Asset/Liability Portfolios

Sage works with clients to identify and quantify liability funding requirements for a variety of operating needs or retirement plans. Typical liability structures may include:

Our service provides liability term structure distributions, projected growth rates by distribution cell, book value and market discount rate pricing and interest rate sensitivity analysis. This service also identifies liability durations, convexities, maturities and required minimum hurdle rates of return on a weighted average basis and by distribution cell. Through this analytic effort Sage is able to create customized liability benchmarks that fully reflect a client’s specific liability risk characteristics and future funding requirements in present value terms. This service is provided in full accordance with Financial Accounting Standards Board (FASB), Government Accounting Standards Board (GASB) accounting regulations as well as all Securities and Exchange Commission (SEC) corporate/public security financial disclosure regulations.