 |
|
|
|
|
|
ALM
Analytics |
|
| |
Analytics builds robust yet agile and scalable stochastic ALM systems for insurance companies, pension funds, and banks. |
|
| |
Analytics ALM solutions allow organisations to design the best asset policy with liability and risk considerations. Decision makers can maximise wealth or surplus value in light of the inherent uncertainties of the future. |
|
| |
For specific future goals and long-term objectives using our ALM framework organisations can decide on the optimal asset classes mix of their portfolio and their rebalancing strategies over a strategic horizon. Based on their long-term strategy, as defined by the asset classes’ mix, they can then take advantage of individual investment opportunities, as and when they arise for tactical horizons. |
|
| |
Analytics ALM systems result to optimal use of resources, risk hedging, and sustainability. |
|
|
| |
Main features include: |
|
|
| |
 |
Enterprise Wide Asset and Liability Management |
|
Strategic and tactical investment decisions integration |
|
Consideration of regulatory requirements |
|
Asymmetric measures of risk |
|
Dynamic decision making |
|
Multi-time period investment horizons |
|
Effective capturing of the future uncertainty through scenario trees |
|
Stochastic scenario generators |
|
Flexibility to include user defined and extreme case scenarios |
|
Disintegration of liabilities |
|
What if and simulation analysis |
|
|
|
|
 |
 |
