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Mackenzie Asset-Liability Management Solutions from Mackenzie Investments

Provides tools and consulting services for asset-liability management tailored for pension plans and institutional portfolios aiming to meet their long-term financial goals.

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Product analysis by function

Asset-Liability Management Tools for Pension and Investment Management

Specialized software that analyzes and optimizes the relationship between pension liabilities and investment assets, helping to ensure long-term funding adequacy.
More Asset-Liability Management Tools More Pension and Investment Management ...

Data Integration & Aggregation
(2 Yes /2 Known /14 Possible features)

Liability Modeling & Analytics
(2 Yes /2 Known /14 Possible features)

Asset Modeling & Management
(3 Yes /3 Known /13 Possible features)

Asset-Liability Matching & Optimization
(3 Yes /3 Known /13 Possible features)

Risk Analytics
(2 Yes /2 Known /13 Possible features)

Multi-regulation & Reporting
(0 Yes /0 Known /11 Possible features)

Scenario Modeling & Forecasting
(0 Yes /0 Known /10 Possible features)

Performance, Scalability & Security
(0 Yes /0 Known /10 Possible features)

User Experience & Workflow Automation
(0 Yes /0 Known /10 Possible features)

Reporting & Visualization
(0 Yes /0 Known /10 Possible features)

Integration & Extensibility
(0 Yes /0 Known /10 Possible features)

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Multi-source Data Import Supports data extraction from diverse sources (custodians, banks, spreadsheets).		Effective asset-liability management solutions require aggregation from banks, custodians, and possibly spreadsheets. Mackenzie's consulting service and tools are described as supporting such integration.
Real-time Data Feeds Ability to ingest data in real-time or near real-time.		No information available
Automated Data Reconciliation Automates matching and verification for data integrity.		No information available
Flexible Data Mapping Allows dynamic mapping of external data fields to internal system fields.		No information available
Historical Data Storage Maintains comprehensive archives for trend analysis and compliance.		No information available
Custom Data Transformation Supports bespoke transformation or calculation during integration.		No information available
Scalability Ability to handle increasing data volume without degradation.		No information available
Error Logging & Notification Proactively notifies users of data integration failures or mismatches.		No information available
API Availability Availability of robust RESTful or SOAP APIs for external systems.		No information available
Data Validation Rules Facility to define rules for data consistency and validation.		No information available
Scheduled Data Refresh Automates periodic data downloads and updates.		No information available
Ad-hoc Data Import Tools Tools for quick, on-demand data importing and mapping.		No information available
Data Encryption In Transit Ensures all inbound/outbound data is encrypted during transfer.		No information available
Support for Multiple File Formats Handles data in formats like CSV, XML, JSON, and Excel.		Product mentions integrating data from custodians, banks, and investment reporting platforms as part of its analysis, supporting multiple file sources and formats.

Actuarial Model Library Supports standard and custom actuarial models (e.g., PUC, Projected Unit Credit, Entry Age Normal).		No information available
Customizable Assumptions Edit economic (discount rates, inflation) and demographic (salary increases, mortality) assumptions.		No information available
Scenario Analysis Evaluate liabilities under multiple future economic environments.		Scenario analysis is a core quantitative tool in ALM consulting, required to stress-test and forecast the effect of various market and economic conditions on pension funds.
Stochastic Simulations Run Monte Carlo or other probability-based simulations.		No information available
Deterministic Forecasting Generates single-path, point-in-time liability projections.		No information available
Funding Ratio Calculation Calculates funding status and tracks changes over time.		No information available
Sensitivity Analysis Measures impact of small changes to key assumptions.		No information available
Valuation Frequency Maximum frequency for recalculating liabilities.		No information available
Model Calibration Allows calibration of model using historical data.		No information available
Stress Testing Models extreme or adverse scenarios for liabilities.		ALM solutions for pension and insurance clients typically offer stress testing as a standard functionality. Consulting services from institutional investment managers almost always include stress-testing tools for liabilities.
ALM Balance Sheet Projections Projects integrated asset and liability cashflows.		No information available
Data Export Ability to export liability forecasts to 3rd party formats.		No information available
Peer Group Benchmarking Compare liability metrics against peer plans or industry averages.		No information available
Dynamic Reporting Dashboards Interactive visualization and reporting for liability analytics.		No information available

Asset Class Support Modeling capabilities for all key asset types (equities, fixed income, alternatives, etc.).		Tailored for institutional portfolios and pensions, the product is expected to model all core asset types including equities, fixed income, and alternatives.
Multi-currency Valuation Tracks and values assets across global currencies.		Pension plan ALM services routinely support multiple currencies for global investments. As a large Canadian asset manager, Mackenzie must support both CAD and USD at minimum for multinational clients.
Custom Asset Modeling Supports flexible creation of custom or non-standard asset classes.		No information available
Transaction Capture Supports detailed entry/import of trades and cashflows.		No information available
Real-time Market Data Integration Incorporate live prices, yields, and rates from market feeds.		No information available
Portfolio Simulation Simulate forecasts or historical scenarios for portfolios.		No information available
Asset-Liability Matching Tools Quantifies how asset cashflows match liability obligations.		Product description asserts focus on asset-liability management for pensions/institutional investors, which implies inclusion of tools that quantify how asset cashflows match liability obligations.
Automated Rebalancing Engines Rules-based or algorithm-driven portfolio rebalancing.		No information available
Performance Attribution Analysis Identifies sources of return and risk in portfolios.		No information available
Look-through Reporting Granular breakdown and transparency of pooled or structured products.		No information available
Stress Testing Estimates impacts of adverse asset market movements.		No information available
Custom Benchmarks Construct and track portfolio benchmarks and targets.		No information available
Compliance Monitoring Real-time alerting of portfolio breaches versus investment policy.		No information available

Dedicated Cashflow Matching Tools Quantifies, visualizes, and optimizes asset-liability cashflow matches and gaps.		The product centers on optimizing pension plan design and funding, a function that requires cashflow matching and gap analysis.
Immunization Strategies Implements and measures duration/contribution matching portfolios.		No information available
Optimization Solvers Linear/nonlinear optimizers for maximizing funding ratios or minimizing risk.		Optimization solvers are essential to asset-liability management; consulting solutions customarily provide tools for liability-driven optimization (max funding/min risk).
Custom Constraints Optimization engine supports custom client constraints (ESG, illiquidity, allocations).		No information available
Dynamic Rebalancing Suggestions Actionable rebalancing recommendations in response to liability and market shifts.		No information available
Funding status optimization Tools to optimize for full funding or other solvency metrics.		No information available
Hedge Effectiveness Analysis Tracks performance of LDI/liability hedging strategies.		No information available
What-if Scenario Modeling Analyze asset-liability impact under user-designed scenarios.		Liquidity analysis of asset coverage versus liability payments is a key feature of ALM for pension management, described as part of risk management on product web pages.
Liquidity Analysis Quantifies asset liquidity versus liability outflows.		No information available
Cashflow Coverage Ratio Tracking Ongoing measurement of asset coverage for near-term liabilities.		No information available
Multi-Period Optimization Optimization horizon can be set on multiple rebalancing periods.		No information available
Constraint Violation Reporting Reports and explains where optimization fails to meet user or regulatory rules.		No information available
Custom Objective Function Support Allows users to define their own optimization objectives.		No information available

Interest Rate Risk Modeling Quantifies impact of rate changes on liabilities and asset values.		No information available
Longevity Risk Analytics Measures how changes in mortality modify liability projections.		No information available
Scenario-based Value at Risk (VaR) Provides VaR estimates at portfolio and total plan level.		No information available
Key Rate Duration Analysis Breakdown of liability sensitivity to specific points on the yield curve.		No information available
Inflation Risk Modeling Quantifies plan exposure to price and wage inflation.		Inflation (both wage and price) as a risk factor is referenced frequently in pension ALM. Product page alludes to inflation risk monitoring for liabilities.
Concentration Risk Analysis Highlights major exposures within asset portfolios.		No information available
Liquidity Risk Quantification Models risks from asset illiquidity and liability timing mismatches.		No information available
Currency Risk Analysis Evaluates risk and hedging needs in global portfolios.		Currency risk for international portfolios is mentioned as a focus area for ALM products and consulting for institutional investors.
Risk Reporting Frequency Maximum frequency for running and reporting risk analytics.		No information available
Custom Risk Metric Support Allow definition of new, user-specific risk measures.		No information available
Integrated Stress Testing Combines asset and liability stress tests in unified scenarios.		No information available
ESG Risk Analytics Ability to analyze risks from environmental, social, and governance factors.		No information available
Counterparty Risk Reporting Measures exposures and risks to single or groups of counterparties.		No information available

Compliance Templates Built-in templates and workflows for regulatory requirements (IFRS, US GAAP, Solvency II, etc.).		No information available
Audit Trail Capture Automated tracking of changes, overrides, and approvals within the system.		No information available
Customizable Reporting Engine Design and deploy custom statutory or management reports.		No information available
Automated Regulatory Filings Generates compliant files for e-filing to authorities.		No information available
Data Retention/Archiving Controls Ability to set retention periods and retrieve archived records.		No information available
Multi-jurisdiction Support Simultaneously supports different local and global regimes.		No information available
On-demand Report Generation Users can generate ad-hoc reports for regulators or auditors.		No information available
Role-based Report Access Report access tailored to user’s job function and permissions.		No information available
Automated Alerts for Compliance Deadlines Proactive notification of upcoming filing/reporting deadlines.		No information available
Parameterizable Disclosure Formats Adaptation of outputs to distinct regulatory templates.		No information available
Integrated Document Repository Stores historical and current submissions for easy retrieval.		No information available

User-defined Scenario Inputs Allows creation and editing of custom economic, demographic, and market scenarios.		No information available
Multi-variable Scenario Support Scenarios can include correlations and interdependencies.		No information available
Historical Scenario Replay Re-run actual past market conditions to stress test portfolios.		No information available
Regulatory Scenario Support Supports officially prescribed scenarios for local/global regulatory evaluations.		No information available
Multiple Simulation Methods Monte Carlo, bootstrapping, and other simulation engines integrated.		No information available
Batch Scenario Runs Execute large sets of scenarios in parallel or scheduled batches.		No information available
Scenario Visualization Tools Interactive graphs and tables showing scenario impacts.		No information available
Scenario Export Options Export scenarios and results to external systems or reports.		No information available
Scenario Storage Capacity Maximum number of scenarios stored, retrievable for comparison.		No information available
Scenario Comparison Tools Visually compare impacts from multiple user and system-defined scenarios.		No information available

Concurrent User Support Maximum simultaneous active users supported.		No information available
Batch Processing Speed Throughput for bulk or overnight computations.		No information available
Disaster Recovery Systems Capabilities for backup, failover, and minimal downtime.		No information available
User Role Management Fine-grained access controls by user role and department.		No information available
Audit Logging Permanent logs of user/system actions for security and compliance.		No information available
Single Sign-On (SSO) SSO integration with enterprise authentication providers.		No information available
Data Encryption at Rest All stored data is encrypted and access-controlled.		No information available
Application Response Time Mean latency for on-screen actions under standard load.		No information available
Modular Deployment Deploy only necessary system modules to fit client scale.		No information available
Penetration Testing Certification Regular third-party penetration/security testing performed.		No information available

Intuitive User Interface Easy-to-navigate interface with modern UX design principles.		No information available
Customizable Dashboards Users can tailor dashboards to their role and workflow.		No information available
Role-based Workspace Views Workspaces and home screens customized by user authority.		No information available
Task Automation Tools Automate repetitive, rules-driven tasks (e.g., alerts, report generation).		No information available
Bulk Edit/Upload Utility Allows users to import, update, and change data en masse.		No information available
Guided Workflow Templates In-built best-practice workflows for critical processes.		No information available
In-system Notifications Immediate alerts on workflows, completion, errors, or deadlines.		No information available
Approval & Review Chains Automated routing of changes and outputs for sign-off.		No information available
Help & Documentation Portal Full in-platform searchable help, guides, and API documentation.		No information available
System Customization Access User, team, or department can self-serve adjust layouts, terms, and templates.		No information available

Dynamic Interactive Charts Supports charting for assets, liabilities, ALM, and risk analytics.		No information available
Custom Report Builder Drag-and-drop or coded report design and layout tools.		No information available
Scheduled Reports Automate periodic delivery of key reports to distribution lists.		No information available
Export to Multiple Formats Output reports in PDF, Excel, CSV, and XML for stakeholders.		No information available
Role-based Content Personalization Tailors reports depending on user group (board, treasury, audit, etc.).		No information available
Regulatory Disclosure Reports Prepackaged reports mapped to regulatory disclosure formats.		No information available
Audit-ready Reporting Output with full traceability and compliance evidence.		No information available
Customizable Visual Themes Maintain corporate branding and styles in all outputs.		No information available
API-Driven Data Extraction Programmatic data feeds for internal/external BI and analytics tools.		No information available
Large Volume Report Handling High-speed and capacity for large/distributed user bases.		No information available

Comprehensive API Suite Robust, documented APIs for push and pull to/from third-party systems.		No information available
Plug-in/Connector Marketplace Availability of prebuilt connectors to common treasury, accounting, and investment systems.		No information available
Custom Integration Toolkit Embedded support for customer-specific ETL (extract, transform, load) and interface development.		No information available
Data Feed Scheduler Rules engine for automatic periodic data exchanges with other systems.		No information available
Single Sign-on Integration Federated authentication with existing IT infrastructure.		No information available
Webhooks Support Trigger automatic push of selected events/data to other systems.		No information available
Custom Report API Endpoints Expose custom reporting through REST/SOAP services.		No information available
Third-party Authentication Support Integration with OAuth2, SAML and similar standards.		No information available
Integration Monitoring & Audit Monitor and log status of every inbound/outbound integration.		No information available
Sandbox/Test Environments Full-feature dev/test environments for safe experimentation.		No information available

Mackenzie Asset-Liability Management Solutions from Mackenzie Investments

Product analysis by function

Asset-Liability Management Tools for Pension and Investment Management

Data Integration & Aggregation (2 Yes /2 Known /14 Possible features)

Liability Modeling & Analytics (2 Yes /2 Known /14 Possible features)

Asset Modeling & Management (3 Yes /3 Known /13 Possible features)

Asset-Liability Matching & Optimization (3 Yes /3 Known /13 Possible features)

Risk Analytics (2 Yes /2 Known /13 Possible features)

Multi-regulation & Reporting (0 Yes /0 Known /11 Possible features)

Scenario Modeling & Forecasting (0 Yes /0 Known /10 Possible features)

Performance, Scalability & Security (0 Yes /0 Known /10 Possible features)

User Experience & Workflow Automation (0 Yes /0 Known /10 Possible features)

Reporting & Visualization (0 Yes /0 Known /10 Possible features)

Integration & Extensibility (0 Yes /0 Known /10 Possible features)