Deliver high-quality research on a wide range of cutting-edge topics regarding the CDI strategy to benefit all the like-minded qualified investment actuaries or students.
Proposed market and investment research topics:
- How to structure a CDI mandate.
- CDI investment philosophy and scope of asset types.
- A framework to incorporate LDI thinking into CDI strategy, including how this may impact on the discount rate of liabilities.
- Risk Management framework to blend illiquid assets: trade-off between illiquidity premium versus liquidity and modelling risks.
- Differences in consideration to adapt CDI strategy for pension funds and insurers, with a focus on different regulatory frameworks.
- Key performance measure to assess success of CDI strategy.
The working party will report findings to the appropriate IFoA committees who may use this information to support discussions with regulators and other government bodies, as well as make findings available to the wider actuarial community via presentations at IFoA events.
The working party is currently working on the first research paper on CDI and will publish it on this portal upon completion.
- 9 November 2017
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If you want more information about this research working party please contact the Communities Team.
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