Algo Market Risk for Insurance/Algo Market Risk Service for Insurance - award-winning best-of-class market risk solution used and trusted around the world can be deployed on-prem, hosted on-cloud or offered as a managed service providing outstanding usability and flexibility.
- Modeling for financial instruments across a broad range of asset classes, including complex and alternative securities.
- Proxy methods for liabilities, including replicating portfolios, curve fitting, LSMC, distribution sampling.
- Advanced scenario generation to capture nonlinear dependencies and fat tails.
- Scalable platform for large stochastic projections of the entire balance sheet.
- Portfolio construction functionalities, including what-if and portfolio optimization.
- Joint market and credit risk analytics, with the ability to monitor other risk types (life, P&C, climate, liquidity).
- Asset & Liability Management framework to enable you to act upon duration and cash-flow mismatches.
- Economic capital, risk-based and solvency capital calculations under various regulatory regimes.
Algo Credit Manager for Insurance/Algo Credit Manager Service for Insurance - An enterprise solution, deployed on-premises or offered as a managed service, helps insurers comprehensively manage their credit portfolios by empowering managers to more effectively identify, price, control, monitor and ultimately reduce credit risk.
