SOLUTIONS

Insurance

 

 

Reliable portfolio and risk management tools that improve valuation, increase transparency and simplify operations.

Efficiently Manage Assets & Liabilities

Sophisticated Modelling
& Consistent Pricing

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. In an environment where accounting and regulatory requirements are evolving, firms 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 regulatory and accounting requirements.

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Portfolio Management →

Designed to help firms identify and evaluate risk with greater accuracy, granularity and timeliness

Analytics →

A suite of cross-asset models that generate timely, accurate and consistent analytics enterprise-wide

Risk Management →

A powerful sophisticated and flexible risk engine that is up to date with the latest market innovations

KEY FEATURES

This is How We Do it

Cross-Asset Coverage

Cross-Asset Coverage

Comprehensive cross-asset coverage across all major asset classes: fixed income, money markets, equities, FX, rates, credit, commodities.

P&L

P&L

Calculated in real time, including options to value using different currencies, sensitivity-based and revaluation explanations and audit.

Liabilities Modelling

Liabilities Modelling

A Structured Product Framework (SPF), to model complex liabilities and financial payoffs as well as conditions under which payoffs become effective.

Compliance & Limits

Compliance & Limits

Compliance, limit checks, what-if analysis and regulatory features designed to mitigate a firm’s exposure.

Asset Liability Management

Asset Liability Management

Full support for complex scenario analysis for effective asset liability management.

Real-time Risk & Reporting

Real-time Risk & Reporting

Market risk measures, including VaR, sensitivities, ‘what if’ analysis and complex scenarios.

WHITEPAPER

How to Get the Most Out of
Your LDI Strategy

Liability-driven investment (LDI) is a core investment strategy for many life insurers, pension schemes and asset managers. It is an approach to investment in which all or part of the strategy is designed to match a scheme’s liabilities. This paper explores how, with the right technology, firms can achieve better results to get the most out of their LDI strategy.

A Complete Solution for LDI Decision-Making

LDI managers need powerful, flexible risk and valuation technology. Quantifi makes it easy for firms to achieve their funding targets while successfully navigating business, market and regulatory change.

FEATURED VIDEO

Identifying Liquidity Risk for
Financial Stability

Quantifi, OTC Partners and BlackRock discuss liquidity risk. This webinar will explore the importance of liquidity in the functioning of financial markets and the increasing regulatory pressures on buy side firms to ensure strong liquidity risk management practices are being carried out.

The benefit of using Quantifi is very apparent to the interest rate derivatives team as we now have the ability to make better decisions, place better trades and enhance risk management, which ultimately improves return for our clients. 

Arne Løftingsmo, Portfolio Manager at KLP Kapitalforvaltning AS

insights

Navigate major trends & developments shaping the industry

Blog

Optimise Your LDI Strategy

The key objective for a life insurer, pension scheme or asset manager is to ensure there is sufficient cash flow to fund future payment obligations to clients. However, achieving this goal in a low-rate environment with increasing regulatory oversight and capital requirements is becoming ever more challenging. As a result, many insurance and pension providers are turning to LDI strategies to more readily attain their funding target.

Client Stories

New Zealand Superfund Takes an Advanced Approach to Credit & Liquidity Risk Management

New Zealand Superannuation Fund (NZSF) is the sovereign wealth fund of NZ. It’s purpose is to help pre-fund the future pension/superannuation liabilities of an increasingly aging NZ population. Since it was established in 2001, the Fund has grown in size to NZD 45 billion. It is a long-term, growth-oriented fund that invests globally, both directly and through external managers, into a wide range of asset classes and investment products.

Whitepapers

Managing Liquidity Risk in Times of Stress

Proper evaluation and provision of liquidity risk is not a quick fix; it requires diligent contemplation of needs, and a reliable partnership with the right technology and data provider.

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