ageing population impacts savings and interest rates
balance between jobs created and lost impacts employment
globalisation and trade tensions drive equity returns
Asset Class Return Estimation
Translate the long-term VISION of the CIO/Board or Investment Committee into asset class returns. Focus on what matters in the long term.
Identify structural long-term shifts in asset pricing and steer the fund away from over-valued asset categories.
Stress Testing & Scenarios
“On-the-fly” stress testing for major scenarios: BREXIT, collapse of China’s economy, Commodity Price Shock etc. Scenario impact estimated on the basis of real economic relationships and not historical statistical analysis.
Transform the regulatory exercises into value-adding insights. In collaboration with Triple-A, LINKS delivers integrated scenarios for analyses required by regulation (ALM, Own Risk Assessment/ERB, ORSA).
What we are
LINKS Analytics provides asset pricing, allocation, stress testing and scenario analysis innovative frameworks and related assistance to the largest pension funds and insurance companies in Europe, with combined assets under management of over EUR 450 billion.
|Asset class valuation|
|Return estimates (3 and 15 years)|
|Stress testing for scenarios defined by LINKS|
|Hedging against stress scenarios|
|Standard unlisted asset classes|
|Customisable unlisted asset classes|
|Long-lasting trends (ageing, automation etc.)|
|Estimate return over customisable horizon|
|Calculation details & models|
|Customised stress-testing scenarios|
Complimentary Access for Qualified Contributors
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Qualified contributors: professional investors with demonstrable AUM over EUR 10 million that participate in LINKS research and events
What our client say
“The fact that your model (MIRA) has a different methodology/approach than the standard stochastic ALM model, resulting in a different view of the world, definitely gives food for thought. In our previous ALM-study we used the standard model, but we were not very enthusiastic about that, as it did not add much value but was more of a confirmation of our assumptions. Your approach is absolutely more challenging and that is exactly what we are looking for. What also helps us a lot is LINKS analysis of the differences of underlying assumptions/views of the world, specifically the requirements that need to happen in order to “accept” our core assumptions.”
Head of Investments, major pension fund (over 30 billion AUM)
“This (Mira) is exactly what we would have developed internally if we had the time and resources. It helps to price assets consistently and does not ignore the underlying complexities. The fact that it also handles liabilities and is flexible enough to incorporate various pricing models for different asset classes is a big plus”
Head of Strategy, major pension asset manager (over 50 billion AUM)
LINKS Risk Severity Review
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