Investment Optimizer

Unique in the industry, Investment Optimizer takes investment risk modeling and analysis to the next level.

Strategic Asset Allocation - A Comprehensive Approach

In this paper we review approaches to investment risk/reward analysis in a constrained environment with specific emphasis on how SAA can benefit from and leverage off a company’s ERM and ECM platforms. We also touch on how a company can use its SAA applications to support rating agency and regulatory Use Test requirements.

Optimize Your Strategic Asset Allocation

We provide on-site training so you can quickly gain proficiency in using the system for your business. With step-by-step guidance and hand-on exercises, you rapidly begin to realize the benefits of the software. Because the software is pre-built with the essential functionality required for enterprise risk modeling, there is little programming and IT support required. Built-in rules engines allow any required customization to be handled directly by the user.

 

Designed with Insurers in Mind

Designed specifically for strategic asset allocation for insurers' constrained environment, the optimization analysis considers the accounting and capital constraints of investing in alternative asset classes, as well as the boundaries of your investment guidelines. Allocating capital to investment risk and establishing risk-adjusted benchmarks has never been easier. 

 

Integrates Seamlessly with our Entire Software Suite

Investment Optimizer works seamlessly within our GEMS® Economic Scenario GeneratorFIRM® Portfolio Analyzer, and ADVISE® Enterprise Risk Modeler. You can perform asset-based efficient frontier analyses, but the IO application is particularly powerful when analyzing investment risk on an integrated basis with underwriting, liability and operational risks.

Contact our risk management professionals to learn more.