Case Study

Achmea Improves Market Risk Management with SS&C Algorithmics

Achmea goes live with the new architecture of SS&C Algorithmics for Insurance, which improves their market risk management and supports large Monte Carlo simulations. The solution includes the SS&C Algorithmics Portfolio Optimization, a containerized component which Achmea leverages to calibrate a set of replicating portfolios on cloud. A modern risk dashboard, the SS&C Algorithmics Workspace Analyzer, has also been deployed to support Achmea’s market risk analytics for the Partial Internal Model for Solvency II, as well as their standard model and analysis of change reports.