Matching Adjustment Tool
We offer an annuity portfolio optimisation tool that maximises the Matching Adjustment within given constraints, including PRA tests. It can also improve capital positions under stress and automate management actions — with a focus on compliance, ALM, and hedging constraints.
What we offer
Regulatory compliance
Our tool enables Matching Adjustment portfolio optimisation while ensuring compliance with PRA cashflow matching tests.
Balance sheet optimisation
The tool works by selecting assets in a manner that maximises the matching adjustment, and allows for consideration of the consolidated position when a firm has multiple funds with intra-group transactions.
Automated management actions
With our tool, management actions (such as trading in and trading out assets under stress to restore compliance with regulatory requirements) can all be automated.
Hedging interest rate risk and inflation
The tool comes with the added benefit of allowing for matching the key rate duration and IE01 of assets with liabilities.
Process improvement
With a runtime of just a few seconds, you can run thousands of scenarios while still reducing manual workarounds.
Optimised investment allocation
Our tool efficiently identifies optimal investment amounts in new assets, ensuring adherence to limits such as minimum and maximum investable amounts and budget constraints.
Why choose 4most?
250+ consultants
Each with our own specialisms, experience, and insights. When you work with one of us, you work with all of us.
Trusted 100%
Our track record speaks for itself. In our most recent Client Satisfaction Survey, every single one of our clients recommended us.
Tailored to you
We take the time to understand your unique challenges so that we can deliver bespoke solutions that truly make a difference.
True specialists
There’s experts, and then there’s specialists. We live and breathe risk analytics consulting every day, which means we stay in tune with the latest trends.
Key contacts
Sheikh Yasir
Ramesh Indran
“4most’s extensive industry experience has enabled us to look at risk management from a broader perspective. We can now make quicker process changes and better understand our customer profiles.”
