ALM-Mismatch-Kosten durch unzureichende Duration
Definition
German pension funds face asset-liability mismatches due to limited long-duration bonds (max 30 years for Germany), requiring expensive swaps for full liability hedging.
Key Findings
- Financial Impact: € millions in annual swap premia; funding gaps up to 20% of liabilities during stress
- Frequency: Ongoing, exacerbated in low-rate environments
- Root Cause: Short bond maturities vs. long pension liabilities
Why This Matters
This pain point represents a significant opportunity for B2B solutions targeting Pension Funds.
Affected Stakeholders
ALM-Manager, Risikomanagement, Supervisory Board
Deep Analysis (Premium)
Financial Impact
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Current Workarounds
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Methodology & Sources
Data collected via OSINT from regulatory filings, industry audits, and verified case studies.
Related Business Risks
Funding-Defizite durch ALM-Unterdeckung
Manuelle ALM-Simulationen und Modellierungsverluste
Überzahlungen und Rückforderungen
Überlastung der Rentenämter
Verlorene Ansprüche durch Prozessfrustration
Verzögerte Hinterbliebenenrente-Auszahlung
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