Dresden 2014 – scientific programme
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SOE: Fachverband Physik sozio-ökonomischer Systeme
SOE 3: Financial Markets and Risk Management
SOE 3.4: Talk
Monday, March 31, 2014, 12:45–13:00, GÖR 226
Asset Allocation as function of business policy, stressed market environment, risk and structure of liability in Austrian severance pay funds during 2003-2013 — •Uli Spreitzer1 and Alexander Rabanser2 — 1Uli Spreitzer, Bonus Pensionskassen AG, Vienna, Austria — 2Concisa Vorsorgeberatung und Management AG, Vienna
We analysed the asset allocation structure of austrian severance pay funds with respect to business policy, stressed market environment, risk management/measure and structure of liabilities. Despite the low guaranty (sum of contributions) and the not so short duration of liabilities, we recognised changes in the asset allocation, which we will discuss as driven by influences beside standard asset allocation/risk optimizations processes.