Ryan ALM


Ryan Asset Liability Management, Inc. is dedicated to solving financial problems through low cost, low risk solutions. To this end we have created two synergistic and distinct entities:

Ryan ALM Advisers, LLC is an institutional asset manager specializing in a Liability Beta Portfolio. Such a portfolio is designed to cash flow match the liabilities of a pension plan sponsor. It is based on our Custom Liability Index which provides accurate and timely valuations of each client’s liability schedule. As a result, this provides clients with the lowest cost and lowest risk solution to pension management. We believe that our Liability Beta Portfolio should be the core portfolio in asset allocation.

ALM Research Solutions, LLC is our index division. Our product line includes both custom and generic indexes:

  1. Custom Liability Index (CLI) = based on each client’s actuarial projections, we create a CLI that values liabilities in conformity to five discount rates: ASC 715 (formerly FAS 158), PPA (spot rates), PPA (MAP-21), GASB, Market (Treasury STRIPS). From month-end valuations the CLI produces several reports on Structure, Performance and Interest Rate Sensitivity.
  2. Generic Bond Indexes = we currently have over 70 generic indexes covering:
  • Treasury Yield Curve (auction issues) = 13 indexes covering auction maturity series since 1973.
  • Treasury Yield Curve (STRIPS) = 31 indexes for each maturity + composite.
  • Treasury Maturity Ladder = 1-30 year equal weighted diversified portfolio of 30 distinct maturities.
  • Corporates (Investment Grade) = based on RAFI Fundamental Weights includes short, intermediate and long indexes.
  • Corporates (High Yield) = based on RAFI Fundamental Weights includes  short and intermediate indexes.
  • ASC 715 = Ryan ALM provides the discount rates in conformity to ASC 715 (formerly FAS 158).
  • Canadian Corporates (Investment Grade)  = equal-weighted 1-5 year index based on investment grade Canadian corporates.

To view all of the products, indexes, research and company profile of Ryan ALM  please go to our web site:  www.ryanalm.com