Delivering Deeper Insight Into Asset/Liability Portfolios
The Numerix ALM suite provides the tools to effectively manage and hedge complex guaranteed investment products through highly efficient stochastic models and a flexible framework for representing any financial instrument through customizable payoff scripts.
Ultra-fast computations
Industry-leading model library
Transparent deal definitions
Grid-computing enabled
Easily integrated
Numerix VA Risk
High-speed analytics for structuring, pricing and hedging all types of life insurance products and the assets that back them
Numerix ESG
A stochastic simulation framework for producing quality risk-neutral economic scenarios that can be used across all business units
Numerix Portfolio for ALM
MTM, scenario analysis, portfolio attribution, VaR, collateral projection and replicating portfolios for dynamic hedging programs
VARIABLE ANNUITIES
“Thinking Forward About Pricing and Hedging Variable Annuities — Advanced Strategies for Today's Markets”