book value accounting, hedge-accounting workflows and financial reporting requirements under US GAAP and IFRS.
