Tokyo Investor Day
STRONG ASSET/LIABILITY MANAGEMENT DISCIPLINE
Disciplined ALM approach mitigates risks, including the impact of changes.
in interest rates
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Globally Consistent Approach
Domestic and International
investment organizations share
common ALM approach,
framework and tools
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Liability driven foundation for
portfolio construction
Deep understanding of liabilities
Asset/Liability Management teams
are strongly aligned with
businesses
Well matched in investible space
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Japan ALM Positioning
Long-duration assets are held
to support insurance liabilities
Key rate duration positions
targeted to tolerance band
Interest rate risk position
managed by currency
Strong ALM focus with tight
asset and liability management
in most liquid investable space
(~30 years)
Prudential
Tokyo Investor Day 9.15.2016
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