Moody's Analytics insurance asset and liability management (ALM) solution provides scenario-based asset and liability modeling. The modeling framework covers a comprehensive range of assets, liabilities, and risk management strategies.
Our solution helps insurers face a range of asset and liability modeling challenges from product pricing and cash flow testing to strategic asset allocation and hedging strategies. Many insurers find managing the interactions between assets and liabilities, and responding to capital market uncertainty, challenging. Effective ALM requires managing investment strategy in line with product design, pricing, and management of policyholder obligations. It is often challenging for insurers to determine a proper risk-return trade-off for their investment portfolio in view of these variables.
Due to their complexity, the valuation of policyholder guarantees typically requires a scenario-based approach, using sophisticated stochastic models of economic risks combined with a detailed ALM model of the insurance business. The model can then be used to value projected insurance liability cash flows consistently with those observed in the market.
Integrate our flexible, modular solution into your existing ALM process
Our modeling solutions are flexible and modular, enabling rapid integration with your existing ALM process. License the modeling software and content that fits with your processes and rely on your own in-house modeling expertise.
Build better investment solutions with our economic research and scenario modeling
The Moody's Analytics Insurance ALM solution enables insurers to build better investment solutions, where the measurement and management of risk depends on client-specific cash flows and liabilities. Our flexible modeling framework covers a comprehensive range of assets, liabilities, and risk management strategies.
Trevor is a Fellow of the Society of Actuaries, the American Academy of Actuaries, and the Canadian Institute of Actuaries. He has more than 40 years of experience in life insurance, life reinsurance, and actuarial consulting in Canada and the US. Since 1994, Trevor has worked in different roles at GGY and Moody’s Analytics. His expertise spans across multiple domains including the actuarial, finance, and risk management functions. Over the years, Trevor has been closely monitoring the development of IFRS 4 Phase 2 and more recently IFRS 17, working with Canadian associations and helping our clients with IFRS 17 implementation.
The AXIS Actuarial system for insurance pricing, reserving, asset and liability management (ALM), financial modeling, capital calculations, and hedging.
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Portfolio Modeller provides a powerful stochastic modeling framework for multi-asset portfolio risk analysis and asset and liability management (ALM).
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Moody’s Analytics Scenario Service provides economic scenarios that describe plausible future paths of variables that are coherently related.