THINKFOLIO for LDI

Thinkfolio supports LDI portfolio managers and pension CIO teams with front-office workflows for liability-aware portfolio management, hedge exposure monitoring, scenario modelling, rebalancing and trade implementation.

Built for pension and LDI teams, Thinkfolio provides clear views across assets, hedges, collateral and liquidity. Users can monitor interest-rate and inflation exposure, assess hedge ratios, model de-risking actions and evidence a repeatable investment process across schemes, sleeves and client mandates.

Thinkfolio combines market reference data, pricing and portfolio data with scheme-specific inputs, proprietary manager data, hedge targets, trigger levels and user-defined classifications. Custom calculations and look-through analytics help teams understand true exposure across physical bonds, pooled funds, overlays, swaps and repo positions.

Native analytics support LDI decision-making across duration, key-rate duration, DV01, inflation exposure, carry, roll-down and maturity bucket views. Scenario modelling enables users to assess the impact of rate moves, inflation shocks, collateral calls and liquidity stress before rebalancing or executing trades.

Trade-cycle workflows connect analysis to action through modelling, approval, routing and execution. STP automation, broker restrictions and EMS / FIX connectivity help reduce manual process, improve auditability and support scalable LDI operations across multiple schemes.

Key capabilities

• SCHEME-AWARE DATA

  Market reference data, pricing and portfolio data combined with scheme-specific inputs, liability measures, hedge targets, trigger levels and proprietary manager data.

• USER-DEFINED CLASSIFICATIONS

  Configurable classifications across scheme, portfolio, sleeve, client mandate, maturity bucket, curve point, instrument type, collateral source and hedge objective.

• LDI EXPOSURE VIEWS

  Views of interest-rate and inflation exposure across physical bonds, government bonds, inflation-linked bonds, swaps, repos, pooled funds and derivative overlays.

• LOOK-THROUGH ANALYTICS

  Look-through across sleeves, pooled funds, overlays and underlying holdings to identify true hedge coverage, asset exposure and liquidity position.

• NATIVE LDI ANALYTICS

  Analytics including duration, key-rate duration, DV01, inflation exposure, maturity profile, carry and roll-down where configured.

• HEDGING AND REBALANCING

  What-if modelling for hedge adjustments, de-risking events, transition activity, cash-neutral changes and collateral-aware rebalancing.

• TRIGGER-DRIVEN WORKFLOWS

  Support for rebalancing workflows based on hedge ratio bands, funding-level triggers, yield triggers, collateral thresholds and liquidity buffers.

• COLLATERAL AND LIQUIDITY

  Visibility into collateral usage, liquidity sources and buffers, with scenario-driven planning for margin calls and collateral movements.

• EXECUTION CONNECTIVITY

  Trade-cycle workflows from idea to model, approve and route, with broker restrictions, approved counterparty controls, STP automation and EMS / FIX connectivity where configured.