Home
| About Us | The AQS Advantage
The AQS Advantage
In order to have competitive investment results and matching cash
flows, AQS relies on the proprietary PALM system to simultaneously:
- Minimize residual (cash flow mismatch) risk
- Maximize risk adjusted market premiums for liquidity, call/extension
risk and default risk.
Conventional laddering and duration matching techniques simply
cannot convey the information necessary to effectively design a
portfolio that efficiently funds liability cash flows. AQS PALM
employs sophisticated optimization techniques to combine market
transparency, client objectives and policy constraints to develop
portfolio structure and strategy that simultaneously matches cash
flows while optimizing earnings against a lower-than-market risk
profile.
Most importantly, AQS PALM produces a portfolio strategy and
blueprint that assure uniform performance across all scenarios necessary
to successfully compete and preserve capital in an uncertain future.
AQS clients have the distinct advantage of benefiting from vigilant
management and responsible reporting through:
- Market Consistent Valuation
- Interest Rate Risk Management
- Market Transparency
- Broad Investment Opportunity Set
- Seamless and integrated pricing, execution and trading to a
pre-defined ‘blueprint’
- Verifiable earnings and surplus development
|
