End-user of the year: Pension fund ATP

Risk Awards 2006

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Nearly half the Danish population will come to rely on the Danish Labour Market Supplementary Pension Scheme for up to one quarter of its projected retirement income. So when four years ago, ATP – as the scheme is commonly known – discovered its reserves dangerously exposed to market risk, it was clear things had to change.

ATP's performance over 2005 highlights the remarkable turnaround in the scheme's fortunes. Combining a sophisticated approach to asset/liability management encompassing s