Economic Capital, Risk Management and Solvency II
Economic Capital, Risk Management and Solvency II is designed to provide a consistent, enterprise-wide view of risk, an essential outlook for insurers and pension funds seeking to maximize investment performance through intelligent risk taking. Supporting underwriting, market risk, credit risk, and portfolio management activities across both assets and liabilities, Economic Capital, Risk Management and Solvency II helps firms to manage economic capital, enhance productivity, and ultimately generate greater shareholder value.
Products
Economic Capital, Risk Management and Solvency II is a comprehensive risk management solution that brings together asset and liability projections, including access to Algorithmics' comprehensive asset coverage models and sophisticated optimization engine, within a consistent, market-based framework.
Features
Covering liability driven investment strategies, replicating portfolios, Solvency ll compliance as well as the valuation and dynamic hedging of variable annuity portfolios, Economic Capital, Risk Management and Solvency II enables companies to calculate, report, and manage their full economic capital across the organization.
Benefits
Based on a highly scalable and open architecture, the solution can be easily customized to meet the unique needs of individuals and teams, and is ready to accommodate new methodologies and investment innovations as a firm's risk strategies evolve.
Related Downloads
The Replication Game
How ING put together a portfolio replication and economic capital calculation system for its global insurance business within two years.
Life & Pensions, April 2007. *Reproduced with permission
Clive Davidson
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Manage interest rate risk and credit risk, and develop hedging strategies.
Replicating Portfolios in Algo Risk
This paper provides a high-level overview of the replicating portfolio construction process available within Algo Risk.
Algo Risk for Variable Annuities
Manage variable annuity portfolios with Algo Risk's fully integrated stochastic pricing module.
Liability-Driven - Investing in Algo Risk
Related Information
Life & Pensions Awards
Tom Wilson of ING brings in central standardized replicating portfolio across 30 plus countries