Reliable portfolio and risk management tools that improve valuation, increase transparency
and simplify operations
Risk management is at the core of the insurance industry. A complex and volatile financial environment requires more comprehensive, accurate, and transparent risk management capabilities. Quantifi’s market validated models accurately value positions across asset classes using the latest market best-practices. Next generation risk reporting provides a complete solution for management, regulators, and clients.
Insurance companies face an environment where accounting and regulatory requirements are evolving. They need the ability to efficiently manage their assets and liabilities. Quantifi helps insurance companies with enhanced trade processing, sophisticated modelling and consistent pricing across assets and liabilities to develop effective hedging strategies. The insurance industry can rely on Quantifi’s valuation and risk management solution to remain up to date with the latest requirements to simplify and automate accounting and regulatory reporting.
“Genworth needed a robust, sophisticated solution that would both support our needs at the time but also scale with us as we grew. After reviewing all the solutions available to us at the time, Quantifi was the absolute right fit for us"
Niraj Patel, Managing Director, Genworth Financial
Best-of-Breed Models Providing Consistent, Timely and Accurate Pre and Post-Trade Analytics
The need for consistent, accurate and timely portfolio valuation has increased, however, with the right pricing and analytic tools investment managers can gain a competitive edge. Tools that deliver more accurate, and more transparent risk management can significantly enhance the ability to effectively monitor and control risk. Quantifi's best-of-breed models are based on the latest multi-core TBBTM technology and numerical techniques that deliver timely, accurate and consistent results.
Integrated tools are provided for extensive pre-trade analysis with features including sensitivity and scenario analyses, profitability analysis, pre-trade compliance and limits, what-if analysis, and regulatory charges, collateral and margin analysis, and investment mandate tests. The pre-trade analysis tool also provides the ability to configure, calculate, and report across all market, credit, liquidity/collateral and counterparty risks.
Liabilities modeling and ALM
Insurance companies require the ability to efficiently manage their assets and liabilities. Quantifi helps firms with enhanced trade processing, sophisticated modelling and consistent pricing across assets and liabilities to develop effective hedging strategies. Insurers can leverage Quantifi's comprehensive suite of best-of-breed models, including Structured Product Framework (SPF), to model complex liabilities. Our ability to model both the assets and liabilities coupled with built-in support for complex scenario analysis lends itself to effective asset liability management.
Next-Generation Risk Reporting for Regulators, Clients and Management
Regulation in the insurance industry is primarily focused on ensuring firms are sufficiently capitalized to absorb extreme future market shocks. Increased regulatory scrutiny has placed complex demands on reporting systems. These systems must be powerful enough to cover all existing requirements and flexible enough to evolve as these requirements change. Quantifi's integrated framework provides all risk, compliance, and regulatory reporting along with scenario analysis functionality that can run stress and capital adequacy tests prescribed by insurance industry specific regulatory frameworks such as Solvency ll and MiFID. Leveraging the latest, high performance in-memory hypercube technology, Quantifi's next generation reporting provides interactive drill down, slicing and dicing, and aggregation across even the largest data sets.
Risk management tools that are up to date with the latest market innovations
The implementation of new regulations including MiFID II, Solvency ll, Basel lll, IFRS13 significantly changes the way almost all portfolios are priced, traded and reported. This complex and uncertain financial environment requires more comprehensive, more accurate, and more transparent risk management. There is growing demand for integrated solutions that provide a holistic picture of risk across multiple-asset classes and more sophisticated analytics. Quantifi provides a consistent real-time view of risk, along with best-of-breed models incorporating industry best-practice that generate results that match the market for even the most complex product. Quantifi's powerful and flexible risk engine provides rapid historical and what-if scenarios for accurate monitoring and managing of risk. Comprehensive sensitivity analysis is also supported and calculations are consistent across all asset classes so clients can rely on the aggregated results.