Worcester Polytechnic Institute Electronic Projects Collection

Title page for E-project-012815-110611


Project TypeMQP
Submission date2015-01-28
Authors
  • Tianhai Chang, ID
  • Qiao Li, MAC
  • Saad Riaz, ECE
  • URNE-project-012815-110611
    CenterWS / Wall Street MQP
    SponsorJP Morgan
    TitleLiability Driven Investing – Investment Process
    Advisors
  • Gerstenfeld, Arthur, MG
  • Huang, Xinming, EE
  • Abraham, Jon P., MA
  • Sweeney, Kevin M., MG
  • Availability unrestricted

    Abstract

    Companies need assistance with their retirement plans in order for them to pay off their liabilities. JP Morgan Chase & Co. is a corporation that encompasses a wide range of financial aspects. Retirement plans is a crucial one. It is vital for JPMC to be able to make such monetary facets easily understandable for its clients. Our group worked on the investment process that is driven by the liability costs of JPMC’s clients. Each one of us worked in a different area; The Funds of Funds is where the client's portfolios are created, in the Liability Driven Investment the discounted liability and asset is calculated, and the Data Warehouse is what provides the necessary data.

    Files
  • WPI_JPM4_LDI-Investment_Process.pdf

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