{"id":2346,"date":"2023-06-27T10:25:54","date_gmt":"2023-06-27T10:25:54","guid":{"rendered":"https:\/\/nag.com\/?post_type=case-studies&p=2346"},"modified":"2023-07-04T14:46:11","modified_gmt":"2023-07-04T14:46:11","slug":"swedish-national-income-pension-buffer-fund-uses-nag-solvers-in-portfolio-analysis","status":"publish","type":"case-studies","link":"https:\/\/nag.com\/case-studies\/swedish-national-income-pension-buffer-fund-uses-nag-solvers-in-portfolio-analysis\/","title":{"rendered":"Swedish National Income Pension Buffer Fund Uses n<\/i><\/span>AG Solvers in Portfolio Analysis"},"content":{"rendered":"\n
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Swedish National Income Pension Buffer Fund Uses n<\/i><\/span>AG Solvers in Portfolio Analysis<\/h1>\n \n

Case Study<\/p>\n<\/div>\n\n \n <\/div>\n <\/div>\n <\/div>\n <\/div>\n <\/div>\n<\/div>\n\n\n\n

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The Fixed Income and FX team at F\u00f6rsta AP-fonden has developed an in-house portfolio analysis system for managing the Fixed Income and the FX portfolios.<\/p>\n

F\u00f6rsta AP-fonden is one of five buffer funds in the Swedish national income pension system. The capital reserves in the AP funds are used to cover the deficit when disbursements from the pension system exceed contributions to the system. F\u00f6rsta AP-fonden has assets under management of SEK 253 billion (at 30 June 2014), approximately USD 40 billion, in a global portfolio consisting of equities, fixed income securities and alternative investments that include real estate, private equity funds and hedge funds.<\/p>\n

The Fixed Income and FX team has used the n<\/i><\/span>AG Library since 2005 for optimizations and interpolations. The system is highly dependent on the speed and accuracy of the n<\/i><\/span>AG Library. For example, advanced yield curve modelling within the system uses a number of n<\/i><\/span>AG functions; these yield curves are essential for the management of the Fixed Income portfolio. In addition to this application, the n<\/i><\/span>AG Library is used for optimizing fixed duration indices, another tool that the management of the Fixed Income portfolio relies on.<\/p>\n

When asked about the n<\/i><\/span>AG Library, Katarina Paschal, Portfolio Manager Fixed Income and FX at F\u00f6rsta AP-fonden, states:\u00a0<\/p>\n

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\u201cAs long time users of n<\/i><\/span>AG, both as developers and as end users, we are very satisfied with the performance of the Library and we are happy to recommend n<\/i><\/span>AG to others.\u201d<\/em><\/p>\n<\/blockquote>\n <\/div>\n <\/div>\n<\/div>\n\n\n

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<\/div>\n\n \n n<\/i><\/span>AG Library Learn More <\/i><\/a> <\/div>\n <\/div>\n <\/div>\n <\/div>\n <\/div>\n<\/div>\n","protected":false},"excerpt":{"rendered":"

The Fixed Income and FX team has used the n<\/i><\/span>AG Library since 2005 for optimizations and interpolations.<\/p>\n","protected":false},"author":8,"featured_media":2349,"parent":0,"menu_order":0,"template":"","meta":{"content-type":"","footnotes":""},"post-tag":[45,27,18,21,61,42],"class_list":["post-2346","case-studies","type-case-studies","status-publish","has-post-thumbnail","hentry"],"yoast_head":"\nSwedish National Income Pension Buffer Fund Uses NAG Solvers in Portfolio Analysis - nAG<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/nag.com\/case-studies\/swedish-national-income-pension-buffer-fund-uses-nag-solvers-in-portfolio-analysis\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Swedish National Income Pension Buffer Fund Uses NAG Solvers in Portfolio Analysis - nAG\" \/>\n<meta property=\"og:description\" content=\"The Fixed Income and FX team has used the NAG Library since 2005 for optimizations and interpolations.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/nag.com\/case-studies\/swedish-national-income-pension-buffer-fund-uses-nag-solvers-in-portfolio-analysis\/\" \/>\n<meta property=\"og:site_name\" content=\"nAG\" \/>\n<meta property=\"article:modified_time\" content=\"2023-07-04T14:46:11+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/nag.com\/wp-content\/uploads\/2023\/06\/portfolio-optimization-1024x639.jpeg\" \/>\n\t<meta property=\"og:image:width\" content=\"1024\" \/>\n\t<meta property=\"og:image:height\" content=\"639\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/jpeg\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:site\" content=\"@NAGTalk\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/nag.com\/case-studies\/swedish-national-income-pension-buffer-fund-uses-nag-solvers-in-portfolio-analysis\/\",\"url\":\"https:\/\/nag.com\/case-studies\/swedish-national-income-pension-buffer-fund-uses-nag-solvers-in-portfolio-analysis\/\",\"name\":\"Swedish National Income Pension Buffer Fund Uses NAG Solvers in Portfolio Analysis - nAG\",\"isPartOf\":{\"@id\":\"https:\/\/nag.com\/#website\"},\"primaryImageOfPage\":{\"@id\":\"https:\/\/nag.com\/case-studies\/swedish-national-income-pension-buffer-fund-uses-nag-solvers-in-portfolio-analysis\/#primaryimage\"},\"image\":{\"@id\":\"https:\/\/nag.com\/case-studies\/swedish-national-income-pension-buffer-fund-uses-nag-solvers-in-portfolio-analysis\/#primaryimage\"},\"thumbnailUrl\":\"https:\/\/nag.com\/wp-content\/uploads\/2023\/06\/portfolio-optimization.jpeg\",\"datePublished\":\"2023-06-27T10:25:54+00:00\",\"dateModified\":\"2023-07-04T14:46:11+00:00\",\"breadcrumb\":{\"@id\":\"https:\/\/nag.com\/case-studies\/swedish-national-income-pension-buffer-fund-uses-nag-solvers-in-portfolio-analysis\/#breadcrumb\"},\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/nag.com\/case-studies\/swedish-national-income-pension-buffer-fund-uses-nag-solvers-in-portfolio-analysis\/\"]}]},{\"@type\":\"ImageObject\",\"inLanguage\":\"en-US\",\"@id\":\"https:\/\/nag.com\/case-studies\/swedish-national-income-pension-buffer-fund-uses-nag-solvers-in-portfolio-analysis\/#primaryimage\",\"url\":\"https:\/\/nag.com\/wp-content\/uploads\/2023\/06\/portfolio-optimization.jpeg\",\"contentUrl\":\"https:\/\/nag.com\/wp-content\/uploads\/2023\/06\/portfolio-optimization.jpeg\",\"width\":4607,\"height\":2873,\"caption\":\"Immersive futuristic HUD financial chart interface over blurry dark blue office background. 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