Asset Liability Management

Asset Liability Management

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”

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