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mino酱是个小破货 · 2025年04月28日

烦请问下老师这么答可以吗？谢谢老师

  1. CFA III
  2. Asset Allocation

* 问题详情，请 查看题干

NO.PZ202212280100002002

问题如下：

ii. Identify one advantage in Thurlow’s situation of the ALM approach compared to the AO approach. (2008 Q4)

选项：

解释：

Asset Liability Management (ALM) is preferred because:

1. ALM reduces risk by explicitly considering the liability exposures of the pension plan.

2. The Asset Only approach can result in inefficient investment policies that may expose the plan to excessive and unrewarded risk relative to liabilities.

3. ALM approaches typically result in an optimal portfolio with a higher fixed income allocation.

The ALM approach focuses on funding liability.The board notes that the pension plan has below-average risk tolerance, so the fund prefer more stability to fund liability than seeking a higher return.

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