Conning’s GEMS® Portfolio Analyzer software includes all of the capabilities found in our GEMS® Scenario Master software product with added functionality to handle applications such as strategic/dynamic asset allocation, variable annuity hedging, pension management strategies, and risk attribution. Portfolio managers can take advantage of a rich set of financial instruments such as floating rate notes, interest rate swaps, interest rate derivatives, inflation-linked derivatives, and equity derivatives for their modeling needs. GEMS® Portfolio Analyzer software enables companies to model different trading strategies and is the only economic scenario generator on the market with the ability to model asset aggregation at the portfolio level.
At a Glance
GEMS® Portfolio Analyzer software is an economic scenario generator specially tailored for asset managers. Capabilities include:
- A Comprehensive Set of Economic Models and Financial Instruments
- Superior Modeling Technology for Equities, Interest Rates and Inflation
- Ability to Build Custom Correlated Market Indices
- Interest Rate Derivatives, Inflation-linked Derivatives, Equity Derivatives
- Realistic Relationships Between Asset Class Returns
- Exceptional Calibration & Validation
- Multi-economy, Multi-currency
- Runs in Real World Mode and Risk Neutral Mode
- ODBC Data Access
- Asset Aggregation Capabilities at Multiple Levels
- Flexibility and User Customization
- Transparency and Documentation
- Scalable from PC to Grid and runs on both 32 bit and 64 bit platforms
- Built-in Analytics and Reporting
For more information about Conning’s risk modeling systems and strategic advisory services, please contact us.